SADU.DE vs. OM3Y.DE
SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) and OM3Y.DE (iShares MSCI EM IMI Screened UCITS ETF USD (Dist)) are both exchange-traded funds - SADU.DE is a ESG fund tracking the MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while OM3Y.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets IMI Screened Index. Both are passively managed. Over the past year, SADU.DE returned 26.66% vs 36.72% for OM3Y.DE. A 0.57 correlation means they provide meaningful diversification when combined. SADU.DE charges 0.15%/yr vs 0.18%/yr for OM3Y.DE.
Performance
SADU.DE vs. OM3Y.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SADU.DE achieves a 14.89% return, which is significantly lower than OM3Y.DE's 22.46% return.
SADU.DE
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- 13.55%
- YTD
- 14.89%
- 1Y
- 26.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OM3Y.DE
- 1D
- -0.52%
- 1M
- -5.15%
- 6M
- 15.69%
- YTD
- 22.46%
- 1Y
- 36.72%
- 3Y*
- 18.82%
- 5Y*
- 7.56%
- 10Y*
- —
SADU.DE vs. OM3Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.89% | 2.73% | 27.24% | 3.86% |
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 22.46% | 17.76% | 13.99% | 0.80% |
Correlation
The correlation between SADU.DE and OM3Y.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.57 |
The correlation between SADU.DE and OM3Y.DE has been stable across timeframes, ranging from 0.57 to 0.65 - 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. OM3Y.DE — Risk / Return Rank
SADU.DE
OM3Y.DE
SADU.DE vs. OM3Y.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) and iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SADU.DE | OM3Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 3.28 | -1.89 |
| Martin ratioReturn relative to average drawdown | 2.66 | 10.36 | -7.70 |
Loading charts...
Drawdowns
SADU.DE vs. OM3Y.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum OM3Y.DE drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for SADU.DE and OM3Y.DE.
Loading charts...
Drawdown Indicators
| SADU.DE | OM3Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -31.70% | +7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -19.24% | -11.16% | -8.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.39% | — |
Current DrawdownCurrent decline from peak | -1.70% | -8.13% | +6.43% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -8.71% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 3.54% | +6.48% |
Volatility
SADU.DE vs. OM3Y.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) is 3.68%, while iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a volatility of 8.73%. This indicates that SADU.DE experiences smaller price fluctuations and is considered to be less risky than OM3Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SADU.DE | OM3Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 8.73% | -5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 17.72% | -7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.58% | 20.15% | +5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 17.11% | +2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 19.55% | +0.12% |
SADU.DE vs. OM3Y.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than OM3Y.DE's 0.18% 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. OM3Y.DE - Dividend Comparison
SADU.DE has not paid dividends to shareholders, while OM3Y.DE's dividend yield for the trailing twelve months is around 1.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 1.67% | 1.98% | 2.33% | 2.35% | 2.59% | 1.82% | 1.58% | 2.23% |
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SADU.DE and OM3Y.DE have a correlation of 0.65, 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 0.18% for OM3Y.DE.
SADU.DE is categorized as ESG, while OM3Y.DE is Emerging Markets Equities. SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for SADU.DE and 0.18% for OM3Y.DE.
Find the right allocation for SADU.DE and OM3Y.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