FSCM.DE vs. FEUQ.DE
Compare and contrast key facts about Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) and Fidelity Europe Quality Income UCITS ETF (FEUQ.DE).
FSCM.DE and FEUQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FSCM.DE is a passively managed fund by Fidelity that tracks the performance of the Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor. It was launched on Mar 23, 2021. FEUQ.DE is a passively managed fund by Fidelity that tracks the performance of the Fidelity Europe Quality Income. It was launched on Oct 30, 2017. Both FSCM.DE and FEUQ.DE 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
FSCM.DE vs. FEUQ.DE - Performance Comparison
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FSCM.DE vs. FEUQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSCM.DE Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD | 1.05% | -2.57% | 6.58% | 5.69% | -10.75% | 5.55% |
FEUQ.DE Fidelity Europe Quality Income UCITS ETF | 2.66% | 18.63% | 5.62% | 17.92% | -16.24% | 17.77% |
Returns By Period
In the year-to-date period, FSCM.DE achieves a 1.05% return, which is significantly lower than FEUQ.DE's 2.66% return.
FSCM.DE
- 1D
- 0.18%
- 1M
- -0.60%
- YTD
- 1.05%
- 6M
- 1.22%
- 1Y
- -1.16%
- 3Y*
- 2.99%
- 5Y*
- 0.65%
- 10Y*
- —
FEUQ.DE
- 1D
- 2.25%
- 1M
- -3.40%
- YTD
- 2.66%
- 6M
- 7.89%
- 1Y
- 14.16%
- 3Y*
- 12.28%
- 5Y*
- 8.11%
- 10Y*
- —
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FSCM.DE vs. FEUQ.DE - Expense Ratio Comparison
FSCM.DE has a 0.25% expense ratio, which is lower than FEUQ.DE's 0.30% expense ratio.
Return for Risk
FSCM.DE vs. FEUQ.DE — Risk / Return Rank
FSCM.DE
FEUQ.DE
FSCM.DE vs. FEUQ.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 Europe Quality Income UCITS ETF (FEUQ.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.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 0.93 | -1.07 |
Sortino ratioReturn per unit of downside risk | -0.13 | 1.28 | -1.41 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.20 | 1.44 | -1.64 |
Martin ratioReturn relative to average drawdown | -0.47 | 5.69 | -6.16 |
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
| FSCM.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 0.93 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.55 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.46 | -0.34 |
Correlation
The correlation between FSCM.DE and FEUQ.DE is 0.07, 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
FSCM.DE vs. FEUQ.DE - Dividend Comparison
FSCM.DE's dividend yield for the trailing twelve months is around 5.12%, while FEUQ.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSCM.DE Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD | 5.12% | 4.41% | 4.65% | 4.31% | 2.84% | 0.93% |
FEUQ.DE Fidelity Europe Quality Income UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSCM.DE vs. FEUQ.DE - Drawdown Comparison
The maximum FSCM.DE drawdown since its inception was -12.64%, smaller than the maximum FEUQ.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for FSCM.DE and FEUQ.DE.
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Drawdown Indicators
| FSCM.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -33.84% | +21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -5.83% | -12.63% | +6.80% |
Max Drawdown (5Y)Largest decline over 5 years | -12.64% | -25.53% | +12.89% |
Current DrawdownCurrent decline from peak | -3.86% | -4.82% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -5.96% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.53% | -0.06% |
Volatility
FSCM.DE vs. FEUQ.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) is 1.53%, while Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) has a volatility of 5.03%. This indicates that FSCM.DE experiences smaller price fluctuations and is considered to be less risky than FEUQ.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.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 5.03% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 8.84% | -5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.26% | 15.25% | -6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.88% | 14.58% | -7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.88% | 15.59% | -8.71% |