PortfoliosLab logoPortfoliosLab logo
FGLR.DE vs. FUSR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGLR.DE vs. FUSR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.DE) and Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FGLR.DE achieves a 9.94% return, which is significantly lower than FUSR.DE's 10.99% return.


FGLR.DE

1D
0.13%
1M
4.17%
YTD
9.94%
6M
10.09%
1Y
22.01%
3Y*
15.71%
5Y*
11.73%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGLR.DE vs. FUSR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FGLR.DE
Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc
9.94%5.43%24.62%20.29%-14.52%32.48%11.79%
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 FGLR.DE and FUSR.DE is 0.88, 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

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.95

The correlation between FGLR.DE and FUSR.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FGLR.DE vs. FUSR.DE — Risk / Return Rank

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

FGLR.DE
FGLR.DE Risk / Return Rank: 6060
Overall Rank
FGLR.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FGLR.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
FGLR.DE Omega Ratio Rank: 5959
Omega Ratio Rank
FGLR.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
FGLR.DE Martin Ratio Rank: 6565
Martin Ratio Rank

FUSR.DE
FUSR.DE Risk / Return Rank: 6565
Overall Rank
FUSR.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FUSR.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
FUSR.DE Omega Ratio Rank: 6363
Omega Ratio Rank
FUSR.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
FUSR.DE Martin Ratio Rank: 6767
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.

FGLR.DE vs. FUSR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.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.


FGLR.DEFUSR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.35

1.38

-0.02

Calmar ratioReturn relative to maximum drawdown

3.00

3.40

-0.40

Martin ratioReturn relative to average drawdown

11.73

12.17

-0.43

FGLR.DE vs. FUSR.DE - Sharpe Ratio Comparison

The current FGLR.DE Sharpe Ratio is 1.93, which is comparable to the FUSR.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FGLR.DE and FUSR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FGLR.DEFUSR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.11

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.92

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.03

-0.07

Drawdowns

FGLR.DE vs. FUSR.DE - Drawdown Comparison

The maximum FGLR.DE drawdown since its inception was -22.47%, smaller than the maximum FUSR.DE drawdown of -24.29%. Use the drawdown chart below to compare losses from any high point for FGLR.DE and FUSR.DE.


Loading charts...

Drawdown Indicators


FGLR.DEFUSR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.47%

-24.29%

+1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-7.85%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-22.47%

-24.29%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-24.29%

+1.82%

Current Drawdown

Current decline from peak

-0.15%

-0.25%

+0.10%

Average Drawdown

Average peak-to-trough decline

-3.98%

-4.40%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.20%

-0.33%

Volatility

FGLR.DE vs. FUSR.DE - Volatility Comparison

Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.DE) and Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) have volatilities of 2.51% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FGLR.DEFUSR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

2.62%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

8.39%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

12.69%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

15.84%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

15.99%

-1.60%

FGLR.DE vs. FUSR.DE - Expense Ratio Comparison

FGLR.DE has a 0.35% expense ratio, which is higher than FUSR.DE's 0.30% expense ratio.


Dividends

FGLR.DE vs. FUSR.DE - Dividend Comparison

Neither FGLR.DE nor FUSR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FGLR.DE and FUSR.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUSR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUSR.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for FGLR.DE.

FGLR.DE is categorized as Global Equities, while FUSR.DE is Large Cap Blend Equities. FGLR.DE tracks Fidelity Sustainable Research Enhanced Global Equity, while FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity. Their fees differ too: 0.35% for FGLR.DE and 0.30% for FUSR.DE.

Portfolio Optimizer

Find the right allocation for FGLR.DE and FUSR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer