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FUSR.DE vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUSR.DE vs. DGRW - 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 WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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

FUSR.DE vs. DGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

FUSR.DE
FUSR.DE Risk / Return Rank: 6565
Overall Rank
FUSR.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FUSR.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
FUSR.DE Omega Ratio Rank: 6363
Omega Ratio Rank
FUSR.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
FUSR.DE Martin Ratio Rank: 6767
Martin Ratio Rank

DGRW
DGRW Risk / Return Rank: 6666
Overall Rank
DGRW Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 7272
Sortino Ratio Rank
DGRW Omega Ratio Rank: 7070
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6565
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.

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.DEDGRWDifference
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

FUSR.DE vs. DGRW - Sharpe Ratio Comparison

The current FUSR.DE Sharpe Ratio is 2.11, which is comparable to the DGRW Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of FUSR.DE and DGRW, 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


FUSR.DEDGRWDifference

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.DEDGRWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-4.40%

-3.71%

-0.69%

Ulcer Index

Depth 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.DEDGRWDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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