FUSR.DE vs. FSCM.DE
FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) and FSCM.DE (Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD) are both exchange-traded funds - FUSR.DE is a Large Cap Blend Equities fund tracking the Fidelity Sustainable Research Enhanced US Equity, while FSCM.DE is a Global Corporate Bonds fund tracking the Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor. Both are passively managed. Over the past 5 years, FUSR.DE returned 14.75%/yr vs 1.06%/yr for FSCM.DE. At a 0.23 correlation, their price movements are largely independent. FUSR.DE charges 0.30%/yr vs 0.25%/yr for FSCM.DE.
Performance
FUSR.DE vs. FSCM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FUSR.DE achieves a 10.99% return, which is significantly higher than FSCM.DE's 1.79% 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*
- —
FSCM.DE
- 1D
- 0.12%
- 1M
- 1.02%
- YTD
- 1.79%
- 6M
- 1.29%
- 1Y
- 3.00%
- 3Y*
- 2.99%
- 5Y*
- 1.06%
- 10Y*
- —
FUSR.DE vs. FSCM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.99% | 5.18% | 33.40% | 24.94% | -16.94% | 26.68% |
FSCM.DE Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD | 1.79% | -2.57% | 6.58% | 5.69% | -10.75% | 5.55% |
Correlation
The correlation between FUSR.DE and FSCM.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2021 | 0.23 |
The correlation between FUSR.DE and FSCM.DE shifts across timeframes, from 0.23 (5 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FUSR.DE vs. FSCM.DE — Risk / Return Rank
FUSR.DE
FSCM.DE
FUSR.DE vs. FSCM.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 Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.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 | FSCM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.11 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 1.17 | +2.23 |
| Martin ratioReturn relative to average drawdown | 12.17 | 2.93 | +9.24 |
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 | FSCM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.62 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.15 | +0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.14 | +0.89 |
Drawdowns
FUSR.DE vs. FSCM.DE - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -24.29%, which is greater than FSCM.DE's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and FSCM.DE.
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Drawdown Indicators
| FUSR.DE | FSCM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -12.64% | -11.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -2.57% | -5.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.29% | -8.72% | -15.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.29% | -12.64% | -11.65% |
Current DrawdownCurrent decline from peak | -0.25% | -3.15% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -5.62% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.03% | +1.17% |
Volatility
FUSR.DE vs. FSCM.DE - Volatility Comparison
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) has a higher volatility of 2.62% compared to Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) at 1.91%. This indicates that FUSR.DE's price experiences larger fluctuations and is considered to be riskier than FSCM.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.DE | FSCM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 1.91% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 3.65% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 4.88% | +7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 6.88% | +8.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 6.83% | +9.16% |
FUSR.DE vs. FSCM.DE - Expense Ratio Comparison
FUSR.DE has a 0.30% expense ratio, which is higher than FSCM.DE's 0.25% expense ratio.
Dividends
FUSR.DE vs. FSCM.DE - Dividend Comparison
FUSR.DE has not paid dividends to shareholders, while FSCM.DE's dividend yield for the trailing twelve months is around 5.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FSCM.DE Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD | 5.11% | 4.41% | 4.65% | 4.31% | 2.84% | 0.93% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FUSR.DE and FSCM.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FSCM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FSCM.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for FUSR.DE.
FUSR.DE is categorized as Large Cap Blend Equities, while FSCM.DE is Global Corporate Bonds. FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while FSCM.DE tracks Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor. Their fees differ too: 0.30% for FUSR.DE and 0.25% for FSCM.DE.
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