FUSR.DE vs. DELG.DE

Last updated Jun 5, 2026

FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) and DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) are both Large Cap Blend Equities funds - FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity while DELG.DE tracks the Foxberry Sustainability Consensus US. Both are passively managed. Over the past 5 years, FUSR.DE returned 14.75%/yr vs 14.64%/yr for DELG.DE. With a 0.97 correlation, they move nearly in lockstep. FUSR.DE charges 0.30%/yr vs 0.12%/yr for DELG.DE.

Performance

FUSR.DE vs. DELG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FUSR.DE having a 10.99% return and DELG.DE slightly lower at 10.45%.

FUSR.DE

• 1D: 0.07%
• 1M: 4.38%
• YTD: 10.99%
• 6M: 10.70%
• 1Y: 26.84%
• 3Y*: 19.47%
• 5Y*: 14.75%
• 10Y*: —

DELG.DE

• 1D: -0.17%
• 1M: 6.20%
• YTD: 10.45%
• 6M: 10.40%
• 1Y: 25.92%
• 3Y*: 19.55%
• 5Y*: 14.64%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FUSR.DE vs. DELG.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc	10.99%	5.18%	33.40%	24.94%	-16.94%	38.09%	12.94%
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating	10.45%	6.14%	33.62%	26.50%	-19.07%	38.54%	13.91%

Correlation

The correlation between FUSR.DE and DELG.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020	0.97

The correlation between FUSR.DE and DELG.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

Return for Risk

FUSR.DE vs. DELG.DE — Risk / Return Rank

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

FUSR.DE

FUSR.DE Risk / Return Rank: 65
FUSR.DE Sharpe Ratio Rank: 64
FUSR.DE Sortino Ratio Rank: 62
FUSR.DE Omega Ratio Rank: 63
FUSR.DE Calmar Ratio Rank: 69
FUSR.DE Martin Ratio Rank: 67

DELG.DE

DELG.DE Risk / Return Rank: 59
DELG.DE Sharpe Ratio Rank: 60
DELG.DE Sortino Ratio Rank: 59
DELG.DE Omega Ratio Rank: 61
DELG.DE Calmar Ratio Rank: 58
DELG.DE Martin Ratio Rank: 59

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.

FUSR.DE vs. DELG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.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.

	FUSR.DE	DELG.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.11	1.99	+0.11
Sortino ratio: Return per unit of downside risk	2.87	2.76	+0.11
Omega ratio: Gain probability vs. loss probability	1.38	1.36	+0.01
Calmar ratio: Return relative to maximum drawdown	3.40	2.82	+0.58
Martin ratio: Return relative to average drawdown	12.17	10.31	+1.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUSR.DE vs. DELG.DE - Sharpe Ratio Comparison

The current FUSR.DE Sharpe Ratio is 2.11, which is comparable to the DELG.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of FUSR.DE and DELG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FUSR.DE	DELG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	1.99	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.90	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	0.81	+0.21

Drawdowns

FUSR.DE vs. DELG.DE - Drawdown Comparison

The maximum FUSR.DE drawdown since its inception was -24.29%, smaller than the maximum DELG.DE drawdown of -31.08%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and DELG.DE.

Drawdown Indicators

	FUSR.DE	DELG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-24.29%	-31.08%	+6.79%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-9.15%	+1.30%
Max Drawdown (3Y) Largest decline over 3 years	-24.29%	-24.38%	+0.09%
Max Drawdown (5Y) Largest decline over 5 years	-24.29%	-24.38%	+0.09%
Current Drawdown Current decline from peak	-0.25%	-0.57%	+0.32%
Average Drawdown Average peak-to-trough decline	-4.40%	-5.47%	+1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.51%	-0.31%

Volatility

FUSR.DE vs. DELG.DE - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 2.62%, while L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) has a volatility of 3.31%. This indicates that FUSR.DE experiences smaller price fluctuations and is considered to be less risky than DELG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FUSR.DE	DELG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	3.31%	-0.69%
Volatility (6M) Calculated over the trailing 6-month period	8.39%	8.95%	-0.56%
Volatility (1Y) Calculated over the trailing 1-year period	12.69%	12.95%	-0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.84%	16.14%	-0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.99%	18.82%	-2.83%

FUSR.DE vs. DELG.DE - Expense Ratio Comparison

FUSR.DE has a 0.30% expense ratio, which is higher than DELG.DE's 0.12% expense ratio.

Dividends

FUSR.DE vs. DELG.DE - Dividend Comparison

Neither FUSR.DE nor DELG.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FUSR.DE and DELG.DE in my portfolio?

With a correlation of 0.92, FUSR.DE and DELG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, FUSR.DE or DELG.DE?

On fees, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FUSR.DE or DELG.DE?

DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for FUSR.DE.

What is the main difference between FUSR.DE and DELG.DE?

FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while DELG.DE tracks Foxberry Sustainability Consensus US. They also come from different issuers: Fidelity and Legal & General. Their fees differ too: 0.30% for FUSR.DE and 0.12% for DELG.DE.