SADU.DE vs. FUSR.DE
SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) and FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) are both Large Cap Blend Equities funds - SADU.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity. Both are passively managed. Over the past year, SADU.DE returned 26.46% vs 26.84% for FUSR.DE. Their correlation of 0.90 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.30%/yr for FUSR.DE.
Performance
SADU.DE vs. FUSR.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SADU.DE achieves a 13.46% return, which is significantly higher than FUSR.DE's 10.99% return.
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUSR.DE
- 1D
- 0.07%
- 1M
- 4.38%
- YTD
- 10.99%
- 6M
- 10.70%
- 1Y
- 26.84%
- 3Y*
- 19.47%
- 5Y*
- 14.75%
- 10Y*
- —
SADU.DE vs. FUSR.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% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.99% | 5.18% | 33.40% | 8.34% |
Correlation
The correlation between SADU.DE and FUSR.DE is 0.85, 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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.90 |
The correlation between SADU.DE and FUSR.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SADU.DE vs. FUSR.DE — Risk / Return Rank
SADU.DE
FUSR.DE
SADU.DE vs. FUSR.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 Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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 | FUSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.40 | -0.72 |
| Martin ratioReturn relative to average drawdown | 9.35 | 12.17 | -2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SADU.DE | FUSR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.11 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 1.03 | +0.21 |
Drawdowns
SADU.DE vs. FUSR.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, roughly equal to the maximum FUSR.DE drawdown of -24.29%. Use the drawdown chart below to compare losses from any high point for SADU.DE and FUSR.DE.
Loading charts...
Drawdown Indicators
| SADU.DE | FUSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -24.29% | +0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -7.85% | -1.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.29% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.29% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.25% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -4.40% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.20% | +0.62% |
Volatility
SADU.DE vs. FUSR.DE - Volatility Comparison
Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a higher volatility of 3.23% compared to Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) at 2.62%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than FUSR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SADU.DE | FUSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 2.62% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 8.39% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 12.69% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 15.84% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 15.99% | -1.43% |
SADU.DE vs. FUSR.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than FUSR.DE's 0.30% expense ratio.
Dividends
SADU.DE vs. FUSR.DE - Dividend Comparison
Neither SADU.DE nor FUSR.DE has paid dividends to shareholders.
Frequently Asked Questions
SADU.DE and FUSR.DE have a correlation of 0.85, 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 0.30% for FUSR.DE.
SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity. They also come from different issuers: Amundi and Fidelity. Their fees differ too: 0.15% for SADU.DE and 0.30% for FUSR.DE.
Find the right allocation for SADU.DE and FUSR.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer