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FGLS.L vs. FSED.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGLS.L vs. FSED.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.L) and Fidelity Sustainable USD EM Bond UCITS ETF (FSED.L). The values are adjusted to include any dividend payments, if applicable.

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FGLS.L vs. FSED.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FGLS.L
Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc
-4.09%10.06%19.92%17.58%-9.61%19.43%
FSED.L
Fidelity Sustainable USD EM Bond UCITS ETF
-1.58%614.00%880.11%1,904.36%-220,916.75%112,089.39%

Returns By Period

In the year-to-date period, FGLS.L achieves a -4.09% return, which is significantly lower than FSED.L's -1.58% return.


FGLS.L

1D
0.72%
1M
-5.20%
YTD
-4.09%
6M
-0.82%
1Y
12.58%
3Y*
12.33%
5Y*
9.75%
10Y*

FSED.L

1D
0.12%
1M
-1.85%
YTD
-1.58%
6M
-277.75%
1Y
-462.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGLS.L vs. FSED.L - Expense Ratio Comparison

FGLS.L has a 0.35% expense ratio, which is lower than FSED.L's 0.45% expense ratio.


Return for Risk

FGLS.L vs. FSED.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FGLS.L
FGLS.L Risk / Return Rank: 4646
Overall Rank
FGLS.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FGLS.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
FGLS.L Omega Ratio Rank: 4949
Omega Ratio Rank
FGLS.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
FGLS.L Martin Ratio Rank: 4646
Martin Ratio Rank

FSED.L
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.

FGLS.L vs. FSED.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.L) and Fidelity Sustainable USD EM Bond UCITS ETF (FSED.L). 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.


FGLS.LFSED.LDifference

Sharpe ratio

Return per unit of total volatility

0.96

Sortino ratio

Return per unit of downside risk

1.39

-1.71

+3.11

Omega ratio

Gain probability vs. loss probability

1.20

0.06

+1.14

Calmar ratio

Return relative to maximum drawdown

1.20

-1.68

+2.88

Martin ratio

Return relative to average drawdown

5.08

-2.22

+7.29

FGLS.L vs. FSED.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGLS.LFSED.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

Correlation

The correlation between FGLS.L and FSED.L is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FGLS.L vs. FSED.L - Dividend Comparison

FGLS.L has not paid dividends to shareholders, while FSED.L's dividend yield for the trailing twelve months is around 501.05%.


TTM20252024202320222021
FGLS.L
Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%
FSED.L
Fidelity Sustainable USD EM Bond UCITS ETF
501.05%647.10%641.46%589.31%486.33%237.40%

Drawdowns

FGLS.L vs. FSED.L - Drawdown Comparison

The maximum FGLS.L drawdown since its inception was -19.90%, smaller than the maximum FSED.L drawdown of -633.69%. Use the drawdown chart below to compare losses from any high point for FGLS.L and FSED.L.


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Drawdown Indicators


FGLS.LFSED.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-633.69%

+613.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.51%

-275.01%

+264.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-633.69%

+613.79%

Current Drawdown

Current decline from peak

-6.09%

-269.31%

+263.22%

Average Drawdown

Average peak-to-trough decline

-3.23%

-134.64%

+131.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

208.92%

-206.44%

Volatility

FGLS.L vs. FSED.L - Volatility Comparison

Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.L) has a higher volatility of 3.96% compared to Fidelity Sustainable USD EM Bond UCITS ETF (FSED.L) at 2.65%. This indicates that FGLS.L's price experiences larger fluctuations and is considered to be riskier than FSED.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGLS.LFSED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

2.65%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

434.41%

-419.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

2,175.67%

-2,162.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.81%

2,173.09%

-2,159.28%