FEMD.L vs. FSMP.L
Compare and contrast key facts about Fidelity Emerging Markets Quality Income UCITS ETF (FEMD.L) and Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.L).
FEMD.L and FSMP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEMD.L is a passively managed fund by Fidelity that tracks the performance of the MSCI EM NR USD. It was launched on Sep 9, 2019. FSMP.L is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Gbl Agg Corp TR Hdg GBP. It was launched on Mar 23, 2021. Both FEMD.L and FSMP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FEMD.L vs. FSMP.L - Performance Comparison
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FEMD.L vs. FSMP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEMD.L Fidelity Emerging Markets Quality Income UCITS ETF | 6.96% | 20.67% | 6.74% | 9.89% | -15.51% | 2.66% |
FSMP.L Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) | -0.72% | 6.37% | 2.95% | 8.01% | -15.03% | 3.48% |
Returns By Period
In the year-to-date period, FEMD.L achieves a 6.96% return, which is significantly higher than FSMP.L's -0.72% return.
FEMD.L
- 1D
- 3.21%
- 1M
- -4.51%
- YTD
- 6.96%
- 6M
- 10.40%
- 1Y
- 28.92%
- 3Y*
- 13.81%
- 5Y*
- 5.27%
- 10Y*
- —
FSMP.L
- 1D
- 0.58%
- 1M
- -1.14%
- YTD
- -0.72%
- 6M
- 0.01%
- 1Y
- 3.59%
- 3Y*
- 4.65%
- 5Y*
- 0.54%
- 10Y*
- —
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FEMD.L vs. FSMP.L - Expense Ratio Comparison
FEMD.L has a 0.50% expense ratio, which is higher than FSMP.L's 0.30% expense ratio.
Return for Risk
FEMD.L vs. FSMP.L — Risk / Return Rank
FEMD.L
FSMP.L
FEMD.L vs. FSMP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Quality Income UCITS ETF (FEMD.L) and Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.L). 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.
| FEMD.L | FSMP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 0.77 | +1.17 |
Sortino ratioReturn per unit of downside risk | 2.60 | 1.08 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.15 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.30 | 1.29 | +2.01 |
Martin ratioReturn relative to average drawdown | 10.81 | 5.09 | +5.71 |
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
| FEMD.L | FSMP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 0.77 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.09 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.11 | +0.28 |
Correlation
The correlation between FEMD.L and FSMP.L is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FEMD.L vs. FSMP.L - Dividend Comparison
FEMD.L's dividend yield for the trailing twelve months is around 3.35%, while FSMP.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FEMD.L Fidelity Emerging Markets Quality Income UCITS ETF | 3.35% | 3.48% | 3.76% | 3.69% | 3.99% | 3.27% | 2.62% | 0.37% |
FSMP.L Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FEMD.L vs. FSMP.L - Drawdown Comparison
The maximum FEMD.L drawdown since its inception was -27.55%, which is greater than FSMP.L's maximum drawdown of -20.12%. Use the drawdown chart below to compare losses from any high point for FEMD.L and FSMP.L.
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Drawdown Indicators
| FEMD.L | FSMP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.55% | -20.12% | -7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -3.19% | -7.27% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -20.12% | -5.14% |
Current DrawdownCurrent decline from peak | -5.99% | -1.74% | -4.25% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -7.89% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 0.81% | +1.92% |
Volatility
FEMD.L vs. FSMP.L - Volatility Comparison
Fidelity Emerging Markets Quality Income UCITS ETF (FEMD.L) has a higher volatility of 5.92% compared to Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.L) at 1.72%. This indicates that FEMD.L's price experiences larger fluctuations and is considered to be riskier than FSMP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEMD.L | FSMP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 1.72% | +4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 2.44% | +8.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.86% | 4.75% | +10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 5.93% | +8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 5.93% | +11.46% |