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

Performance

FSMP.L vs. KLMG.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 Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSMP.L achieves a 0.23% return, which is significantly lower than KLMG.L's 1.18% return.


FSMP.L

1D
-0.36%
1M
0.44%
YTD
0.23%
6M
0.43%
1Y
4.71%
3Y*
5.11%
5Y*
0.38%
10Y*

KLMG.L

1D
0.34%
1M
0.86%
YTD
1.18%
6M
-1.03%
1Y
0.71%
3Y*
3.65%
5Y*
-1.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
FSMP.L
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged)
0.23%6.37%2.95%8.01%-15.03%3.48%
KLMG.L
Lyxor Green Bond UCITS ETF GBP Hedged Dist
1.18%1.12%3.03%8.52%-18.95%-0.22%

Correlation

The correlation between FSMP.L and KLMG.L is 0.74, 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

0.74

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

0.76

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

0.78

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

0.77

The correlation between FSMP.L and KLMG.L has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

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Return for Risk

FSMP.L vs. KLMG.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: 3535
Overall Rank
FSMP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FSMP.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
FSMP.L Omega Ratio Rank: 3333
Omega Ratio Rank
FSMP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
FSMP.L Martin Ratio Rank: 3636
Martin Ratio Rank

KLMG.L
KLMG.L Risk / Return Rank: 1111
Overall Rank
KLMG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KLMG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
KLMG.L Omega Ratio Rank: 1111
Omega Ratio Rank
KLMG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
KLMG.L Martin Ratio Rank: 1111
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. KLMG.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 Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.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.LKLMG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.22

1.04

+0.18

Calmar ratioReturn relative to maximum drawdown

1.70

0.21

+1.49

Martin ratioReturn relative to average drawdown

5.50

0.46

+5.04

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

The current FSMP.L Sharpe Ratio is 1.22, which is higher than the KLMG.L Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FSMP.L and KLMG.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


FSMP.LKLMG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.19

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.25

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

-0.30

+0.44

Drawdowns

FSMP.L vs. KLMG.L - Drawdown Comparison

The maximum FSMP.L drawdown since its inception was -20.12%, smaller than the maximum KLMG.L drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for FSMP.L and KLMG.L.


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Drawdown Indicators


FSMP.LKLMG.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.12%

-24.10%

+3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-3.94%

+1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

-3.94%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-20.12%

-23.06%

+2.94%

Current Drawdown

Current decline from peak

-0.81%

-10.92%

+10.11%

Average Drawdown

Average peak-to-trough decline

-7.68%

-12.13%

+4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.79%

-0.94%

Volatility

FSMP.L vs. KLMG.L - Volatility Comparison

The current volatility for Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.L) is 1.57%, while Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) has a volatility of 1.69%. This indicates that FSMP.L experiences smaller price fluctuations and is considered to be less risky than KLMG.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.LKLMG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

1.69%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

3.68%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

4.30%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

5.88%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.91%

5.58%

+0.33%

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

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


Dividends

FSMP.L vs. KLMG.L - Dividend Comparison

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


PositionTTM20252024202320222021
FSMP.L
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged)
0.00%0.00%0.00%0.00%0.00%0.00%
KLMG.L
Lyxor Green Bond UCITS ETF GBP Hedged Dist
0.00%0.00%2.02%1.44%1.28%1.03%

Frequently Asked Questions


FSMP.L and KLMG.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FSMP.L and KLMG.L have the same expense ratio: 0.30% per year.

Both ETFs track Bloomberg Gbl Agg Corp TR Hdg GBP. They also come from different issuers: Fidelity and Amundi.

Portfolio Optimizer

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