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SADU.DE vs. LCUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SADU.DE vs. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SADU.DE

1D
0.41%
1M
7.69%
YTD
13.46%
6M
14.48%
1Y
26.46%
3Y*
5Y*
10Y*

LCUS.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SADU.DE vs. LCUS.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SADU.DE
Amundi MSCI USA ESG Leaders UCITS ETF Acc
13.46%2.73%27.24%8.87%
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%3.40%32.87%7.89%

Correlation

The correlation between SADU.DE and LCUS.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 19, 2023

0.60

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Return for Risk

SADU.DE vs. LCUS.DE — Risk / Return Rank

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

SADU.DE
SADU.DE Risk / Return Rank: 5959
Overall Rank
SADU.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SADU.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SADU.DE Omega Ratio Rank: 6262
Omega Ratio Rank
SADU.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SADU.DE Martin Ratio Rank: 5555
Martin Ratio Rank

LCUS.DE
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SADU.DE vs. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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.DELCUS.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.68

Martin ratioReturn relative to average drawdown

9.35

SADU.DE vs. LCUS.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SADU.DELCUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

Drawdowns

SADU.DE vs. LCUS.DE - Drawdown Comparison


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Drawdown Indicators


SADU.DELCUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

Volatility

SADU.DE vs. LCUS.DE - Volatility Comparison


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Volatility by Period


SADU.DELCUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

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

SADU.DE has a 0.15% expense ratio, which is higher than LCUS.DE's 0.04% expense ratio. However, 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. LCUS.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%0.00%0.84%0.78%2.27%1.12%1.52%1.10%1.30%
SADU.DE
Amundi MSCI USA ESG Leaders UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SADU.DE and LCUS.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.15% for SADU.DE.

SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while LCUS.DE tracks Russell 1000 TR USD. Their fees differ too: 0.15% for SADU.DE and 0.04% for LCUS.DE.

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