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SADU.DE vs. 6PSE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SADU.DE vs. 6PSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) and Invesco MSCI USA UCITS ETF Dist (6PSE.DE). The values are adjusted to include any dividend payments, if applicable.

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SADU.DE vs. 6PSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SADU.DE
Amundi MSCI USA ESG Leaders UCITS ETF Acc
-4.71%2.73%27.24%8.87%
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
-2.96%4.78%32.52%8.19%

Returns By Period

In the year-to-date period, SADU.DE achieves a -4.71% return, which is significantly lower than 6PSE.DE's -2.96% return.


SADU.DE

1D
0.09%
1M
-2.87%
YTD
-4.71%
6M
-0.88%
1Y
6.84%
3Y*
5Y*
10Y*

6PSE.DE

1D
1.95%
1M
-2.50%
YTD
-2.96%
6M
-0.50%
1Y
10.44%
3Y*
16.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SADU.DE vs. 6PSE.DE - Expense Ratio Comparison

SADU.DE has a 0.15% expense ratio, which is higher than 6PSE.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SADU.DE vs. 6PSE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SADU.DE
SADU.DE Risk / Return Rank: 2828
Overall Rank
SADU.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SADU.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SADU.DE Omega Ratio Rank: 2121
Omega Ratio Rank
SADU.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
SADU.DE Martin Ratio Rank: 3636
Martin Ratio Rank

6PSE.DE
6PSE.DE Risk / Return Rank: 4545
Overall Rank
6PSE.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
6PSE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
6PSE.DE Omega Ratio Rank: 3030
Omega Ratio Rank
6PSE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
6PSE.DE Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SADU.DE vs. 6PSE.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 Invesco MSCI USA UCITS ETF Dist (6PSE.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.DE6PSE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.60

-0.21

Sortino ratio

Return per unit of downside risk

0.64

0.92

-0.28

Omega ratio

Gain probability vs. loss probability

1.09

1.14

-0.05

Calmar ratio

Return relative to maximum drawdown

1.24

2.32

-1.08

Martin ratio

Return relative to average drawdown

4.24

7.72

-3.48

SADU.DE vs. 6PSE.DE - Sharpe Ratio Comparison

The current SADU.DE Sharpe Ratio is 0.39, which is lower than the 6PSE.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SADU.DE and 6PSE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SADU.DE6PSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.60

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.72

+0.09

Correlation

The correlation between SADU.DE and 6PSE.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SADU.DE vs. 6PSE.DE - Dividend Comparison

SADU.DE has not paid dividends to shareholders, while 6PSE.DE's dividend yield for the trailing twelve months is around 1.20%.


TTM2025202420232022
SADU.DE
Amundi MSCI USA ESG Leaders UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
1.20%1.16%1.26%1.51%1.69%

Drawdowns

SADU.DE vs. 6PSE.DE - Drawdown Comparison

The maximum SADU.DE drawdown since its inception was -23.85%, roughly equal to the maximum 6PSE.DE drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for SADU.DE and 6PSE.DE.


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Drawdown Indicators


SADU.DE6PSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.85%

-23.70%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-8.46%

-1.36%

Current Drawdown

Current decline from peak

-7.23%

-5.16%

-2.07%

Average Drawdown

Average peak-to-trough decline

-4.12%

-5.00%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.20%

+0.68%

Volatility

SADU.DE vs. 6PSE.DE - Volatility Comparison

Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a higher volatility of 4.18% compared to Invesco MSCI USA UCITS ETF Dist (6PSE.DE) at 3.78%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than 6PSE.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.DE6PSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.78%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

8.72%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

17.30%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

15.59%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.66%

15.59%

-0.93%