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

Performance

FUSR.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FUSR.DE achieves a 10.99% return, which is significantly lower than FLXU.DE's 12.87% return.


FUSR.DE

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

FLXU.DE

1D
-0.15%
1M
4.95%
YTD
12.87%
6M
12.95%
1Y
27.17%
3Y*
15.56%
5Y*
13.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUSR.DE vs. FLXU.DE - 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%
FLXU.DE
Franklin U.S. Equity UCITS ETF
12.87%8.49%16.79%11.05%-3.81%38.42%5.52%

Correlation

The correlation between FUSR.DE and FLXU.DE is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.88

The correlation between FUSR.DE and FLXU.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

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Return for Risk

FUSR.DE vs. FLXU.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: 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

FLXU.DE
FLXU.DE Risk / Return Rank: 7676
Overall Rank
FLXU.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FLXU.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
FLXU.DE Omega Ratio Rank: 7070
Omega Ratio Rank
FLXU.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
FLXU.DE Martin Ratio Rank: 8484
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. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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.DEFLXU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

3.40

4.70

-1.29

Martin ratioReturn relative to average drawdown

12.17

17.09

-4.92

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

The current FUSR.DE Sharpe Ratio is 2.11, which is comparable to the FLXU.DE Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FUSR.DE and FLXU.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.


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Sharpe Ratios by Period


FUSR.DEFLXU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.23

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.94

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.90

+0.13

Drawdowns

FUSR.DE vs. FLXU.DE - Drawdown Comparison

The maximum FUSR.DE drawdown since its inception was -24.29%, smaller than the maximum FLXU.DE drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and FLXU.DE.


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Drawdown Indicators


FUSR.DEFLXU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.29%

-32.92%

+8.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

-5.76%

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-24.29%

-23.04%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.29%

-23.04%

-1.25%

Current Drawdown

Current decline from peak

-0.25%

-0.15%

-0.10%

Average Drawdown

Average peak-to-trough decline

-4.40%

-3.92%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.59%

+0.61%

Volatility

FUSR.DE vs. FLXU.DE - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 2.62%, while Franklin U.S. Equity UCITS ETF (FLXU.DE) has a volatility of 3.43%. This indicates that FUSR.DE experiences smaller price fluctuations and is considered to be less risky than FLXU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUSR.DEFLXU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

3.43%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

8.59%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

12.12%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

13.86%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

15.48%

+0.51%

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

FUSR.DE has a 0.30% expense ratio, which is higher than FLXU.DE's 0.25% expense ratio.


Dividends

FUSR.DE vs. FLXU.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FUSR.DE and FLXU.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXU.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for FUSR.DE.

FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while FLXU.DE tracks Russell 1000 TR USD. They also come from different issuers: Fidelity and Franklin Templeton. Their fees differ too: 0.30% for FUSR.DE and 0.25% for FLXU.DE.

Portfolio Optimizer

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