DJAM.DE vs. FUSR.DE
DJAM.DE (Lyxor Dow Jones Industrial Average UCITS ETF Dist) and FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) are both Large Cap Blend Equities funds - DJAM.DE tracks the Dow Jones Industrial Average while FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity. Both are passively managed. Over the past 5 years, DJAM.DE returned 11.28%/yr vs 13.91%/yr for FUSR.DE. A 0.77 correlation means they provide meaningful diversification when combined. DJAM.DE charges 0.50%/yr vs 0.30%/yr for FUSR.DE.
Performance
DJAM.DE vs. FUSR.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DJAM.DE achieves a 12.04% return, which is significantly higher than FUSR.DE's 10.97% return.
DJAM.DE
- 1D
- -0.18%
- 1M
- 5.94%
- YTD
- 12.04%
- 6M
- 12.25%
- 1Y
- 25.54%
- 3Y*
- 15.65%
- 5Y*
- 11.28%
- 10Y*
- 13.13%
FUSR.DE
- 1D
- 0.00%
- 1M
- 0.74%
- YTD
- 10.97%
- 6M
- 11.33%
- 1Y
- 25.55%
- 3Y*
- 19.70%
- 5Y*
- 13.91%
- 10Y*
- —
DJAM.DE vs. FUSR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 12.04% | 2.01% | 21.39% | 11.90% | -2.34% | 31.92% | 8.87% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.97% | 5.18% | 33.40% | 24.94% | -16.94% | 38.09% | 13.65% |
Correlation
The correlation between DJAM.DE and FUSR.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.77 |
The correlation between DJAM.DE and FUSR.DE shifts across timeframes, from 0.68 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DJAM.DE vs. FUSR.DE — Risk / Return Rank
DJAM.DE
FUSR.DE
DJAM.DE vs. FUSR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) and Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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.
| DJAM.DE | FUSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 3.27 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.64 | 11.58 | +0.06 |
Loading charts...
Drawdowns
DJAM.DE vs. FUSR.DE - Drawdown Comparison
The maximum DJAM.DE drawdown since its inception was -47.32%, which is greater than FUSR.DE's maximum drawdown of -24.29%. Use the drawdown chart below to compare losses from any high point for DJAM.DE and FUSR.DE.
Loading charts...
Drawdown Indicators
| DJAM.DE | FUSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.32% | -24.29% | -23.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -7.85% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -24.29% | +3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | -24.29% | +3.14% |
Max Drawdown (10Y)Largest decline over 10 years | -36.30% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -0.27% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -4.27% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.21% | -0.02% |
Volatility
DJAM.DE vs. FUSR.DE - Volatility Comparison
The current volatility for Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) is 3.04%, while Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) has a volatility of 3.31%. This indicates that DJAM.DE experiences smaller price fluctuations and is considered to be less risky than FUSR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DJAM.DE | FUSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.31% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 8.70% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 12.96% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 15.90% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 15.56% | +0.53% |
DJAM.DE vs. FUSR.DE - Expense Ratio Comparison
DJAM.DE has a 0.50% expense ratio, which is higher than FUSR.DE's 0.30% expense ratio.
Dividends
DJAM.DE vs. FUSR.DE - Dividend Comparison
DJAM.DE's dividend yield for the trailing twelve months is around 0.70%, while FUSR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 0.70% | 0.79% | 1.17% | 1.06% | 1.80% | 1.11% | 1.62% | 1.25% | 1.90% | 1.71% | 2.26% | 2.44% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJAM.DE and FUSR.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUSR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUSR.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for DJAM.DE.
DJAM.DE tracks Dow Jones Industrial Average, while FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity. They also come from different issuers: Amundi and Fidelity. Their fees differ too: 0.50% for DJAM.DE and 0.30% for FUSR.DE.
Find the right allocation for DJAM.DE and FUSR.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer