SADU.DE vs. ZPA5.DE
SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) and ZPA5.DE (Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc) are both ESG funds from Amundi - SADU.DE tracks the MSCI USA ESG Selection P-Series 5% Issuer Capped Index while ZPA5.DE tracks the S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. Both are passively managed. Over the past year, SADU.DE returned 29.06% vs 21.36% for ZPA5.DE. Their correlation of 0.95 suggests significant overlap in exposure. SADU.DE charges 0.15%/yr vs 0.07%/yr for ZPA5.DE.
Performance
SADU.DE vs. ZPA5.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 ZPA5.DE's 8.84% return.
SADU.DE
- 1D
- 0.00%
- 1M
- 3.16%
- YTD
- 14.70%
- 6M
- 15.07%
- 1Y
- 29.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZPA5.DE
- 1D
- 0.00%
- 1M
- 1.23%
- YTD
- 8.84%
- 6M
- 9.20%
- 1Y
- 21.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SADU.DE vs. ZPA5.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% | 4.77% |
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 8.84% | 2.76% | 34.10% | 4.52% |
Correlation
The correlation between SADU.DE and ZPA5.DE is 0.94, 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 | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2023 | 0.95 |
The correlation between SADU.DE and ZPA5.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
SADU.DE vs. ZPA5.DE — Risk / Return Rank
SADU.DE
ZPA5.DE
SADU.DE vs. ZPA5.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 Climate Paris Aligned UCITS ETF Acc (ZPA5.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 | ZPA5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.30 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.05 | +0.46 |
| Martin ratioReturn relative to average drawdown | 2.90 | 1.90 | +1.00 |
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Drawdowns
SADU.DE vs. ZPA5.DE - Drawdown Comparison
The maximum SADU.DE drawdown since its inception was -23.85%, roughly equal to the maximum ZPA5.DE drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for SADU.DE and ZPA5.DE.
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Drawdown Indicators
| SADU.DE | ZPA5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.85% | -23.13% | -0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -19.24% | -20.40% | +1.16% |
Current DrawdownCurrent decline from peak | -0.13% | -5.88% | +5.75% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -6.38% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | 11.22% | -1.20% |
Volatility
SADU.DE vs. ZPA5.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 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) at 3.33%. This indicates that SADU.DE's price experiences larger fluctuations and is considered to be riskier than ZPA5.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 | ZPA5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.33% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 8.35% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.43% | 24.49% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 19.89% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 19.89% | -0.12% |
SADU.DE vs. ZPA5.DE - Expense Ratio Comparison
SADU.DE has a 0.15% expense ratio, which is higher than ZPA5.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. ZPA5.DE - Dividend Comparison
Neither SADU.DE nor ZPA5.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SADU.DE and ZPA5.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, ZPA5.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPA5.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SADU.DE.
SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index, while ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. Their fees differ too: 0.15% for SADU.DE and 0.07% for ZPA5.DE.
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