FUSR.DE vs. DGRW
Compare and contrast key facts about Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and WisdomTree U.S. Dividend Growth Fund (DGRW).
FUSR.DE and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FUSR.DE is a passively managed fund by Fidelity International that tracks the performance of the Fidelity Sustainable Research Enhanced US Equity. It was launched on May 21, 2020. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both FUSR.DE and DGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUSR.DE or DGRW.
Key characteristics
| FUSR.DE | DGRW | |
|---|---|---|
| YTD Return | 30.72% | 22.77% |
| 1Y Return | 38.53% | 33.15% |
| 3Y Return (Ann) | 12.06% | 12.50% |
| Sharpe Ratio | 3.03 | 3.13 |
| Sortino Ratio | 4.14 | 4.34 |
| Omega Ratio | 1.63 | 1.59 |
| Calmar Ratio | 4.43 | 5.35 |
| Martin Ratio | 19.73 | 20.35 |
| Ulcer Index | 1.87% | 1.64% |
| Daily Std Dev | 12.14% | 10.70% |
| Max Drawdown | -18.41% | -32.04% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FUSR.DE and DGRW is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FUSR.DE vs. DGRW - Performance Comparison
In the year-to-date period, FUSR.DE achieves a 30.72% return, which is significantly higher than DGRW's 22.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
FUSR.DE vs. DGRW - Risk-Adjusted Performance 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. 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.
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 1.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.49% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
FUSR.DE vs. DGRW - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -18.41%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and DGRW. For additional features, visit the drawdowns tool.
Volatility
FUSR.DE vs. DGRW - Volatility Comparison
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and WisdomTree U.S. Dividend Growth Fund (DGRW) have volatilities of 3.61% and 3.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.