SADU.DE vs. XZEW.DE

Last updated Jun 26, 2026

SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) and XZEW.DE (Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C) are both exchange-traded funds - SADU.DE is a ESG fund tracking the MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while XZEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight ESG. Both are passively managed. Over the past year, SADU.DE returned 29.06% vs 26.03% for XZEW.DE. Their correlation of 0.81 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.17%/yr for XZEW.DE.

Performance

SADU.DE vs. XZEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) and Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SADU.DE having a 14.70% return and XZEW.DE slightly lower at 14.02%.

SADU.DE

• 1D: 0.00%
• 1M: 3.16%
• YTD: 14.70%
• 6M: 15.07%
• 1Y: 29.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XZEW.DE

• 1D: 0.00%
• 1M: 4.42%
• YTD: 14.02%
• 6M: 14.63%
• 1Y: 26.03%
• 3Y*: 13.83%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SADU.DE vs. XZEW.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%
XZEW.DE Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C	14.02%	1.09%	18.02%	3.76%

Correlation

The correlation between SADU.DE and XZEW.DE is 0.75, 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	0.75
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023	0.81

The correlation between SADU.DE and XZEW.DE has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

Return for Risk

SADU.DE vs. XZEW.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: 39
SADU.DE Sharpe Ratio Rank: 34
SADU.DE Sortino Ratio Rank: 38
SADU.DE Omega Ratio Rank: 69
SADU.DE Calmar Ratio Rank: 32
SADU.DE Martin Ratio Rank: 24

XZEW.DE

XZEW.DE Risk / Return Rank: 40
XZEW.DE Sharpe Ratio Rank: 32
XZEW.DE Sortino Ratio Rank: 34
XZEW.DE Omega Ratio Rank: 74
XZEW.DE Calmar Ratio Rank: 36
XZEW.DE Martin Ratio Rank: 25

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. XZEW.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 Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.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	XZEW.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.14	1.07	+0.07
Sortino ratio: Return per unit of downside risk	1.82	1.67	+0.15
Omega ratio: Gain probability vs. loss probability	1.36	1.38	-0.02
Calmar ratio: Return relative to maximum drawdown	1.51	1.66	-0.15
Martin ratio: Return relative to average drawdown	2.90	3.19	-0.29

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

The current SADU.DE Sharpe Ratio is 1.14, which is comparable to the XZEW.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SADU.DE and XZEW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SADU.DE vs. XZEW.DE - Drawdown Comparison

The maximum SADU.DE drawdown since its inception was -23.85%, roughly equal to the maximum XZEW.DE drawdown of -23.98%. Use the drawdown chart below to compare losses from any high point for SADU.DE and XZEW.DE.

Drawdown Indicators

	SADU.DE	XZEW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.85%	-23.98%	+0.13%
Max Drawdown (1Y) Largest decline over 1 year	-19.24%	-15.71%	-3.53%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.98%	—
Current Drawdown Current decline from peak	-0.13%	0.00%	-0.13%
Average Drawdown Average peak-to-trough decline	-6.05%	-6.28%	+0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.02%	8.16%	+1.86%

Volatility

SADU.DE vs. XZEW.DE - Volatility Comparison

Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) has a higher volatility of 3.69% compared to Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) at 2.21%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than XZEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SADU.DE	XZEW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.69%	2.21%	+1.48%
Volatility (6M) Calculated over the trailing 6-month period	9.45%	7.24%	+2.21%
Volatility (1Y) Calculated over the trailing 1-year period	25.43%	24.30%	+1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.77%	18.19%	+1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	18.19%	+1.58%

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

SADU.DE has a 0.15% expense ratio, which is lower than XZEW.DE's 0.17% 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. XZEW.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both SADU.DE and XZEW.DE in my portfolio?

SADU.DE and XZEW.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SADU.DE or XZEW.DE?

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.

Which ETF is cheaper, SADU.DE or XZEW.DE?

SADU.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for XZEW.DE.

What is the main difference between SADU.DE and XZEW.DE?

SADU.DE is categorized as ESG, while XZEW.DE is S&P 500. SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while XZEW.DE tracks S&P 500 Equal Weight ESG. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for SADU.DE and 0.17% for XZEW.DE.