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FUSA.DE vs. FESD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUSA.DE vs. FESD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) and Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE). The values are adjusted to include any dividend payments, if applicable.

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FUSA.DE vs. FESD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FUSA.DE
Fidelity US Quality Income UCITS ETF Acc
-1.12%3.93%24.26%14.29%-5.73%22.95%
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
1.14%0.21%8.73%4.67%-13.30%6.35%

Returns By Period

In the year-to-date period, FUSA.DE achieves a -1.12% return, which is significantly lower than FESD.DE's 1.14% return.


FUSA.DE

1D
1.35%
1M
-3.64%
YTD
-1.12%
6M
2.19%
1Y
9.55%
3Y*
12.70%
5Y*
10.93%
10Y*

FESD.DE

1D
0.23%
1M
-1.60%
YTD
1.14%
6M
3.68%
1Y
2.00%
3Y*
4.93%
5Y*
1.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUSA.DE vs. FESD.DE - Expense Ratio Comparison

FUSA.DE has a 0.30% expense ratio, which is lower than FESD.DE's 0.45% expense ratio.


Return for Risk

FUSA.DE vs. FESD.DE — Risk / Return Rank

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

FUSA.DE
FUSA.DE Risk / Return Rank: 3333
Overall Rank
FUSA.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FUSA.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
FUSA.DE Omega Ratio Rank: 3030
Omega Ratio Rank
FUSA.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
FUSA.DE Martin Ratio Rank: 4444
Martin Ratio Rank

FESD.DE
FESD.DE Risk / Return Rank: 1515
Overall Rank
FESD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FESD.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
FESD.DE Omega Ratio Rank: 1616
Omega Ratio Rank
FESD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
FESD.DE Martin Ratio Rank: 1515
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.

FUSA.DE vs. FESD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) and Fidelity Sustainable USD EM Bond UCITS ETF (FESD.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.


FUSA.DEFESD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.22

+0.39

Sortino ratio

Return per unit of downside risk

0.90

0.33

+0.57

Omega ratio

Gain probability vs. loss probability

1.14

1.06

+0.08

Calmar ratio

Return relative to maximum drawdown

1.10

0.22

+0.88

Martin ratio

Return relative to average drawdown

4.98

0.61

+4.37

FUSA.DE vs. FESD.DE - Sharpe Ratio Comparison

The current FUSA.DE Sharpe Ratio is 0.60, which is higher than the FESD.DE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of FUSA.DE and FESD.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


FUSA.DEFESD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.22

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.15

+0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.14

+0.59

Correlation

The correlation between FUSA.DE and FESD.DE is 0.33, 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

FUSA.DE vs. FESD.DE - Dividend Comparison

FUSA.DE has not paid dividends to shareholders, while FESD.DE's dividend yield for the trailing twelve months is around 6.84%.


TTM20252024202320222021
FUSA.DE
Fidelity US Quality Income UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%
FESD.DE
Fidelity Sustainable USD EM Bond UCITS ETF
6.84%5.90%5.86%5.43%4.80%2.01%

Drawdowns

FUSA.DE vs. FESD.DE - Drawdown Comparison

The maximum FUSA.DE drawdown since its inception was -35.37%, which is greater than FESD.DE's maximum drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for FUSA.DE and FESD.DE.


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Drawdown Indicators


FUSA.DEFESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.37%

-16.01%

-19.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-8.25%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-16.01%

-5.85%

Current Drawdown

Current decline from peak

-3.75%

-2.33%

-1.42%

Average Drawdown

Average peak-to-trough decline

-4.26%

-7.37%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

3.15%

-1.21%

Volatility

FUSA.DE vs. FESD.DE - Volatility Comparison

Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) has a higher volatility of 3.13% compared to Fidelity Sustainable USD EM Bond UCITS ETF (FESD.DE) at 2.30%. This indicates that FUSA.DE's price experiences larger fluctuations and is considered to be riskier than FESD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUSA.DEFESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

2.30%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

4.79%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

9.52%

+6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

8.78%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

8.77%

+6.98%