SADU.DE vs. IQSA.DE
SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - SADU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders Select 5% Issuer Capped, while IQSA.DE is a Global Equities fund actively managed by Invesco. SADU.DE is passively managed, while IQSA.DE is actively managed. Over the past year, SADU.DE returned 26.46% vs 28.62% for IQSA.DE. Their correlation of 0.89 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.30%/yr for IQSA.DE.
Performance
SADU.DE vs. IQSA.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 IQSA.DE's 14.81% return.
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQSA.DE
- 1D
- -0.11%
- 1M
- 6.18%
- YTD
- 14.81%
- 6M
- 16.74%
- 1Y
- 28.62%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
SADU.DE vs. IQSA.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% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 7.85% |
Correlation
The correlation between SADU.DE and IQSA.DE is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.89 |
The correlation between SADU.DE and IQSA.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. IQSA.DE — Risk / Return Rank
SADU.DE
IQSA.DE
SADU.DE vs. IQSA.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 Global Active ESG Equity UCITS ETF USD Acc (IQSA.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 | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 4.60 | -1.91 |
| Martin ratioReturn relative to average drawdown | 9.35 | 18.23 | -8.88 |
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 | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.34 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.94 | +0.29 |
Drawdowns
SADU.DE vs. IQSA.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SADU.DE and IQSA.DE.
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Drawdown Indicators
| SADU.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -34.11% | +10.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -6.20% | -3.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.35% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.35% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -4.38% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.57% | +1.25% |
Volatility
SADU.DE vs. IQSA.DE - Volatility Comparison
Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) have volatilities of 3.23% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SADU.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 3.32% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 8.85% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 12.17% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 14.71% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 16.74% | -2.18% |
SADU.DE vs. IQSA.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
SADU.DE vs. IQSA.DE - Dividend Comparison
Neither SADU.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
SADU.DE and IQSA.DE have a correlation of 0.88, 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 IQSA.DE.
SADU.DE is categorized as Large Cap Blend Equities, while IQSA.DE is Global Equities. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.15% for SADU.DE and 0.30% for IQSA.DE.
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