FUSR.DE vs. DGRW
FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - FUSR.DE is a Large Cap Blend Equities fund tracking the Fidelity Sustainable Research Enhanced US Equity, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 5 years, FUSR.DE returned 14.75%/yr vs 13.37%/yr for DGRW. A 0.53 correlation means they provide meaningful diversification when combined. FUSR.DE charges 0.30%/yr vs 0.28%/yr for DGRW.
Performance
FUSR.DE vs. DGRW - Performance Comparison
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Different Trading Currencies
FUSR.DE is traded in EUR, while DGRW is traded in USD. To make them comparable, the DGRW values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with FUSR.DE having a 10.99% return and DGRW slightly higher at 11.12%.
FUSR.DE
- 1D
- 0.07%
- 1M
- 4.38%
- YTD
- 10.99%
- 6M
- 10.70%
- 1Y
- 26.84%
- 3Y*
- 19.47%
- 5Y*
- 14.75%
- 10Y*
- —
DGRW
- 1D
- 0.57%
- 1M
- 4.87%
- YTD
- 11.12%
- 6M
- 9.79%
- 1Y
- 19.79%
- 3Y*
- 13.98%
- 5Y*
- 13.37%
- 10Y*
- 13.94%
FUSR.DE vs. DGRW - 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% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 11.12% | -1.14% | 24.71% | 15.10% | -0.53% | 33.77% | 9.90% |
Correlation
The correlation between FUSR.DE and DGRW is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.53 |
The correlation between FUSR.DE and DGRW has been stable across timeframes, ranging from 0.53 to 0.54 - a consistent structural relationship.
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Return for Risk
FUSR.DE vs. DGRW — Risk / Return Rank
FUSR.DE
DGRW
FUSR.DE vs. DGRW - 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 WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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 | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.23 | +0.18 |
| Martin ratioReturn relative to average drawdown | 12.17 | 12.78 | -0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FUSR.DE | DGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.91 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.94 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.84 | +0.19 |
Drawdowns
FUSR.DE vs. DGRW - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -24.29%, smaller than the maximum DGRW drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and DGRW.
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Drawdown Indicators
| FUSR.DE | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -31.38% | +7.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -6.16% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -24.29% | -20.78% | -3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.29% | -20.78% | -3.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.38% | — |
Current DrawdownCurrent decline from peak | -0.25% | 0.00% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -3.71% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.55% | +0.65% |
Volatility
FUSR.DE vs. DGRW - Volatility Comparison
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) has a higher volatility of 2.62% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 2.28%. This indicates that FUSR.DE's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUSR.DE | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.28% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.64% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 10.40% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 14.23% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 16.97% | -0.98% |
FUSR.DE vs. DGRW - Expense Ratio Comparison
FUSR.DE has a 0.30% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Dividends
FUSR.DE vs. DGRW - Dividend Comparison
FUSR.DE has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.26% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FUSR.DE and DGRW have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DGRW is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DGRW is cheaper with a 0.28% expense ratio, compared with 0.30% for FUSR.DE.
FUSR.DE is categorized as Large Cap Blend Equities, while DGRW is Dividend. FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Fidelity and WisdomTree. Their fees differ too: 0.30% for FUSR.DE and 0.28% for DGRW.
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