SADU.DE vs. CBUM.DE
SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) and CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) are both exchange-traded funds - SADU.DE is a ESG fund tracking the MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while CBUM.DE is a S&P 500 fund tracking the S&P 500 Scored & Screened Index (EUR Hedged). Both are passively managed. Over the past year, SADU.DE returned 25.26% vs 18.98% for CBUM.DE. A 0.78 correlation means they provide meaningful diversification when combined. SADU.DE charges 0.15%/yr vs 0.10%/yr for CBUM.DE.
Performance
SADU.DE vs. CBUM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SADU.DE achieves a 14.27% return, which is significantly higher than CBUM.DE's 6.79% return.
SADU.DE
- 1D
- 0.00%
- 1M
- 0.03%
- 6M
- 11.69%
- YTD
- 14.27%
- 1Y
- 25.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBUM.DE
- 1D
- -1.48%
- 1M
- -1.70%
- 6M
- 6.13%
- YTD
- 6.79%
- 1Y
- 18.98%
- 3Y*
- 16.58%
- 5Y*
- —
- 10Y*
- —
SADU.DE vs. CBUM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.27% | 2.73% | 27.24% | 3.86% |
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 6.79% | 15.88% | 21.99% | 6.51% |
Correlation
The correlation between SADU.DE and CBUM.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.78 |
The correlation between SADU.DE and CBUM.DE has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. CBUM.DE — Risk / Return Rank
SADU.DE
CBUM.DE
SADU.DE vs. CBUM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) and iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SADU.DE | CBUM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.10 | -0.79 |
| Martin ratioReturn relative to average drawdown | 2.52 | 8.78 | -6.26 |
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Drawdowns
SADU.DE vs. CBUM.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, which is greater than CBUM.DE's maximum drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for SADU.DE and CBUM.DE.
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Drawdown Indicators
| SADU.DE | CBUM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -19.25% | -4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -19.24% | -8.99% | -10.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.25% | — |
Current DrawdownCurrent decline from peak | -2.23% | -2.37% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -3.56% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 2.16% | +7.86% |
Volatility
SADU.DE vs. CBUM.DE - Volatility Comparison
Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) has a higher volatility of 3.71% compared to iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) at 2.99%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than CBUM.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 | CBUM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 2.99% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 9.37% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.51% | 12.09% | +13.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 14.98% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 14.98% | +4.67% |
SADU.DE vs. CBUM.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is higher than CBUM.DE's 0.10% 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%.
Dividends
SADU.DE vs. CBUM.DE - Dividend Comparison
Neither SADU.DE nor CBUM.DE has paid dividends to shareholders.
Frequently Asked Questions
SADU.DE and CBUM.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for SADU.DE.
SADU.DE is categorized as ESG, while CBUM.DE is S&P 500. SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for SADU.DE and 0.10% for CBUM.DE.
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