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

Performance

FGLS.L vs. SMT.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 Scottish Mortgage Investment Trust plc (SMT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FGLS.L is traded in GBP, while SMT.L is traded in GBp. To make them comparable, the SMT.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FGLS.L achieves a 8.94% return, which is significantly lower than SMT.L's 29.30% return.


FGLS.L

1D
-0.29%
1M
4.50%
YTD
8.94%
6M
9.24%
1Y
24.94%
3Y*
15.95%
5Y*
11.85%
10Y*

SMT.L

1D
-0.74%
1M
7.61%
YTD
29.30%
6M
44.33%
1Y
56.00%
3Y*
30.51%
5Y*
4.99%
10Y*
20.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
FGLS.L
Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc
8.94%10.06%19.92%17.58%-9.61%23.93%12.54%
SMT.L
Scottish Mortgage Investment Trust plc
29.30%24.72%18.75%12.46%-45.71%10.46%62.18%

Correlation

The correlation between FGLS.L and SMT.L is 0.64, 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

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.68

The correlation between FGLS.L and SMT.L has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

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Return for Risk

FGLS.L vs. SMT.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: 7373
Overall Rank
FGLS.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FGLS.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
FGLS.L Omega Ratio Rank: 7575
Omega Ratio Rank
FGLS.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
FGLS.L Martin Ratio Rank: 7373
Martin Ratio Rank

SMT.L
SMT.L Risk / Return Rank: 8383
Overall Rank
SMT.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 8181
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 7979
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.

FGLS.L vs. SMT.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 Scottish Mortgage Investment Trust plc (SMT.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.LSMT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.45

1.50

-0.05

Calmar ratioReturn relative to maximum drawdown

3.37

4.55

-1.17

Martin ratioReturn relative to average drawdown

13.71

15.42

-1.71

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

The current FGLS.L Sharpe Ratio is 2.37, which is comparable to the SMT.L Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of FGLS.L and SMT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FGLS.LSMT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.78

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.17

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.56

+0.42

Drawdowns

FGLS.L vs. SMT.L - Drawdown Comparison

The maximum FGLS.L drawdown since its inception was -19.90%, smaller than the maximum SMT.L drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for FGLS.L and SMT.L.


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Drawdown Indicators


FGLS.LSMT.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-62.61%

+42.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.36%

-12.26%

+4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-28.05%

+8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-60.11%

+40.21%

Max Drawdown (10Y)

Largest decline over 10 years

-60.11%

Current Drawdown

Current decline from peak

-0.29%

-0.74%

+0.45%

Average Drawdown

Average peak-to-trough decline

-3.15%

-16.03%

+12.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

3.62%

-1.81%

Volatility

FGLS.L vs. SMT.L - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.L) is 2.61%, while Scottish Mortgage Investment Trust plc (SMT.L) has a volatility of 4.09%. This indicates that FGLS.L experiences smaller price fluctuations and is considered to be less risky than SMT.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.LSMT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

4.09%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

15.92%

-8.33%

Volatility (1Y)

Calculated over the trailing 1-year period

10.50%

20.05%

-9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

29.68%

-16.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.75%

28.76%

-15.01%

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

FGLS.L has a 0.35% expense ratio, which is higher than SMT.L's 0.31% expense ratio.


Dividends

FGLS.L vs. SMT.L - Dividend Comparison

FGLS.L has not paid dividends to shareholders, while SMT.L's dividend yield for the trailing twelve months is around 0.29%.


PositionTTM20252024202320222021202020192018201720162015
FGLS.L
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%
SMT.L
Scottish Mortgage Investment Trust plc
0.29%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%

Frequently Asked Questions


FGLS.L and SMT.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMT.L is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMT.L is cheaper with a 0.31% expense ratio, compared with 0.35% for FGLS.L.

They also come from different issuers: Fidelity and Baillie Gifford Funds. Their fees differ too: 0.35% for FGLS.L and 0.31% for SMT.L.

Portfolio Optimizer

Find the right allocation for FGLS.L and SMT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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