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FSMG.L vs. CRPU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMG.L vs. CRPU.L - 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 (FSMG.L) and iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L). The values are adjusted to include any dividend payments, if applicable.

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FSMG.L vs. CRPU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSMG.L
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD
0.93%2.65%2.78%3.90%-5.75%4.11%
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
1.36%-1.12%5.83%3.21%-3.89%4.30%
Different Trading Currencies

FSMG.L is traded in GBP, while CRPU.L is traded in USD. To make them comparable, the CRPU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FSMG.L achieves a 0.93% return, which is significantly lower than CRPU.L's 1.36% return.


FSMG.L

1D
0.16%
1M
-0.94%
YTD
0.93%
6M
1.83%
1Y
3.87%
3Y*
3.18%
5Y*
1.55%
10Y*

CRPU.L

1D
0.22%
1M
-0.01%
YTD
1.36%
6M
2.33%
1Y
1.98%
3Y*
2.82%
5Y*
1.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSMG.L vs. CRPU.L - Expense Ratio Comparison

Both FSMG.L and CRPU.L 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

FSMG.L vs. CRPU.L — Risk / Return Rank

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

FSMG.L
FSMG.L Risk / Return Rank: 2929
Overall Rank
FSMG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FSMG.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
FSMG.L Omega Ratio Rank: 2828
Omega Ratio Rank
FSMG.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
FSMG.L Martin Ratio Rank: 2222
Martin Ratio Rank

CRPU.L
CRPU.L Risk / Return Rank: 5353
Overall Rank
CRPU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CRPU.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
CRPU.L Omega Ratio Rank: 5050
Omega Ratio Rank
CRPU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CRPU.L Martin Ratio Rank: 5656
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.

FSMG.L vs. CRPU.L - 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 (FSMG.L) and iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.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.


FSMG.LCRPU.LDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.27

+0.40

Sortino ratio

Return per unit of downside risk

0.96

0.41

+0.54

Omega ratio

Gain probability vs. loss probability

1.12

1.05

+0.07

Calmar ratio

Return relative to maximum drawdown

0.94

0.50

+0.44

Martin ratio

Return relative to average drawdown

1.89

0.97

+0.92

FSMG.L vs. CRPU.L - Sharpe Ratio Comparison

The current FSMG.L Sharpe Ratio is 0.66, which is higher than the CRPU.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FSMG.L and CRPU.L, 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


FSMG.LCRPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.27

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.21

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.25

-0.02

Correlation

The correlation between FSMG.L and CRPU.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FSMG.L vs. CRPU.L - Dividend Comparison

FSMG.L's dividend yield for the trailing twelve months is around 5.91%, while CRPU.L has not paid dividends to shareholders.


TTM20252024202320222021
FSMG.L
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD
5.91%4.83%5.10%4.67%2.87%1.10%
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSMG.L vs. CRPU.L - Drawdown Comparison

The maximum FSMG.L drawdown since its inception was -11.66%, smaller than the maximum CRPU.L drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for FSMG.L and CRPU.L.


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Drawdown Indicators


FSMG.LCRPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.66%

-19.78%

+8.12%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-3.06%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-11.66%

-19.78%

+8.12%

Current Drawdown

Current decline from peak

-1.77%

-1.66%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.60%

-4.58%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.79%

+1.25%

Volatility

FSMG.L vs. CRPU.L - Volatility Comparison

The current volatility for Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSMG.L) is 1.82%, while iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) has a volatility of 2.75%. This indicates that FSMG.L experiences smaller price fluctuations and is considered to be less risky than CRPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMG.LCRPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

2.75%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

5.12%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

6.14%

7.44%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

8.87%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

9.04%

-1.69%