FGLR.DE vs. IUSD.DE
FGLR.DE (Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc) and IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) are both Global Equities funds - FGLR.DE tracks the Fidelity Sustainable Research Enhanced Global Equity while IUSD.DE tracks the MSCI World Islamic Index. Both are passively managed. Over the past 5 years, FGLR.DE returned 11.73%/yr vs 19.36%/yr for IUSD.DE. A 0.53 correlation means they provide meaningful diversification when combined. FGLR.DE charges 0.35%/yr vs 0.60%/yr for IUSD.DE.
Performance
FGLR.DE vs. IUSD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FGLR.DE achieves a 9.94% return, which is significantly lower than IUSD.DE's 20.34% 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*
- —
IUSD.DE
- 1D
- -0.49%
- 1M
- 9.04%
- YTD
- 20.34%
- 6M
- 20.84%
- 1Y
- 34.19%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
FGLR.DE vs. IUSD.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% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 0.62% |
Correlation
The correlation between FGLR.DE and IUSD.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.53 |
Over the past year, FGLR.DE and IUSD.DE have become more correlated (0.79) than their long-term average of 0.53, meaning their price movements have been converging.
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. IUSD.DE — Risk / Return Rank
FGLR.DE
IUSD.DE
FGLR.DE vs. IUSD.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 iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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 | IUSD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.49 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 7.08 | -4.08 |
| Martin ratioReturn relative to average drawdown | 11.73 | 22.57 | -10.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FGLR.DE | IUSD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.74 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.83 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.63 | +0.33 |
Drawdowns
FGLR.DE vs. IUSD.DE - Drawdown Comparison
The maximum FGLR.DE drawdown since its inception was -22.47%, smaller than the maximum IUSD.DE drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for FGLR.DE and IUSD.DE.
Loading charts...
Drawdown Indicators
| FGLR.DE | IUSD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.47% | -23.82% | +1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -4.81% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -22.47% | -22.97% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | -22.97% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.97% | — |
Current DrawdownCurrent decline from peak | -0.15% | -0.49% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -3.61% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.51% | +0.36% |
Volatility
FGLR.DE vs. IUSD.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.DE) is 2.51%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a volatility of 3.98%. This indicates that FGLR.DE experiences smaller price fluctuations and is considered to be less risky than IUSD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FGLR.DE | IUSD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 3.98% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 9.09% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 12.41% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 23.09% | -8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 16.93% | -2.54% |
FGLR.DE vs. IUSD.DE - Expense Ratio Comparison
FGLR.DE has a 0.35% expense ratio, which is lower than IUSD.DE's 0.60% expense ratio.
Dividends
FGLR.DE vs. IUSD.DE - Dividend Comparison
FGLR.DE has not paid dividends to shareholders, while IUSD.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGLR.DE Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
Frequently Asked Questions
FGLR.DE and IUSD.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FGLR.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FGLR.DE is cheaper with a 0.35% expense ratio, compared with 0.60% for IUSD.DE.
FGLR.DE tracks Fidelity Sustainable Research Enhanced Global Equity, while IUSD.DE tracks MSCI World Islamic Index. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.35% for FGLR.DE and 0.60% for IUSD.DE.
Find the right allocation for FGLR.DE and IUSD.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