SADU.DE vs. USCP.DE
Compare and contrast key facts about Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE).
SADU.DE and USCP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SADU.DE is a passively managed fund by Amundi that tracks the performance of the MSCI USA ESG Leaders Select 5% Issuer Capped. It was launched on Sep 14, 2023. USCP.DE is a passively managed fund by Natixis that tracks the performance of the Shiller Barclays CAPE® US Sector Value. It was launched on Jun 22, 2015. Both SADU.DE and USCP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SADU.DE vs. USCP.DE - Performance Comparison
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SADU.DE vs. USCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SADU.DE Amundi MSCI USA ESG Leaders UCITS ETF Acc | -4.71% | 2.73% | 27.24% | 8.87% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | -1.49% | -3.26% | 22.70% | 7.72% |
Returns By Period
In the year-to-date period, SADU.DE achieves a -4.71% return, which is significantly lower than USCP.DE's -1.49% return.
SADU.DE
- 1D
- 0.09%
- 1M
- -2.87%
- YTD
- -4.71%
- 6M
- -0.88%
- 1Y
- 6.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USCP.DE
- 1D
- 0.00%
- 1M
- -4.89%
- YTD
- -1.49%
- 6M
- -0.54%
- 1Y
- -1.35%
- 3Y*
- 10.64%
- 5Y*
- 9.82%
- 10Y*
- 13.09%
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SADU.DE vs. USCP.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Return for Risk
SADU.DE vs. USCP.DE — Risk / Return Rank
SADU.DE
USCP.DE
SADU.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | -0.10 | +0.49 |
Sortino ratioReturn per unit of downside risk | 0.64 | -0.03 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.32 | +0.92 |
Martin ratioReturn relative to average drawdown | 4.24 | 1.11 | +3.13 |
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 | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | -0.10 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.73 | +0.07 |
Correlation
The correlation between SADU.DE and USCP.DE is 0.81, 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.
Dividends
SADU.DE vs. USCP.DE - Dividend Comparison
Neither SADU.DE nor USCP.DE has paid dividends to shareholders.
Drawdowns
SADU.DE vs. USCP.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for SADU.DE and USCP.DE.
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Drawdown Indicators
| SADU.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -34.80% | +10.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -8.37% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -7.23% | -9.83% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.85% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.06% | +0.82% |
Volatility
SADU.DE vs. USCP.DE - Volatility Comparison
Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a higher volatility of 4.18% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 3.36%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.36% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 6.87% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 14.05% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 14.47% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.66% | 16.15% | -1.49% |