SADU.DE vs. XAIX.DE
SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - SADU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders Select 5% Issuer Capped, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past year, SADU.DE returned 26.46% vs 62.15% for XAIX.DE. Their correlation of 0.84 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.35%/yr for XAIX.DE.
Performance
SADU.DE vs. XAIX.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SADU.DE achieves a 13.46% return, which is significantly lower than XAIX.DE's 37.21% return.
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XAIX.DE
- 1D
- -2.02%
- 1M
- 18.07%
- YTD
- 37.21%
- 6M
- 38.87%
- 1Y
- 62.15%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
SADU.DE vs. XAIX.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% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 15.25% |
Correlation
The correlation between SADU.DE and XAIX.DE is 0.81, 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 | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.84 |
The correlation between SADU.DE and XAIX.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SADU.DE vs. XAIX.DE — Risk / Return Rank
SADU.DE
XAIX.DE
SADU.DE vs. XAIX.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 Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.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 | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.51 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 5.11 | -2.43 |
| Martin ratioReturn relative to average drawdown | 9.35 | 14.72 | -5.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SADU.DE | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 3.03 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 1.08 | +0.15 |
Drawdowns
SADU.DE vs. XAIX.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, smaller than the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for SADU.DE and XAIX.DE.
Loading charts...
Drawdown Indicators
| SADU.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -33.08% | +9.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -12.10% | +2.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.08% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.11% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -7.39% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 4.21% | -1.39% |
Volatility
SADU.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) is 3.23%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that SADU.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SADU.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 8.63% | -5.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 16.15% | -7.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 20.43% | -7.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 20.73% | -6.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | 21.30% | -6.74% |
SADU.DE vs. XAIX.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
SADU.DE vs. XAIX.DE - Dividend Comparison
Neither SADU.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
SADU.DE and XAIX.DE have a correlation of 0.81, 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 0.35% for XAIX.DE.
SADU.DE is categorized as Large Cap Blend Equities, while XAIX.DE is Technology Equities. SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for SADU.DE and 0.35% for XAIX.DE.
Find the right allocation for SADU.DE and XAIX.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer