FSCM.DE vs. XCO2.DE
Compare and contrast key facts about Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) and Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE).
FSCM.DE and XCO2.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. XCO2.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg Gbl Agg Corp TR USD. It was launched on Sep 13, 2019. Both FSCM.DE and XCO2.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. XCO2.DE - Performance Comparison
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FSCM.DE vs. XCO2.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% |
XCO2.DE Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc | -0.23% | 1.13% | 4.41% | 5.82% | -15.31% | 0.16% |
Returns By Period
In the year-to-date period, FSCM.DE achieves a 1.05% return, which is significantly higher than XCO2.DE's -0.23% 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*
- —
XCO2.DE
- 1D
- 0.43%
- 1M
- -1.39%
- YTD
- -0.23%
- 6M
- 0.36%
- 1Y
- 0.96%
- 3Y*
- 3.20%
- 5Y*
- -1.13%
- 10Y*
- —
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FSCM.DE vs. XCO2.DE - Expense Ratio Comparison
FSCM.DE has a 0.25% expense ratio, which is higher than XCO2.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FSCM.DE vs. XCO2.DE — Risk / Return Rank
FSCM.DE
XCO2.DE
FSCM.DE vs. XCO2.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 Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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 | XCO2.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 0.38 | -0.52 |
Sortino ratioReturn per unit of downside risk | -0.13 | 0.55 | -0.68 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.06 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.20 | 0.48 | -0.68 |
Martin ratioReturn relative to average drawdown | -0.47 | 2.00 | -2.48 |
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 | XCO2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 0.38 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | -0.23 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | -0.19 | +0.32 |
Correlation
The correlation between FSCM.DE and XCO2.DE is 0.64, 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. XCO2.DE - Dividend Comparison
FSCM.DE's dividend yield for the trailing twelve months is around 5.12%, while XCO2.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% |
XCO2.DE Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSCM.DE vs. XCO2.DE - Drawdown Comparison
The maximum FSCM.DE drawdown since its inception was -12.64%, smaller than the maximum XCO2.DE drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for FSCM.DE and XCO2.DE.
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Drawdown Indicators
| FSCM.DE | XCO2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -17.90% | +5.26% |
Max Drawdown (1Y)Largest decline over 1 year | -5.83% | -2.36% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -12.64% | -17.26% | +4.62% |
Current DrawdownCurrent decline from peak | -3.86% | -8.45% | +4.59% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -8.64% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 0.56% | +1.91% |
Volatility
FSCM.DE vs. XCO2.DE - Volatility Comparison
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) has a higher volatility of 1.53% compared to Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) at 1.14%. This indicates that FSCM.DE's price experiences larger fluctuations and is considered to be riskier than XCO2.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 | XCO2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 1.14% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 1.72% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.26% | 2.55% | +5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.88% | 4.88% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.88% | 5.29% | +1.59% |