FEPX.DE vs. FSCM.DE
FEPX.DE (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc) and FSCM.DE (Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD) are both exchange-traded funds - FEPX.DE is a Asia Pacific Equities fund tracking the Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while FSCM.DE is a Global Corporate Bonds fund tracking the Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor. Both are passively managed. Over the past 5 years, FEPX.DE returned 5.35%/yr vs 1.06%/yr for FSCM.DE. At a 0.10 correlation, their price movements are largely independent. FEPX.DE charges 0.30%/yr vs 0.25%/yr for FSCM.DE.
Performance
FEPX.DE vs. FSCM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FEPX.DE achieves a 7.13% return, which is significantly higher than FSCM.DE's 1.79% return.
FEPX.DE
- 1D
- -0.82%
- 1M
- 0.63%
- YTD
- 7.13%
- 6M
- 7.99%
- 1Y
- 12.23%
- 3Y*
- 9.15%
- 5Y*
- 5.35%
- 10Y*
- —
FSCM.DE
- 1D
- 0.12%
- 1M
- 1.02%
- YTD
- 1.79%
- 6M
- 1.29%
- 1Y
- 3.00%
- 3Y*
- 2.99%
- 5Y*
- 1.06%
- 10Y*
- —
FEPX.DE vs. FSCM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEPX.DE Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc | 7.13% | 6.54% | 11.04% | 2.40% | -1.28% | 4.70% |
FSCM.DE Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD | 1.79% | -2.57% | 6.58% | 5.69% | -10.75% | 5.55% |
Correlation
The correlation between FEPX.DE and FSCM.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2021 | 0.10 |
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Return for Risk
FEPX.DE vs. FSCM.DE — Risk / Return Rank
FEPX.DE
FSCM.DE
FEPX.DE vs. FSCM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) and Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.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.
| FEPX.DE | FSCM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.11 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.17 | +0.60 |
| Martin ratioReturn relative to average drawdown | 5.07 | 2.93 | +2.15 |
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
| FEPX.DE | FSCM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.62 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.15 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.14 | +0.33 |
Drawdowns
FEPX.DE vs. FSCM.DE - Drawdown Comparison
The maximum FEPX.DE drawdown since its inception was -20.59%, which is greater than FSCM.DE's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for FEPX.DE and FSCM.DE.
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Drawdown Indicators
| FEPX.DE | FSCM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.59% | -12.64% | -7.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -2.57% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -8.72% | -11.87% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -12.64% | -7.95% |
Current DrawdownCurrent decline from peak | -1.97% | -3.15% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -5.62% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 1.03% | +1.37% |
Volatility
FEPX.DE vs. FSCM.DE - Volatility Comparison
Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) has a higher volatility of 3.11% compared to Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) at 1.91%. This indicates that FEPX.DE's price experiences larger fluctuations and is considered to be riskier than FSCM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEPX.DE | FSCM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 1.91% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 3.65% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 4.88% | +7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 6.88% | +8.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 6.83% | +8.30% |
FEPX.DE vs. FSCM.DE - Expense Ratio Comparison
FEPX.DE has a 0.30% expense ratio, which is higher than FSCM.DE's 0.25% expense ratio.
Dividends
FEPX.DE vs. FSCM.DE - Dividend Comparison
FEPX.DE has not paid dividends to shareholders, while FSCM.DE's dividend yield for the trailing twelve months is around 5.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FEPX.DE Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSCM.DE Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD | 5.11% | 4.41% | 4.65% | 4.31% | 2.84% | 0.93% |
Frequently Asked Questions
FEPX.DE and FSCM.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FSCM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FSCM.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for FEPX.DE.
FEPX.DE is categorized as Asia Pacific Equities, while FSCM.DE is Global Corporate Bonds. FEPX.DE tracks Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while FSCM.DE tracks Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor. Their fees differ too: 0.30% for FEPX.DE and 0.25% for FSCM.DE.
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