FGLR.DE vs. VGWD.DE
FGLR.DE (Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both Global Equities funds - FGLR.DE tracks the Fidelity Sustainable Research Enhanced Global Equity while VGWD.DE tracks the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, FGLR.DE returned 11.73%/yr vs 11.49%/yr for VGWD.DE. Their correlation of 0.81 suggests significant overlap in exposure. FGLR.DE charges 0.35%/yr vs 0.29%/yr for VGWD.DE.
Performance
FGLR.DE vs. VGWD.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 VGWD.DE's 12.49% 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*
- —
VGWD.DE
- 1D
- 0.19%
- 1M
- 3.35%
- YTD
- 12.49%
- 6M
- 14.15%
- 1Y
- 25.00%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
FGLR.DE vs. VGWD.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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.08% | 27.90% | 6.18% |
Correlation
The correlation between FGLR.DE and VGWD.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.81 |
The correlation between FGLR.DE and VGWD.DE shifts across timeframes, from 0.70 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FGLR.DE vs. VGWD.DE — Risk / Return Rank
FGLR.DE
VGWD.DE
FGLR.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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 | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.50 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 4.28 | -1.28 |
| Martin ratioReturn relative to average drawdown | 11.73 | 16.37 | -4.63 |
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 | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.70 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.99 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.64 | +0.32 |
Drawdowns
FGLR.DE vs. VGWD.DE - Drawdown Comparison
The maximum FGLR.DE drawdown since its inception was -22.47%, smaller than the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for FGLR.DE and VGWD.DE.
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Drawdown Indicators
| FGLR.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.47% | -34.57% | +12.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -5.82% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -22.47% | -16.86% | -5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | -16.86% | -5.61% |
Current DrawdownCurrent decline from peak | -0.15% | -0.32% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -4.05% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.52% | +0.35% |
Volatility
FGLR.DE vs. VGWD.DE - Volatility Comparison
Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.DE) has a higher volatility of 2.51% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that FGLR.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGLR.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 2.33% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 6.95% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 9.21% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 11.52% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 14.23% | +0.16% |
FGLR.DE vs. VGWD.DE - Expense Ratio Comparison
FGLR.DE has a 0.35% expense ratio, which is higher than VGWD.DE's 0.29% expense ratio.
Dividends
FGLR.DE vs. VGWD.DE - Dividend Comparison
FGLR.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
FGLR.DE and VGWD.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.35% for FGLR.DE.
FGLR.DE tracks Fidelity Sustainable Research Enhanced Global Equity, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.35% for FGLR.DE and 0.29% for VGWD.DE.
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