FEPX.DE vs. FUSR.DE
FEPX.DE (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc) and FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) are both exchange-traded funds - FEPX.DE is a Asia Pacific Equities fund tracking the Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while FUSR.DE is a Large Cap Blend Equities fund tracking the Fidelity Sustainable Research Enhanced US Equity. Both are passively managed. Over the past 5 years, FEPX.DE returned 5.35%/yr vs 14.75%/yr for FUSR.DE. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
FEPX.DE vs. FUSR.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 lower than FUSR.DE's 10.99% return.
FEPX.DE
- 1D
- -0.82%
- 1M
- -1.60%
- YTD
- 7.13%
- 6M
- 8.65%
- 1Y
- 11.73%
- 3Y*
- 9.15%
- 5Y*
- 5.35%
- 10Y*
- —
FUSR.DE
- 1D
- 0.07%
- 1M
- 3.52%
- YTD
- 10.99%
- 6M
- 10.18%
- 1Y
- 26.13%
- 3Y*
- 19.47%
- 5Y*
- 14.75%
- 10Y*
- —
FEPX.DE vs. FUSR.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% | 13.71% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.99% | 5.18% | 33.40% | 24.94% | -16.94% | 39.46% |
Correlation
The correlation between FEPX.DE and FUSR.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2021 | 0.60 |
The correlation between FEPX.DE and FUSR.DE has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.
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Return for Risk
FEPX.DE vs. FUSR.DE — Risk / Return Rank
FEPX.DE
FUSR.DE
FEPX.DE vs. FUSR.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 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.
| FEPX.DE | FUSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.38 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 3.40 | -1.64 |
| Martin ratioReturn relative to average drawdown | 5.07 | 12.17 | -7.09 |
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 | FUSR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.11 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.92 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.03 | -0.56 |
Drawdowns
FEPX.DE vs. FUSR.DE - Drawdown Comparison
The maximum FEPX.DE drawdown since its inception was -20.59%, smaller than the maximum FUSR.DE drawdown of -24.29%. Use the drawdown chart below to compare losses from any high point for FEPX.DE and FUSR.DE.
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Drawdown Indicators
| FEPX.DE | FUSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.59% | -24.29% | +3.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -7.85% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -24.29% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -24.29% | +3.70% |
Current DrawdownCurrent decline from peak | -1.97% | -0.25% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -4.40% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.20% | +0.20% |
Volatility
FEPX.DE vs. FUSR.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 Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) at 2.62%. This indicates that FEPX.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
| FEPX.DE | FUSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.62% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 8.39% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 12.69% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 15.84% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 15.99% | -0.86% |
FEPX.DE vs. FUSR.DE - Expense Ratio Comparison
Both FEPX.DE and FUSR.DE have an expense ratio of 0.30%.
Dividends
FEPX.DE vs. FUSR.DE - Dividend Comparison
Neither FEPX.DE nor FUSR.DE has paid dividends to shareholders.
Frequently Asked Questions
FEPX.DE and FUSR.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FEPX.DE and FUSR.DE have the same expense ratio: 0.30% per year.
FEPX.DE is categorized as Asia Pacific Equities, while FUSR.DE is Large Cap Blend Equities. FEPX.DE tracks Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity.
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