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FSMP.L vs. FUSS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMP.L vs. FUSS.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 ACC-GBP (hedged) (FSMP.L) and Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L). The values are adjusted to include any dividend payments, if applicable.

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FSMP.L vs. FUSS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSMP.L
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged)
-0.72%6.37%2.95%8.01%-15.03%3.48%
FUSS.L
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc
-3.49%9.84%28.34%22.30%-11.83%24.04%

Returns By Period

In the year-to-date period, FSMP.L achieves a -0.72% return, which is significantly higher than FUSS.L's -3.49% return.


FSMP.L

1D
0.58%
1M
-1.14%
YTD
-0.72%
6M
0.01%
1Y
3.59%
3Y*
4.65%
5Y*
0.54%
10Y*

FUSS.L

1D
1.58%
1M
-3.41%
YTD
-3.49%
6M
-0.13%
1Y
16.20%
3Y*
16.58%
5Y*
12.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSMP.L vs. FUSS.L - Expense Ratio Comparison

Both FSMP.L and FUSS.L have an expense ratio of 0.30%.


Return for Risk

FSMP.L vs. FUSS.L — Risk / Return Rank

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

FSMP.L
FSMP.L Risk / Return Rank: 3939
Overall Rank
FSMP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSMP.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
FSMP.L Omega Ratio Rank: 3535
Omega Ratio Rank
FSMP.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
FSMP.L Martin Ratio Rank: 4646
Martin Ratio Rank

FUSS.L
FUSS.L Risk / Return Rank: 5656
Overall Rank
FUSS.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FUSS.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
FUSS.L Omega Ratio Rank: 4949
Omega Ratio Rank
FUSS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
FUSS.L Martin Ratio Rank: 5959
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.

FSMP.L vs. FUSS.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 ACC-GBP (hedged) (FSMP.L) and Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.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.


FSMP.LFUSS.LDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.99

-0.22

Sortino ratio

Return per unit of downside risk

1.08

1.45

-0.37

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

1.29

1.95

-0.66

Martin ratio

Return relative to average drawdown

5.09

6.58

-1.49

FSMP.L vs. FUSS.L - Sharpe Ratio Comparison

The current FSMP.L Sharpe Ratio is 0.77, which is comparable to the FUSS.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of FSMP.L and FUSS.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


FSMP.LFUSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.99

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.84

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.91

-0.80

Correlation

The correlation between FSMP.L and FUSS.L is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSMP.L vs. FUSS.L - Dividend Comparison

Neither FSMP.L nor FUSS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FSMP.L vs. FUSS.L - Drawdown Comparison

The maximum FSMP.L drawdown since its inception was -20.12%, smaller than the maximum FUSS.L drawdown of -22.18%. Use the drawdown chart below to compare losses from any high point for FSMP.L and FUSS.L.


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Drawdown Indicators


FSMP.LFUSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.12%

-22.18%

+2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-10.84%

+7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-20.12%

-22.18%

+2.06%

Current Drawdown

Current decline from peak

-1.74%

-5.64%

+3.90%

Average Drawdown

Average peak-to-trough decline

-7.89%

-3.70%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

2.44%

-1.63%

Volatility

FSMP.L vs. FUSS.L - Volatility Comparison

The current volatility for Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.L) is 1.72%, while Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) has a volatility of 3.82%. This indicates that FSMP.L experiences smaller price fluctuations and is considered to be less risky than FUSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMP.LFUSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

3.82%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

8.96%

-6.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

16.43%

-11.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

14.89%

-8.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

15.30%

-9.37%