SADU.DE vs. WELE.DE
SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) and WELE.DE (Amundi S&P 500 Equal Weight ESG UCITS ETF Acc) are both ESG funds from Amundi - SADU.DE tracks the MSCI USA ESG Selection P-Series 5% Issuer Capped Index while WELE.DE tracks the S&P 500 Equal Weight ESG Leaders Select Index. Both are passively managed. Over the past year, SADU.DE returned 29.06% vs 22.80% for WELE.DE. A 0.80 correlation means they provide meaningful diversification when combined. SADU.DE charges 0.15%/yr vs 0.18%/yr for WELE.DE.
Performance
SADU.DE vs. WELE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SADU.DE achieves a 14.70% return, which is significantly higher than WELE.DE's 12.37% return.
SADU.DE
- 1D
- 0.00%
- 1M
- 3.16%
- YTD
- 14.70%
- 6M
- 15.07%
- 1Y
- 29.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WELE.DE
- 1D
- 0.00%
- 1M
- 5.09%
- YTD
- 12.37%
- 6M
- 13.05%
- 1Y
- 22.80%
- 3Y*
- 12.68%
- 5Y*
- —
- 10Y*
- —
SADU.DE vs. WELE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.70% | 2.73% | 27.24% | 3.86% |
WELE.DE Amundi S&P 500 Equal Weight ESG UCITS ETF Acc | 12.37% | 0.70% | 16.40% | 4.47% |
Correlation
The correlation between SADU.DE and WELE.DE is 0.73, 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 | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.80 |
The correlation between SADU.DE and WELE.DE has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. WELE.DE — Risk / Return Rank
SADU.DE
WELE.DE
SADU.DE vs. WELE.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 Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.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 | WELE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 3.65 | -2.14 |
| Martin ratioReturn relative to average drawdown | 2.90 | 12.10 | -9.20 |
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Drawdowns
SADU.DE vs. WELE.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, roughly equal to the maximum WELE.DE drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for SADU.DE and WELE.DE.
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Drawdown Indicators
| SADU.DE | WELE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -23.73% | -0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -19.24% | -6.28% | -12.96% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.73% | — |
Current DrawdownCurrent decline from peak | -0.13% | 0.00% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -5.55% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 1.89% | +8.13% |
Volatility
SADU.DE vs. WELE.DE - Volatility Comparison
Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) has a higher volatility of 3.69% compared to Amundi S&P 500 Equal Weight ESG UCITS ETF Acc (WELE.DE) at 2.45%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than WELE.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 | WELE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 2.45% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 7.84% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.43% | 11.50% | +13.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 14.39% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 14.39% | +5.38% |
SADU.DE vs. WELE.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than WELE.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. WELE.DE - Dividend Comparison
Neither SADU.DE nor WELE.DE has paid dividends to shareholders.
Frequently Asked Questions
SADU.DE and WELE.DE have a correlation of 0.73, 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 WELE.DE.
SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while WELE.DE tracks S&P 500 Equal Weight ESG Leaders Select Index. Their fees differ too: 0.15% for SADU.DE and 0.18% for WELE.DE.
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