SADU.DE vs. ZA30.DE
SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both exchange-traded funds - SADU.DE is a ESG fund tracking the MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while ZA30.DE is a S&P 500 fund tracking the S&P 500 ESG. Both are passively managed. Over the past year, SADU.DE returned 29.06% vs 29.48% for ZA30.DE. Their correlation of 0.93 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.07%/yr for ZA30.DE.
Performance
SADU.DE vs. ZA30.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 ZA30.DE's 12.40% return.
SADU.DE
- 1D
- 0.00%
- 1M
- 3.16%
- YTD
- 14.70%
- 6M
- 15.07%
- 1Y
- 29.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZA30.DE
- 1D
- 0.00%
- 1M
- 2.14%
- YTD
- 12.40%
- 6M
- 12.85%
- 1Y
- 29.48%
- 3Y*
- 19.31%
- 5Y*
- —
- 10Y*
- —
SADU.DE vs. ZA30.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% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 12.40% | 5.34% | 31.19% | 3.58% |
Correlation
The correlation between SADU.DE and ZA30.DE is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.93 |
The correlation between SADU.DE and ZA30.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. ZA30.DE — Risk / Return Rank
SADU.DE
ZA30.DE
SADU.DE vs. ZA30.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 iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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 | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.46 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.28 | -2.77 |
| Martin ratioReturn relative to average drawdown | 2.90 | 16.33 | -13.43 |
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Drawdowns
SADU.DE vs. ZA30.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, roughly equal to the maximum ZA30.DE drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for SADU.DE and ZA30.DE.
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Drawdown Indicators
| SADU.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -23.45% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -19.24% | -6.91% | -12.33% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.45% | — |
Current DrawdownCurrent decline from peak | -0.13% | -0.11% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -3.18% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 1.81% | +8.21% |
Volatility
SADU.DE vs. ZA30.DE - Volatility Comparison
Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) has a higher volatility of 3.69% compared to iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) at 3.30%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than ZA30.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 | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.30% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 8.02% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.43% | 11.93% | +13.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 14.40% | +5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 14.40% | +5.37% |
SADU.DE vs. ZA30.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is higher than ZA30.DE's 0.07% 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. ZA30.DE - Dividend Comparison
Neither SADU.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
SADU.DE and ZA30.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SADU.DE.
SADU.DE is categorized as ESG, while ZA30.DE is S&P 500. SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for SADU.DE and 0.07% for ZA30.DE.
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