SADU.DE vs. 36B6.DE
SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - SADU.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past year, SADU.DE returned 26.46% vs 22.43% for 36B6.DE. Their correlation of 0.94 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.20%/yr for 36B6.DE.
Performance
SADU.DE vs. 36B6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SADU.DE achieves a 13.46% return, which is significantly lower than 36B6.DE's 14.86% return.
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
36B6.DE
- 1D
- 0.12%
- 1M
- 6.46%
- YTD
- 14.86%
- 6M
- 15.23%
- 1Y
- 22.43%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
SADU.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SADU.DE Amundi MSCI USA ESG Leaders UCITS ETF Acc | 13.46% | 2.73% | 27.24% | 8.87% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 6.75% |
Correlation
The correlation between SADU.DE and 36B6.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.94 |
The correlation between SADU.DE and 36B6.DE has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. 36B6.DE — Risk / Return Rank
SADU.DE
36B6.DE
SADU.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SADU.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.10 | -0.42 |
| Martin ratioReturn relative to average drawdown | 9.35 | 10.29 | -0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SADU.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.76 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.86 | +0.38 |
Drawdowns
SADU.DE vs. 36B6.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for SADU.DE and 36B6.DE.
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Drawdown Indicators
| SADU.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -34.21% | +10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -7.21% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.75% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -4.98% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.17% | +0.65% |
Volatility
SADU.DE vs. 36B6.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) is 3.23%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that SADU.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SADU.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 3.79% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 9.08% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 12.71% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 15.45% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 17.54% | -2.98% |
SADU.DE vs. 36B6.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than 36B6.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SADU.DE vs. 36B6.DE - Dividend Comparison
SADU.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
SADU.DE Amundi MSCI USA ESG Leaders UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, SADU.DE and 36B6.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SADU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SADU.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for 36B6.DE.
SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for SADU.DE and 0.20% for 36B6.DE.
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