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

Performance

FSCM.DE vs. KLMT.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 Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
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%
KLMT.DE
Amundi Global Aggregate Green Bond UCITS ETF Acc
0.16%-0.22%3.21%6.84%-18.17%0.54%

Returns By Period

In the year-to-date period, FSCM.DE achieves a 1.05% return, which is significantly higher than KLMT.DE's 0.16% 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*

KLMT.DE

1D
0.66%
1M
-1.41%
YTD
0.16%
6M
0.18%
1Y
0.74%
3Y*
2.74%
5Y*
-2.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both FSCM.DE and KLMT.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FSCM.DE vs. KLMT.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: 88
Overall Rank
FSCM.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FSCM.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
FSCM.DE Omega Ratio Rank: 88
Omega Ratio Rank
FSCM.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
FSCM.DE Martin Ratio Rank: 88
Martin Ratio Rank

KLMT.DE
KLMT.DE Risk / Return Rank: 1616
Overall Rank
KLMT.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
KLMT.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
KLMT.DE Omega Ratio Rank: 1313
Omega Ratio Rank
KLMT.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
KLMT.DE Martin Ratio Rank: 2020
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. KLMT.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 Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.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.DEKLMT.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.14

0.20

-0.34

Sortino ratio

Return per unit of downside risk

-0.13

0.30

-0.43

Omega ratio

Gain probability vs. loss probability

0.98

1.04

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.20

0.37

-0.57

Martin ratio

Return relative to average drawdown

-0.47

1.40

-1.87

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

The current FSCM.DE Sharpe Ratio is -0.14, which is lower than the KLMT.DE Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of FSCM.DE and KLMT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSCM.DEKLMT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.20

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.35

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.27

+0.40

Correlation

The correlation between FSCM.DE and KLMT.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSCM.DE vs. KLMT.DE - Dividend Comparison

FSCM.DE's dividend yield for the trailing twelve months is around 5.12%, while KLMT.DE has not paid dividends to shareholders.


TTM20252024202320222021
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%
KLMT.DE
Amundi Global Aggregate Green Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSCM.DE vs. KLMT.DE - Drawdown Comparison

The maximum FSCM.DE drawdown since its inception was -12.64%, smaller than the maximum KLMT.DE drawdown of -21.03%. Use the drawdown chart below to compare losses from any high point for FSCM.DE and KLMT.DE.


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Drawdown Indicators


FSCM.DEKLMT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-21.03%

+8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

-3.19%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-20.36%

+7.72%

Current Drawdown

Current decline from peak

-3.86%

-12.30%

+8.44%

Average Drawdown

Average peak-to-trough decline

-5.68%

-10.82%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

0.84%

+1.63%

Volatility

FSCM.DE vs. KLMT.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 Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) has a volatility of 1.78%. This indicates that FSCM.DE experiences smaller price fluctuations and is considered to be less risky than KLMT.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.DEKLMT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.78%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.48%

2.51%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

8.26%

3.70%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

5.74%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

6.77%

+0.11%