FGLS.L vs. FSMP.L
Compare and contrast key facts about Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.L) and Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.L).
FGLS.L and FSMP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FGLS.L is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI NR USD. It was launched on May 27, 2020. FSMP.L is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Gbl Agg Corp TR Hdg GBP. It was launched on Mar 23, 2021. Both FGLS.L and FSMP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FGLS.L vs. FSMP.L - Performance Comparison
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FGLS.L vs. FSMP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FGLS.L Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc | -4.09% | 10.06% | 19.92% | 17.58% | -9.61% | 19.43% |
FSMP.L Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) | -0.72% | 6.37% | 2.95% | 8.01% | -15.03% | 3.48% |
Returns By Period
In the year-to-date period, FGLS.L achieves a -4.09% return, which is significantly lower than FSMP.L's -0.72% 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*
- —
FSMP.L
- 1D
- 0.58%
- 1M
- -1.14%
- YTD
- -0.72%
- 6M
- 0.01%
- 1Y
- 3.59%
- 3Y*
- 4.65%
- 5Y*
- 0.54%
- 10Y*
- —
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FGLS.L vs. FSMP.L - Expense Ratio Comparison
FGLS.L has a 0.35% expense ratio, which is higher than FSMP.L's 0.30% expense ratio.
Return for Risk
FGLS.L vs. FSMP.L — Risk / Return Rank
FGLS.L
FSMP.L
FGLS.L vs. FSMP.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 Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.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.L | FSMP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.77 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.08 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.29 | -0.09 |
Martin ratioReturn relative to average drawdown | 5.08 | 5.09 | -0.02 |
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
| FGLS.L | FSMP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.77 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.09 | +0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.11 | +0.72 |
Correlation
The correlation between FGLS.L and FSMP.L is 0.16, 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. FSMP.L - Dividend Comparison
Neither FGLS.L nor FSMP.L has paid dividends to shareholders.
Drawdowns
FGLS.L vs. FSMP.L - Drawdown Comparison
The maximum FGLS.L drawdown since its inception was -19.90%, roughly equal to the maximum FSMP.L drawdown of -20.12%. Use the drawdown chart below to compare losses from any high point for FGLS.L and FSMP.L.
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Drawdown Indicators
| FGLS.L | FSMP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.90% | -20.12% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.51% | -3.19% | -7.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -20.12% | +0.22% |
Current DrawdownCurrent decline from peak | -6.09% | -1.74% | -4.35% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -7.89% | +4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 0.81% | +1.67% |
Volatility
FGLS.L vs. FSMP.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 Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.L) at 1.72%. This indicates that FGLS.L's price experiences larger fluctuations and is considered to be riskier than FSMP.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.L | FSMP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 1.72% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 2.44% | +5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 4.75% | +9.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.43% | 5.93% | +7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.81% | 5.93% | +7.88% |