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FSEM.L vs. IESG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSEM.L vs. IESG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainable USD EM Bond UCITS ETF Inc (FSEM.L) and iShares MSCI Europe SRI UCITS ETF (IESG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FSEM.L is traded in USD, while IESG.L is traded in GBp. To make them comparable, the IESG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FSEM.L achieves a 2.90% return, which is significantly lower than IESG.L's 5.81% return.


FSEM.L

1D
0.09%
1M
0.89%
YTD
2.90%
6M
3.45%
1Y
12.53%
3Y*
8.81%
5Y*
1.53%
10Y*

IESG.L

1D
1.04%
1M
3.02%
YTD
5.81%
6M
8.38%
1Y
7.32%
3Y*
9.88%
5Y*
4.43%
10Y*
8.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSEM.L vs. IESG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSEM.L
Fidelity Sustainable USD EM Bond UCITS ETF Inc
2.90%13.32%3.51%8.82%-17.90%2.49%
IESG.L
iShares MSCI Europe SRI UCITS ETF
5.81%16.62%-0.80%20.29%-19.53%15.00%

Correlation

The correlation between FSEM.L and IESG.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.44

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

0.40

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

0.40

The correlation between FSEM.L and IESG.L shifts across timeframes, from 0.40 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FSEM.L vs. IESG.L — Risk / Return Rank

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

FSEM.L
FSEM.L Risk / Return Rank: 6767
Overall Rank
FSEM.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FSEM.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
FSEM.L Omega Ratio Rank: 7878
Omega Ratio Rank
FSEM.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSEM.L Martin Ratio Rank: 6363
Martin Ratio Rank

IESG.L
IESG.L Risk / Return Rank: 2020
Overall Rank
IESG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IESG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
IESG.L Omega Ratio Rank: 2020
Omega Ratio Rank
IESG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
IESG.L Martin Ratio Rank: 2121
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.

FSEM.L vs. IESG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable USD EM Bond UCITS ETF Inc (FSEM.L) and iShares MSCI Europe SRI UCITS ETF (IESG.L). 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.


FSEM.LIESG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.46

1.10

+0.36

Calmar ratioReturn relative to maximum drawdown

3.11

0.57

+2.54

Martin ratioReturn relative to average drawdown

11.25

1.89

+9.36

FSEM.L vs. IESG.L - Sharpe Ratio Comparison

The current FSEM.L Sharpe Ratio is 1.96, which is higher than the IESG.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FSEM.L and IESG.L, 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


FSEM.LIESG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.49

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.25

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.36

-0.13

Drawdowns

FSEM.L vs. IESG.L - Drawdown Comparison

The maximum FSEM.L drawdown since its inception was -28.00%, smaller than the maximum IESG.L drawdown of -35.45%. Use the drawdown chart below to compare losses from any high point for FSEM.L and IESG.L.


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Drawdown Indicators


FSEM.LIESG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.00%

-35.45%

+7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-12.82%

+8.80%

Max Drawdown (3Y)

Largest decline over 3 years

-7.09%

-17.69%

+10.60%

Max Drawdown (5Y)

Largest decline over 5 years

-28.00%

-35.45%

+7.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.45%

Current Drawdown

Current decline from peak

-1.00%

-0.23%

-0.77%

Average Drawdown

Average peak-to-trough decline

-10.21%

-8.10%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

3.87%

-2.76%

Volatility

FSEM.L vs. IESG.L - Volatility Comparison

The current volatility for Fidelity Sustainable USD EM Bond UCITS ETF Inc (FSEM.L) is 2.72%, while iShares MSCI Europe SRI UCITS ETF (IESG.L) has a volatility of 4.70%. This indicates that FSEM.L experiences smaller price fluctuations and is considered to be less risky than IESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSEM.LIESG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

4.70%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

5.22%

11.99%

-6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

6.39%

14.93%

-8.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.58%

17.60%

-9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.47%

17.48%

-9.01%

FSEM.L vs. IESG.L - Expense Ratio Comparison

FSEM.L has a 0.45% expense ratio, which is higher than IESG.L's 0.20% expense ratio.


Dividends

FSEM.L vs. IESG.L - Dividend Comparison

FSEM.L's dividend yield for the trailing twelve months is around 7.90%, while IESG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
FSEM.L
Fidelity Sustainable USD EM Bond UCITS ETF Inc
7.90%6.31%6.49%5.74%5.01%2.41%
IESG.L
iShares MSCI Europe SRI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FSEM.L and IESG.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESG.L is cheaper with a 0.20% expense ratio, compared with 0.45% for FSEM.L.

FSEM.L is categorized as Emerging Markets Bonds, while IESG.L is ESG. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.45% for FSEM.L and 0.20% for IESG.L.

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