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

Performance

FGLR.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FGLR.DE vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FGLR.DE
Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc
-2.09%5.43%24.62%20.29%-14.52%32.48%11.79%
VOO
Vanguard S&P 500 ETF
-2.17%3.84%33.23%22.54%-13.10%38.43%11.63%
Different Trading Currencies

FGLR.DE is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FGLR.DE achieves a -2.09% return, which is significantly higher than VOO's -2.90% return.


FGLR.DE

1D
2.15%
1M
-3.08%
YTD
-2.09%
6M
0.96%
1Y
10.27%
3Y*
13.41%
5Y*
9.67%
10Y*

VOO

1D
0.00%
1M
-4.00%
YTD
-2.90%
6M
-0.75%
1Y
9.44%
3Y*
15.76%
5Y*
12.16%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FGLR.DE vs. VOO - Expense Ratio Comparison

FGLR.DE has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FGLR.DE vs. VOO — 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: 3636
Overall Rank
FGLR.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FGLR.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
FGLR.DE Omega Ratio Rank: 3232
Omega Ratio Rank
FGLR.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
FGLR.DE Martin Ratio Rank: 4545
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - 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 S&P 500 ETF (VOO). 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.DEVOODifference

Sharpe ratio

Return per unit of total volatility

0.64

0.46

+0.18

Sortino ratio

Return per unit of downside risk

0.96

0.77

+0.19

Omega ratio

Gain probability vs. loss probability

1.14

1.12

+0.02

Calmar ratio

Return relative to maximum drawdown

1.23

0.70

+0.53

Martin ratio

Return relative to average drawdown

4.91

2.97

+1.94

FGLR.DE vs. VOO - Sharpe Ratio Comparison

The current FGLR.DE Sharpe Ratio is 0.64, which is higher than the VOO Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FGLR.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FGLR.DEVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.46

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.73

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.84

-0.01

Correlation

The correlation between FGLR.DE and VOO is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FGLR.DE vs. VOO - Dividend Comparison

FGLR.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FGLR.DE vs. VOO - Drawdown Comparison

The maximum FGLR.DE drawdown since its inception was -22.47%, smaller than the maximum VOO drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for FGLR.DE and VOO.


Loading graphics...

Drawdown Indicators


FGLR.DEVOODifference

Max Drawdown

Largest peak-to-trough decline

-22.47%

-33.99%

+11.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-11.98%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-24.52%

+2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-4.66%

-5.55%

+0.89%

Average Drawdown

Average peak-to-trough decline

-4.08%

-3.72%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.55%

-0.40%

Volatility

FGLR.DE vs. VOO - Volatility Comparison

Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.DE) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.24% and 4.29%, 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 graphics...

Volatility by Period


FGLR.DEVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.29%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

9.82%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

20.47%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

16.71%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.48%

18.57%

-4.09%