ETLS.DE vs. FUSR.DE
ETLS.DE (L&G US Equity UCITS ETF) and FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) are both Large Cap Blend Equities funds - ETLS.DE tracks the Solactive Core United States Large & Mid Cap while FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity. Both are passively managed. Over the past 5 years, ETLS.DE returned 14.64%/yr vs 14.75%/yr for FUSR.DE. With a 0.97 correlation, they move nearly in lockstep. ETLS.DE charges 0.05%/yr vs 0.30%/yr for FUSR.DE.
Performance
ETLS.DE vs. FUSR.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ETLS.DE having a 11.28% return and FUSR.DE slightly lower at 10.99%.
ETLS.DE
- 1D
- -0.11%
- 1M
- 5.49%
- YTD
- 11.28%
- 6M
- 11.23%
- 1Y
- 25.64%
- 3Y*
- 19.26%
- 5Y*
- 14.64%
- 10Y*
- —
FUSR.DE
- 1D
- 0.07%
- 1M
- 4.38%
- YTD
- 10.99%
- 6M
- 10.70%
- 1Y
- 26.84%
- 3Y*
- 19.47%
- 5Y*
- 14.75%
- 10Y*
- —
ETLS.DE vs. FUSR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ETLS.DE L&G US Equity UCITS ETF | 11.28% | 5.06% | 32.53% | 24.21% | -16.00% | 38.89% | 12.88% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.99% | 5.18% | 33.40% | 24.94% | -16.94% | 38.09% | 12.94% |
Correlation
The correlation between ETLS.DE and FUSR.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.97 |
The correlation between ETLS.DE and FUSR.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
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Return for Risk
ETLS.DE vs. FUSR.DE — Risk / Return Rank
ETLS.DE
FUSR.DE
ETLS.DE vs. FUSR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (ETLS.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.
| ETLS.DE | FUSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 3.40 | -0.03 |
| Martin ratioReturn relative to average drawdown | 12.00 | 12.17 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETLS.DE | FUSR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.11 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.92 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 1.03 | -0.05 |
Drawdowns
ETLS.DE vs. FUSR.DE - Drawdown Comparison
The maximum ETLS.DE drawdown since its inception was -33.98%, 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 ETLS.DE and FUSR.DE.
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Drawdown Indicators
| ETLS.DE | FUSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.98% | -24.29% | -9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -7.85% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -24.29% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -24.29% | +0.61% |
Current DrawdownCurrent decline from peak | -0.45% | -0.25% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -4.40% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.20% | -0.07% |
Volatility
ETLS.DE vs. FUSR.DE - Volatility Comparison
L&G US Equity UCITS ETF (ETLS.DE) has a higher volatility of 2.76% compared to Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) at 2.62%. This indicates that ETLS.DE's price experiences larger fluctuations and is considered to be riskier than FUSR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETLS.DE | FUSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.62% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 8.39% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 12.69% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.84% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 15.99% | +1.18% |
ETLS.DE vs. FUSR.DE - Expense Ratio Comparison
ETLS.DE has a 0.05% expense ratio, which is lower than FUSR.DE's 0.30% expense ratio.
Dividends
ETLS.DE vs. FUSR.DE - Dividend Comparison
Neither ETLS.DE nor FUSR.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, ETLS.DE and FUSR.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, ETLS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLS.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for FUSR.DE.
ETLS.DE tracks Solactive Core United States Large & Mid Cap, while FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity. They also come from different issuers: Legal & General and Fidelity. Their fees differ too: 0.05% for ETLS.DE and 0.30% for FUSR.DE.
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