FGLR.DE vs. FUSR.DE
FGLR.DE (Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc) and FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) are both exchange-traded funds - FGLR.DE is a Global Equities fund tracking the Fidelity Sustainable Research Enhanced Global 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, FGLR.DE returned 11.73%/yr vs 14.75%/yr for FUSR.DE. Their correlation of 0.95 suggests significant overlap in exposure. FGLR.DE charges 0.35%/yr vs 0.30%/yr for FUSR.DE.
Performance
FGLR.DE vs. FUSR.DE - Performance Comparison
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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*
- —
FGLR.DE vs. FUSR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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.
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Return for Risk
FGLR.DE vs. FUSR.DE — Risk / Return Rank
FGLR.DE
FUSR.DE
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.DE | FUSR.DE | Difference | |
|---|---|---|---|
| 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 |
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
| FGLR.DE | FUSR.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| FGLR.DE | FUSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.15% | -0.25% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -4.40% | +0.42% |
Ulcer IndexDepth 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.
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Volatility by Period
| FGLR.DE | FUSR.DE | Difference | |
|---|---|---|---|
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.
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.
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