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FSCM.DE vs. FEPX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSCM.DE vs. FEPX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) and Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSCM.DE achieves a 1.79% return, which is significantly lower than FEPX.DE's 7.13% return.


FSCM.DE

1D
0.12%
1M
1.02%
YTD
1.79%
6M
1.29%
1Y
3.00%
3Y*
2.99%
5Y*
1.06%
10Y*

FEPX.DE

1D
-0.82%
1M
0.63%
YTD
7.13%
6M
7.99%
1Y
12.23%
3Y*
9.15%
5Y*
5.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSCM.DE vs. FEPX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSCM.DE
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD
1.79%-2.57%6.58%5.69%-10.75%5.55%
FEPX.DE
Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc
7.13%6.54%11.04%2.40%-1.28%4.70%

Correlation

The correlation between FSCM.DE and FEPX.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

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

0.17

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

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2021

0.10

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Return for Risk

FSCM.DE vs. FEPX.DE — Risk / Return Rank

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

FSCM.DE
FSCM.DE Risk / Return Rank: 2121
Overall Rank
FSCM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FSCM.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
FSCM.DE Omega Ratio Rank: 1919
Omega Ratio Rank
FSCM.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSCM.DE Martin Ratio Rank: 2323
Martin Ratio Rank

FEPX.DE
FEPX.DE Risk / Return Rank: 3131
Overall Rank
FEPX.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FEPX.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
FEPX.DE Omega Ratio Rank: 2727
Omega Ratio Rank
FEPX.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
FEPX.DE Martin Ratio Rank: 3434
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.

FSCM.DE vs. FEPX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) and Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.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.


FSCM.DEFEPX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratioReturn relative to maximum drawdown

1.17

1.77

-0.60

Martin ratioReturn relative to average drawdown

2.93

5.07

-2.15

FSCM.DE vs. FEPX.DE - Sharpe Ratio Comparison

The current FSCM.DE Sharpe Ratio is 0.62, which is lower than the FEPX.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FSCM.DE and FEPX.DE, 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


FSCM.DEFEPX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.02

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.35

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.47

-0.33

Drawdowns

FSCM.DE vs. FEPX.DE - Drawdown Comparison

The maximum FSCM.DE drawdown since its inception was -12.64%, smaller than the maximum FEPX.DE drawdown of -20.59%. Use the drawdown chart below to compare losses from any high point for FSCM.DE and FEPX.DE.


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Drawdown Indicators


FSCM.DEFEPX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-20.59%

+7.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-6.90%

+4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-8.72%

-20.59%

+11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-20.59%

+7.95%

Current Drawdown

Current decline from peak

-3.15%

-1.97%

-1.18%

Average Drawdown

Average peak-to-trough decline

-5.62%

-4.96%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

2.40%

-1.37%

Volatility

FSCM.DE vs. FEPX.DE - Volatility Comparison

The current volatility for Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) is 1.91%, while Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) has a volatility of 3.11%. This indicates that FSCM.DE experiences smaller price fluctuations and is considered to be less risky than FEPX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCM.DEFEPX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

3.11%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

8.88%

-5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

11.91%

-7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

15.23%

-8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.83%

15.13%

-8.30%

FSCM.DE vs. FEPX.DE - Expense Ratio Comparison

FSCM.DE has a 0.25% expense ratio, which is lower than FEPX.DE's 0.30% expense ratio.


Dividends

FSCM.DE vs. FEPX.DE - Dividend Comparison

FSCM.DE's dividend yield for the trailing twelve months is around 5.11%, while FEPX.DE has not paid dividends to shareholders.


Frequently Asked Questions


FSCM.DE and FEPX.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FSCM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FSCM.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for FEPX.DE.

FSCM.DE is categorized as Global Corporate Bonds, while FEPX.DE is Asia Pacific Equities. FSCM.DE tracks Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor, while FEPX.DE tracks Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity. Their fees differ too: 0.25% for FSCM.DE and 0.30% for FEPX.DE.

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