SADU.DE vs. QDVR.DE
SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - SADU.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past year, SADU.DE returned 26.46% vs 22.43% for QDVR.DE. Their correlation of 0.94 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.20%/yr for QDVR.DE.
Performance
SADU.DE vs. QDVR.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 QDVR.DE's 14.85% return.
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
SADU.DE vs. QDVR.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% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 6.85% |
Correlation
The correlation between SADU.DE and QDVR.DE is 0.94, 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 | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.94 |
The correlation between SADU.DE and QDVR.DE has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. QDVR.DE — Risk / Return Rank
SADU.DE
QDVR.DE
SADU.DE vs. QDVR.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 iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.09 | -0.40 |
| Martin ratioReturn relative to average drawdown | 9.35 | 10.29 | -0.94 |
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 | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.76 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.89 | +0.34 |
Drawdowns
SADU.DE vs. QDVR.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for SADU.DE and QDVR.DE.
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Drawdown Indicators
| SADU.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -32.87% | +9.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -7.24% | -2.58% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.91% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.91% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -4.41% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.18% | +0.64% |
Volatility
SADU.DE vs. QDVR.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) is 3.23%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that SADU.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SADU.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 3.67% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 9.02% | -0.13% |
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% | 15.53% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 16.34% | -1.78% |
SADU.DE vs. QDVR.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than QDVR.DE's 0.20% 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. QDVR.DE - Dividend Comparison
Neither SADU.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SADU.DE and QDVR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.20% for QDVR.DE.
SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for SADU.DE and 0.20% for QDVR.DE.
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