FGLR.DE vs. WRLD.DE
FGLR.DE (Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc) and WRLD.DE (Rize Environmental Impact 100 UCITS ETF) are both Global Equities funds - FGLR.DE tracks the Fidelity Sustainable Research Enhanced Global Equity while WRLD.DE tracks the Foxberry SMS Environmental Impact 100. Both are passively managed. Over the past 3 years, FGLR.DE returned 15.71%/yr vs 10.05%/yr for WRLD.DE. A 0.78 correlation means they provide meaningful diversification when combined. FGLR.DE charges 0.35%/yr vs 0.55%/yr for WRLD.DE.
Performance
FGLR.DE vs. WRLD.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 WRLD.DE's 18.45% 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*
- —
WRLD.DE
- 1D
- -0.10%
- 1M
- 1.70%
- YTD
- 18.45%
- 6M
- 19.64%
- 1Y
- 28.36%
- 3Y*
- 10.05%
- 5Y*
- —
- 10Y*
- —
FGLR.DE vs. WRLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FGLR.DE Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc | 9.94% | 5.43% | 24.62% | 20.29% | -14.52% | 9.99% |
WRLD.DE Rize Environmental Impact 100 UCITS ETF | 18.45% | 11.71% | 1.59% | 11.63% | -16.39% | 8.00% |
Correlation
The correlation between FGLR.DE and WRLD.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021 | 0.78 |
The correlation between FGLR.DE and WRLD.DE has been stable across timeframes, ranging from 0.68 to 0.78 - a consistent structural relationship.
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Return for Risk
FGLR.DE vs. WRLD.DE — Risk / Return Rank
FGLR.DE
WRLD.DE
FGLR.DE vs. WRLD.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 Rize Environmental Impact 100 UCITS ETF (WRLD.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 | WRLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.57 | -0.57 |
| Martin ratioReturn relative to average drawdown | 11.73 | 11.33 | +0.41 |
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 | WRLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.91 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.38 | +0.59 |
Drawdowns
FGLR.DE vs. WRLD.DE - Drawdown Comparison
The maximum FGLR.DE drawdown since its inception was -22.47%, roughly equal to the maximum WRLD.DE drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for FGLR.DE and WRLD.DE.
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Drawdown Indicators
| FGLR.DE | WRLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.47% | -23.55% | +1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -7.90% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -22.47% | -19.51% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | — | — |
Current DrawdownCurrent decline from peak | -0.15% | -0.38% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -9.51% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.50% | -0.63% |
Volatility
FGLR.DE vs. WRLD.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.DE) is 2.51%, while Rize Environmental Impact 100 UCITS ETF (WRLD.DE) has a volatility of 4.50%. This indicates that FGLR.DE experiences smaller price fluctuations and is considered to be less risky than WRLD.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 | WRLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 4.50% | -1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 11.34% | -3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 14.81% | -3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 16.98% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 16.98% | -2.59% |
FGLR.DE vs. WRLD.DE - Expense Ratio Comparison
FGLR.DE has a 0.35% expense ratio, which is lower than WRLD.DE's 0.55% expense ratio.
Dividends
FGLR.DE vs. WRLD.DE - Dividend Comparison
Neither FGLR.DE nor WRLD.DE has paid dividends to shareholders.
Frequently Asked Questions
FGLR.DE and WRLD.DE have a correlation of 0.68, 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 0.55% for WRLD.DE.
FGLR.DE tracks Fidelity Sustainable Research Enhanced Global Equity, while WRLD.DE tracks Foxberry SMS Environmental Impact 100. They also come from different issuers: Fidelity and Goldman Sachs. Their fees differ too: 0.35% for FGLR.DE and 0.55% for WRLD.DE.
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