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SAEU.L vs. SDUE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SAEU.L vs. SDUE.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SAEU.L) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L).

SAEU.L and SDUE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SAEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Oct 19, 2018. SDUE.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Oct 19, 2018. Both SAEU.L and SDUE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SAEU.L vs. SDUE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SAEU.L) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L). The values are adjusted to include any dividend payments, if applicable.

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SAEU.L vs. SDUE.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
SAEU.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc)		0.66%24.54%4.11%15.10%-5.84%16.79%4.11%19.61%-2.56%
SDUE.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)		-1.83%25.09%4.69%15.67%-5.45%17.19%4.26%20.28%-2.54%

Returns By Period

In the year-to-date period, SAEU.L achieves a 0.66% return, which is significantly higher than SDUE.L's -1.83% return.

SAEU.L

1D
2.39%
1M
-4.37%
YTD
0.66%
6M
5.62%
1Y
16.84%
3Y*
11.90%
5Y*
9.96%
10Y*
—

SDUE.L

1D
1.09%
1M
-6.59%
YTD
-1.83%
6M
3.02%
1Y
14.55%
3Y*
11.52%
5Y*
9.92%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc)

iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)

Often compared with SAEU.L:
SAEU.L vs. IEFM.LSAEU.L vs. VEUR.LSAEU.L vs. EUNL.DESAEU.L vs. FLXD.LSAEU.L vs. IGLN.LSAEU.L vs. CS1.LSAEU.L vs. IMV.L
Often compared with SDUE.L:
SDUE.L vs. ESIN.LSDUE.L vs. FEUI.LSDUE.L vs. EEI.LSDUE.L vs. EEUD.LSDUE.L vs. VEUA.LSDUE.L vs. VOOSDUE.L vs. VGK

SAEU.L vs. SDUE.L - Expense Ratio Comparison

Both SAEU.L and SDUE.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

SAEU.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc)
SDUE.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)

Return for Risk

SAEU.L vs. SDUE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAEU.L
SAEU.L Risk / Return Rank: 5858
Overall Rank
SAEU.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SAEU.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
SAEU.L Omega Ratio Rank: 6161
Omega Ratio Rank
SAEU.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
SAEU.L Martin Ratio Rank: 5454
Martin Ratio Rank
SDUE.L
SDUE.L Risk / Return Rank: 5353
Overall Rank
SDUE.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SDUE.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
SDUE.L Omega Ratio Rank: 5757
Omega Ratio Rank
SDUE.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SDUE.L Martin Ratio Rank: 4646
Martin Ratio Rank
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.

SAEU.L vs. SDUE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SAEU.L) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L). 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.

SAEU.LSDUE.LDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.12

+0.07

Sortino ratio

Return per unit of downside risk

1.60

1.50

+0.10

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.56

1.31

+0.25

Martin ratio

Return relative to average drawdown

6.02

4.87

+1.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAEU.L vs. SDUE.L - Sharpe Ratio Comparison

The current SAEU.L Sharpe Ratio is 1.19, which is comparable to the SDUE.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SAEU.L and SDUE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SAEU.LSDUE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.12

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.71

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.63

-0.04

Correlation

The correlation between SAEU.L and SDUE.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SAEU.L vs. SDUE.L - Dividend Comparison

SAEU.L has not paid dividends to shareholders, while SDUE.L's dividend yield for the trailing twelve months is around 3.04%.

TTM20252024202320222021202020192018
SAEU.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDUE.L
iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)		3.04%2.98%3.47%3.16%3.24%2.54%2.03%3.43%0.19%

Drawdowns

SAEU.L vs. SDUE.L - Drawdown Comparison

The maximum SAEU.L drawdown since its inception was -28.68%, roughly equal to the maximum SDUE.L drawdown of -27.99%. Use the drawdown chart below to compare losses from any high point for SAEU.L and SDUE.L.

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Drawdown Indicators

SAEU.LSDUE.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.68%

-27.99%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-11.10%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

-17.27%

-0.47%

Current Drawdown

Current decline from peak

-6.52%

-8.84%

+2.32%

Average Drawdown

Average peak-to-trough decline

-4.12%

-3.84%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.99%

-0.11%

Volatility

SAEU.L vs. SDUE.L - Volatility Comparison

The current volatility for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SAEU.L) is 5.97%, while iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) has a volatility of 6.33%. This indicates that SAEU.L experiences smaller price fluctuations and is considered to be less risky than SDUE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SAEU.LSDUE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

6.33%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

9.25%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.09%

14.03%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

13.90%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

15.71%

+1.06%