SADU.DE vs. D6RQ.DE
SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both Large Cap Blend Equities funds - SADU.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while D6RQ.DE tracks the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past year, SADU.DE returned 26.46% vs 33.24% for D6RQ.DE. Their correlation of 0.92 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.25%/yr for D6RQ.DE.
Performance
SADU.DE vs. D6RQ.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 D6RQ.DE's 14.41% return.
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
D6RQ.DE
- 1D
- -0.56%
- 1M
- 8.70%
- YTD
- 14.41%
- 6M
- 14.10%
- 1Y
- 33.24%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
SADU.DE vs. D6RQ.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% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 14.41% | 4.36% | 42.08% | 7.42% |
Correlation
The correlation between SADU.DE and D6RQ.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.92 |
The correlation between SADU.DE and D6RQ.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. D6RQ.DE — Risk / Return Rank
SADU.DE
D6RQ.DE
SADU.DE vs. D6RQ.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 Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.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 | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.69 | -0.01 |
| Martin ratioReturn relative to average drawdown | 9.35 | 7.85 | +1.50 |
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 | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.23 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 1.09 | +0.15 |
Drawdowns
SADU.DE vs. D6RQ.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum D6RQ.DE drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for SADU.DE and D6RQ.DE.
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Drawdown Indicators
| SADU.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -27.29% | +3.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -12.28% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.29% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.29% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -5.82% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 4.22% | -1.40% |
Volatility
SADU.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) is 3.23%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that SADU.DE experiences smaller price fluctuations and is considered to be less risky than D6RQ.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 | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 4.06% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 10.35% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 14.84% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 17.79% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 17.56% | -3.00% |
SADU.DE vs. D6RQ.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than D6RQ.DE's 0.25% 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. D6RQ.DE - Dividend Comparison
SADU.DE has not paid dividends to shareholders, while D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% |
SADU.DE Amundi MSCI USA ESG Leaders UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, SADU.DE and D6RQ.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 0.25% for D6RQ.DE.
SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. They also come from different issuers: Amundi and Deka. Their fees differ too: 0.15% for SADU.DE and 0.25% for D6RQ.DE.
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