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

Performance

SADU.DE vs. USUE.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 UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
SADU.DE
Amundi MSCI USA ESG Leaders UCITS ETF Acc
-4.71%2.73%27.24%8.87%
USUE.DE
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc
1.73%1.00%25.07%7.79%

Returns By Period

In the year-to-date period, SADU.DE achieves a -4.71% return, which is significantly lower than USUE.DE's 1.73% return.


SADU.DE

1D
0.09%
1M
-2.87%
YTD
-4.71%
6M
-0.88%
1Y
6.84%
3Y*
5Y*
10Y*

USUE.DE

1D
0.42%
1M
-2.43%
YTD
1.73%
6M
5.38%
1Y
6.58%
3Y*
13.04%
5Y*
9.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SADU.DE has a 0.15% expense ratio, which is lower than USUE.DE's 0.25% 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%.


Return for Risk

SADU.DE vs. USUE.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: 2828
Overall Rank
SADU.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SADU.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SADU.DE Omega Ratio Rank: 2121
Omega Ratio Rank
SADU.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
SADU.DE Martin Ratio Rank: 3636
Martin Ratio Rank

USUE.DE
USUE.DE Risk / Return Rank: 3838
Overall Rank
USUE.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
USUE.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
USUE.DE Omega Ratio Rank: 2121
Omega Ratio Rank
USUE.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
USUE.DE Martin Ratio Rank: 5454
Martin Ratio Rank
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. USUE.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 UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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.DEUSUE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.41

-0.02

Sortino ratio

Return per unit of downside risk

0.64

0.66

-0.02

Omega ratio

Gain probability vs. loss probability

1.09

1.09

0.00

Calmar ratio

Return relative to maximum drawdown

1.24

2.39

-1.15

Martin ratio

Return relative to average drawdown

4.24

6.66

-2.42

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

The current SADU.DE Sharpe Ratio is 0.39, which is comparable to the USUE.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SADU.DE and USUE.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.


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Sharpe Ratios by Period


SADU.DEUSUE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.41

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.56

+0.25

Correlation

The correlation between SADU.DE and USUE.DE is 0.84, 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. USUE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

SADU.DE vs. USUE.DE - Drawdown Comparison

The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum USUE.DE drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for SADU.DE and USUE.DE.


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Drawdown Indicators


SADU.DEUSUE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.85%

-35.36%

+11.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-8.69%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

Current Drawdown

Current decline from peak

-7.23%

-3.23%

-4.00%

Average Drawdown

Average peak-to-trough decline

-4.12%

-5.67%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

1.80%

+1.08%

Volatility

SADU.DE vs. USUE.DE - Volatility Comparison

Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a higher volatility of 4.18% compared to UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) at 3.58%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than USUE.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.DEUSUE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.58%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

8.49%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

16.07%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

14.46%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.66%

17.48%

-2.82%