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SC0H.DE vs. SADU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0H.DE vs. SADU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF (SC0H.DE) and Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SC0H.DE achieves a 11.30% return, which is significantly lower than SADU.DE's 13.46% return.


SC0H.DE

1D
-0.11%
1M
5.36%
YTD
11.30%
6M
11.28%
1Y
25.34%
3Y*
19.18%
5Y*
14.59%
10Y*
15.07%

SADU.DE

1D
0.41%
1M
7.69%
YTD
13.46%
6M
14.48%
1Y
26.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0H.DE vs. SADU.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SC0H.DE
Invesco MSCI USA UCITS ETF
11.30%4.77%32.56%8.13%
SADU.DE
Amundi MSCI USA ESG Leaders UCITS ETF Acc
13.46%2.73%27.24%8.87%

Correlation

The correlation between SC0H.DE and SADU.DE is 0.93, 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

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2023

0.95

The correlation between SC0H.DE and SADU.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

SC0H.DE vs. SADU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0H.DE
SC0H.DE Risk / Return Rank: 6767
Overall Rank
SC0H.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 6868
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 6666
Martin Ratio Rank

SADU.DE
SADU.DE Risk / Return Rank: 5959
Overall Rank
SADU.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SADU.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SADU.DE Omega Ratio Rank: 6262
Omega Ratio Rank
SADU.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SADU.DE Martin Ratio Rank: 5555
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.

SC0H.DE vs. SADU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.DE) and Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.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.


SC0H.DESADU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.45

2.68

+0.76

Martin ratioReturn relative to average drawdown

11.96

9.35

+2.61

SC0H.DE vs. SADU.DE - Sharpe Ratio Comparison

The current SC0H.DE Sharpe Ratio is 2.16, which is comparable to the SADU.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of SC0H.DE and SADU.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.


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Sharpe Ratios by Period


SC0H.DESADU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.06

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.24

-0.26

Drawdowns

SC0H.DE vs. SADU.DE - Drawdown Comparison

The maximum SC0H.DE drawdown since its inception was -34.20%, which is greater than SADU.DE's maximum drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and SADU.DE.


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Drawdown Indicators


SC0H.DESADU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-23.85%

-10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-9.82%

+2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-0.41%

0.00%

-0.41%

Average Drawdown

Average peak-to-trough decline

-4.13%

-3.95%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.82%

-0.71%

Volatility

SC0H.DE vs. SADU.DE - Volatility Comparison

The current volatility for Invesco MSCI USA UCITS ETF (SC0H.DE) is 2.68%, while Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a volatility of 3.23%. This indicates that SC0H.DE experiences smaller price fluctuations and is considered to be less risky than SADU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0H.DESADU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

3.23%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

8.89%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

12.76%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

14.56%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

14.56%

+1.67%

SC0H.DE vs. SADU.DE - Expense Ratio Comparison

SC0H.DE has a 0.05% expense ratio, which is lower than SADU.DE's 0.15% 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

SC0H.DE vs. SADU.DE - Dividend Comparison

Neither SC0H.DE nor SADU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, SC0H.DE and SADU.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, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for SADU.DE.

SC0H.DE tracks MSCI USA, while SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.05% for SC0H.DE and 0.15% for SADU.DE.

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