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FSCM.DE vs. XCO2.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCM.DE vs. XCO2.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 Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE). The values are adjusted to include any dividend payments, if applicable.

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FSCM.DE vs. XCO2.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%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

XCO2.DE
XCO2.DE Risk / Return Rank: 2020
Overall Rank
XCO2.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XCO2.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XCO2.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XCO2.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
XCO2.DE Martin Ratio Rank: 2323
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. 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.DEXCO2.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.14

0.38

-0.52

Sortino ratio

Return per unit of downside risk

-0.13

0.55

-0.68

Omega ratio

Gain probability vs. loss probability

0.98

1.06

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.20

0.48

-0.68

Martin ratio

Return relative to average drawdown

-0.47

2.00

-2.48

FSCM.DE vs. XCO2.DE - Sharpe Ratio Comparison

The current FSCM.DE Sharpe Ratio is -0.14, which is lower than the XCO2.DE Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FSCM.DE and XCO2.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.DEXCO2.DEDifference

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.


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%
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.DEXCO2.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.86%

-8.45%

+4.59%

Average Drawdown

Average peak-to-trough decline

-5.68%

-8.64%

+2.96%

Ulcer Index

Depth 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.DEXCO2.DEDifference

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%