SODJ.DE vs. SADU.DE
SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) and SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) are both exchange-traded funds - SODJ.DE is a Japan Equities fund tracking the MSCI Japan Screened Index, while SADU.DE is a ESG fund tracking the MSCI USA ESG Selection P-Series 5% Issuer Capped Index. Both are passively managed. Over the past year, SODJ.DE returned 38.84% vs 26.66% for SADU.DE. A 0.54 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
SODJ.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SODJ.DE achieves a 19.83% return, which is significantly higher than SADU.DE's 14.89% return.
SODJ.DE
- 1D
- -0.93%
- 1M
- 0.91%
- 6M
- 13.29%
- YTD
- 19.83%
- 1Y
- 38.84%
- 3Y*
- 17.00%
- 5Y*
- 9.95%
- 10Y*
- —
SADU.DE
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- 13.55%
- YTD
- 14.89%
- 1Y
- 26.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SODJ.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 19.83% | 11.64% | 13.20% | -0.37% |
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.89% | 2.73% | 27.24% | 3.86% |
Correlation
The correlation between SODJ.DE and SADU.DE is 0.53, 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 | 0.53 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.54 |
The correlation between SODJ.DE and SADU.DE has been stable across timeframes, ranging from 0.53 to 0.54 - a consistent structural relationship.
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Return for Risk
SODJ.DE vs. SADU.DE — Risk / Return Rank
SODJ.DE
SADU.DE
SODJ.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) and Amundi MSCI USA ESG Selection 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.
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.
| SODJ.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 1.39 | +2.27 |
| Martin ratioReturn relative to average drawdown | 11.99 | 2.66 | +9.33 |
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Drawdowns
SODJ.DE vs. SADU.DE - Drawdown Comparison
The maximum SODJ.DE drawdown since its inception was -28.10%, 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 SODJ.DE and SADU.DE.
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Drawdown Indicators
| SODJ.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -23.85% | -4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -19.24% | +8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | — | — |
Current DrawdownCurrent decline from peak | -3.76% | -1.70% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -5.96% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 10.02% | -6.79% |
Volatility
SODJ.DE vs. SADU.DE - Volatility Comparison
iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a higher volatility of 6.73% compared to Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) at 3.68%. This indicates that SODJ.DE's price experiences larger fluctuations and is considered to be riskier 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
| SODJ.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 3.68% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 9.78% | +6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 25.58% | -5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 19.67% | -2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 19.67% | -1.45% |
SODJ.DE vs. SADU.DE - Expense Ratio Comparison
Both SODJ.DE and SADU.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SODJ.DE vs. SADU.DE - Dividend Comparison
SODJ.DE's dividend yield for the trailing twelve months is around 1.47%, while SADU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
Frequently Asked Questions
SODJ.DE and SADU.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE and SADU.DE have the same expense ratio: 0.15% per year.
SODJ.DE is categorized as Japan Equities, while SADU.DE is ESG. SODJ.DE tracks MSCI Japan Screened Index, while SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index. They also come from different issuers: iShares and Amundi.
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