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SADU.DE vs. IS3Q.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SADU.DE and IS3Q.DE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

SADU.DE vs. IS3Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
7.06%
3.70%
SADU.DE
IS3Q.DE

Key characteristics

Sharpe Ratio

SADU.DE:

1.73

IS3Q.DE:

1.68

Sortino Ratio

SADU.DE:

2.44

IS3Q.DE:

2.38

Omega Ratio

SADU.DE:

1.34

IS3Q.DE:

1.32

Calmar Ratio

SADU.DE:

2.78

IS3Q.DE:

2.51

Martin Ratio

SADU.DE:

10.67

IS3Q.DE:

10.24

Ulcer Index

SADU.DE:

2.05%

IS3Q.DE:

1.95%

Daily Std Dev

SADU.DE:

12.68%

IS3Q.DE:

11.90%

Max Drawdown

SADU.DE:

-18.67%

IS3Q.DE:

-32.31%

Current Drawdown

SADU.DE:

-1.54%

IS3Q.DE:

-0.16%

Returns By Period

In the year-to-date period, SADU.DE achieves a 2.58% return, which is significantly lower than IS3Q.DE's 4.05% return.


SADU.DE

YTD

2.58%

1M

0.62%

6M

13.96%

1Y

21.21%

5Y*

N/A

10Y*

N/A

IS3Q.DE

YTD

4.05%

1M

2.38%

6M

10.38%

1Y

19.08%

5Y*

11.93%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SADU.DE vs. IS3Q.DE - Expense Ratio Comparison

SADU.DE has a 0.15% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.


IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
Expense ratio chart for IS3Q.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for SADU.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SADU.DE vs. IS3Q.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SADU.DE
The Risk-Adjusted Performance Rank of SADU.DE is 7474
Overall Rank
The Sharpe Ratio Rank of SADU.DE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SADU.DE is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SADU.DE is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SADU.DE is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SADU.DE is 7777
Martin Ratio Rank

IS3Q.DE
The Risk-Adjusted Performance Rank of IS3Q.DE is 7272
Overall Rank
The Sharpe Ratio Rank of IS3Q.DE is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of IS3Q.DE is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IS3Q.DE is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IS3Q.DE is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IS3Q.DE is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SADU.DE vs. IS3Q.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.


Sharpe ratio
The chart of Sharpe ratio for SADU.DE, currently valued at 1.50, compared to the broader market0.002.004.001.501.40
The chart of Sortino ratio for SADU.DE, currently valued at 2.12, compared to the broader market0.005.0010.002.122.03
The chart of Omega ratio for SADU.DE, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.25
The chart of Calmar ratio for SADU.DE, currently valued at 2.41, compared to the broader market0.005.0010.0015.0020.002.412.22
The chart of Martin ratio for SADU.DE, currently valued at 7.89, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.896.91
SADU.DE
IS3Q.DE

The current SADU.DE Sharpe Ratio is 1.73, which is comparable to the IS3Q.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SADU.DE and IS3Q.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.50
1.40
SADU.DE
IS3Q.DE

Dividends

SADU.DE vs. IS3Q.DE - Dividend Comparison

Neither SADU.DE nor IS3Q.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SADU.DE vs. IS3Q.DE - Drawdown Comparison

The maximum SADU.DE drawdown since its inception was -18.67%, smaller than the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for SADU.DE and IS3Q.DE. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.44%
-1.14%
SADU.DE
IS3Q.DE

Volatility

SADU.DE vs. IS3Q.DE - Volatility Comparison

Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a higher volatility of 3.15% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.77%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.15%
2.77%
SADU.DE
IS3Q.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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