SADU.DE vs. VNRT.DE
SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - SADU.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past year, SADU.DE returned 26.46% vs 25.31% for VNRT.DE. With a 0.95 correlation, they move nearly in lockstep. SADU.DE charges 0.15%/yr vs 0.10%/yr for VNRT.DE.
Performance
SADU.DE vs. VNRT.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 higher than VNRT.DE's 11.18% return.
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VNRT.DE
- 1D
- -0.06%
- 1M
- 5.35%
- YTD
- 11.18%
- 6M
- 11.26%
- 1Y
- 25.31%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
SADU.DE vs. VNRT.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% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 8.08% |
Correlation
The correlation between SADU.DE and VNRT.DE is 0.93, 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 | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.95 |
The correlation between SADU.DE and VNRT.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. VNRT.DE — Risk / Return Rank
SADU.DE
VNRT.DE
SADU.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.55 | -0.87 |
| Martin ratioReturn relative to average drawdown | 9.35 | 12.68 | -3.33 |
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 | VNRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.20 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.87 | +0.36 |
Drawdowns
SADU.DE vs. VNRT.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for SADU.DE and VNRT.DE.
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Drawdown Indicators
| SADU.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -34.52% | +10.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -7.10% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.32% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.35% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -4.44% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.99% | +0.83% |
Volatility
SADU.DE vs. VNRT.DE - Volatility Comparison
Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a higher volatility of 3.23% compared to Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) at 2.64%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 2.64% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 7.50% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 11.47% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 15.27% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 16.82% | -2.26% |
SADU.DE vs. VNRT.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is higher than VNRT.DE's 0.10% 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. VNRT.DE - Dividend Comparison
SADU.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
With a correlation of 0.93, SADU.DE and VNRT.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, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for SADU.DE.
SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.15% for SADU.DE and 0.10% for VNRT.DE.
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