SADU.DE vs. FLXU.DE
SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) and FLXU.DE (Franklin U.S. Equity UCITS ETF) are both Large Cap Blend Equities funds - SADU.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while FLXU.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past year, SADU.DE returned 26.46% vs 27.17% for FLXU.DE. Their correlation of 0.86 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.25%/yr for FLXU.DE.
Performance
SADU.DE vs. FLXU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SADU.DE having a 13.46% return and FLXU.DE slightly lower at 12.87%.
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FLXU.DE
- 1D
- -0.15%
- 1M
- 4.95%
- YTD
- 12.87%
- 6M
- 12.95%
- 1Y
- 27.17%
- 3Y*
- 15.56%
- 5Y*
- 13.12%
- 10Y*
- —
SADU.DE vs. FLXU.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% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 12.87% | 8.49% | 16.79% | 6.95% |
Correlation
The correlation between SADU.DE and FLXU.DE is 0.86, 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 | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.86 |
The correlation between SADU.DE and FLXU.DE has been stable across timeframes, ranging from 0.86 to 0.86 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. FLXU.DE — Risk / Return Rank
SADU.DE
FLXU.DE
SADU.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 4.70 | -2.01 |
| Martin ratioReturn relative to average drawdown | 9.35 | 17.09 | -7.74 |
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 | FLXU.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 | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.90 | +0.34 |
Drawdowns
SADU.DE vs. FLXU.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum FLXU.DE drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for SADU.DE and FLXU.DE.
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Drawdown Indicators
| SADU.DE | FLXU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -32.92% | +9.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -5.76% | -4.06% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.04% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.15% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -3.92% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.59% | +1.23% |
Volatility
SADU.DE vs. FLXU.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) is 3.23%, while Franklin U.S. Equity UCITS ETF (FLXU.DE) has a volatility of 3.43%. This indicates that SADU.DE experiences smaller price fluctuations and is considered to be less risky than FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 3.43% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 8.59% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 12.12% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 13.86% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 15.48% | -0.92% |
SADU.DE vs. FLXU.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than FLXU.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. FLXU.DE - Dividend Comparison
Neither SADU.DE nor FLXU.DE has paid dividends to shareholders.
Frequently Asked Questions
SADU.DE and FLXU.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 FLXU.DE.
SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while FLXU.DE tracks Russell 1000 TR USD. They also come from different issuers: Amundi and Franklin Templeton. Their fees differ too: 0.15% for SADU.DE and 0.25% for FLXU.DE.
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