V3YL.DE vs. SADU.DE
V3YL.DE (Vanguard ESG North America All Cap UCITS ETF (USD) Distributing) and SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) are both exchange-traded funds - V3YL.DE is a Large Cap Blend Equities fund tracking the FTSE North America All Cap Choice 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, V3YL.DE returned 25.75% vs 29.06% for SADU.DE. Their correlation of 0.94 suggests significant overlap in exposure. V3YL.DE charges 0.12%/yr vs 0.15%/yr for SADU.DE.
Performance
V3YL.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V3YL.DE achieves a 11.32% return, which is significantly lower than SADU.DE's 14.70% return.
V3YL.DE
- 1D
- 0.00%
- 1M
- 1.45%
- YTD
- 11.32%
- 6M
- 11.65%
- 1Y
- 25.75%
- 3Y*
- 19.12%
- 5Y*
- —
- 10Y*
- —
SADU.DE
- 1D
- 0.00%
- 1M
- 3.16%
- YTD
- 14.70%
- 6M
- 15.07%
- 1Y
- 29.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
V3YL.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
V3YL.DE Vanguard ESG North America All Cap UCITS ETF (USD) Distributing | 11.32% | 4.29% | 31.54% | 5.62% |
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.70% | 2.73% | 27.24% | 3.86% |
Correlation
The correlation between V3YL.DE and SADU.DE is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.94 |
The correlation between V3YL.DE and SADU.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
V3YL.DE vs. SADU.DE — Risk / Return Rank
V3YL.DE
SADU.DE
V3YL.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG North America All Cap UCITS ETF (USD) Distributing (V3YL.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.
| V3YL.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.51 | +1.19 |
| Martin ratioReturn relative to average drawdown | 9.67 | 2.90 | +6.77 |
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Drawdowns
V3YL.DE vs. SADU.DE - Drawdown Comparison
The maximum V3YL.DE drawdown since its inception was -24.76%, roughly equal to the maximum SADU.DE drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for V3YL.DE and SADU.DE.
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Drawdown Indicators
| V3YL.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.76% | -23.85% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -19.24% | +9.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | — | — |
Current DrawdownCurrent decline from peak | -0.28% | -0.13% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -6.05% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 10.02% | -7.35% |
Volatility
V3YL.DE vs. SADU.DE - Volatility Comparison
Vanguard ESG North America All Cap UCITS ETF (USD) Distributing (V3YL.DE) and Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) have volatilities of 3.71% and 3.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| V3YL.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 3.69% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 9.45% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 25.43% | -12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 19.77% | -4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 19.77% | -4.17% |
V3YL.DE vs. SADU.DE - Expense Ratio Comparison
V3YL.DE has a 0.12% 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
V3YL.DE vs. SADU.DE - Dividend Comparison
V3YL.DE's dividend yield for the trailing twelve months is around 0.74%, while SADU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V3YL.DE Vanguard ESG North America All Cap UCITS ETF (USD) Distributing | 0.74% | 0.82% | 0.84% | 1.07% | 0.42% |
Frequently Asked Questions
With a correlation of 0.91, V3YL.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, V3YL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V3YL.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for SADU.DE.
V3YL.DE is categorized as Large Cap Blend Equities, while SADU.DE is ESG. V3YL.DE tracks FTSE North America All Cap Choice Index, while SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.12% for V3YL.DE and 0.15% for SADU.DE.
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