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FESD.DE vs. FSCM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FESD.DE vs. FSCM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE) and Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE). The values are adjusted to include any dividend payments, if applicable.

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FESD.DE vs. FSCM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
1.14%0.21%8.73%4.67%-13.30%6.35%
FSCM.DE
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD
1.05%-2.57%6.58%5.69%-10.75%5.55%

Returns By Period

In the year-to-date period, FESD.DE achieves a 1.14% return, which is significantly higher than FSCM.DE's 1.05% return.


FESD.DE

1D
0.23%
1M
-1.60%
YTD
1.14%
6M
3.68%
1Y
2.00%
3Y*
4.93%
5Y*
1.30%
10Y*

FSCM.DE

1D
0.18%
1M
-0.60%
YTD
1.05%
6M
1.22%
1Y
-1.16%
3Y*
2.99%
5Y*
0.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FESD.DE vs. FSCM.DE - Expense Ratio Comparison

FESD.DE has a 0.45% expense ratio, which is higher than FSCM.DE's 0.25% expense ratio.


Return for Risk

FESD.DE vs. FSCM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FESD.DE
FESD.DE Risk / Return Rank: 1515
Overall Rank
FESD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FESD.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
FESD.DE Omega Ratio Rank: 1616
Omega Ratio Rank
FESD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
FESD.DE Martin Ratio Rank: 1515
Martin Ratio Rank

FSCM.DE
FSCM.DE Risk / Return Rank: 88
Overall Rank
FSCM.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FSCM.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
FSCM.DE Omega Ratio Rank: 88
Omega Ratio Rank
FSCM.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
FSCM.DE Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FESD.DE vs. FSCM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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.


FESD.DEFSCM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.22

-0.14

+0.36

Sortino ratio

Return per unit of downside risk

0.33

-0.13

+0.46

Omega ratio

Gain probability vs. loss probability

1.06

0.98

+0.08

Calmar ratio

Return relative to maximum drawdown

0.22

-0.20

+0.42

Martin ratio

Return relative to average drawdown

0.61

-0.47

+1.08

FESD.DE vs. FSCM.DE - Sharpe Ratio Comparison

The current FESD.DE Sharpe Ratio is 0.22, which is higher than the FSCM.DE Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of FESD.DE and FSCM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FESD.DEFSCM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

-0.14

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.09

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.13

+0.02

Correlation

The correlation between FESD.DE and FSCM.DE is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FESD.DE vs. FSCM.DE - Dividend Comparison

FESD.DE's dividend yield for the trailing twelve months is around 6.84%, more than FSCM.DE's 5.12% yield.


TTM20252024202320222021
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
6.84%5.90%5.86%5.43%4.80%2.01%
FSCM.DE
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD
5.12%4.41%4.65%4.31%2.84%0.93%

Drawdowns

FESD.DE vs. FSCM.DE - Drawdown Comparison

The maximum FESD.DE drawdown since its inception was -16.01%, 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 FESD.DE and FSCM.DE.


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Drawdown Indicators


FESD.DEFSCM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.01%

-12.64%

-3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-5.83%

-2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.01%

-12.64%

-3.37%

Current Drawdown

Current decline from peak

-2.33%

-3.86%

+1.53%

Average Drawdown

Average peak-to-trough decline

-7.37%

-5.68%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.47%

+0.68%

Volatility

FESD.DE vs. FSCM.DE - Volatility Comparison

Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE) has a higher volatility of 2.30% compared to Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) at 1.53%. This indicates that FESD.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


FESD.DEFSCM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

1.53%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

4.79%

3.48%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

8.26%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.78%

6.88%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.77%

6.88%

+1.89%