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

Performance

FUSR.DE vs. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FUSR.DE

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

LCUS.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUSR.DE vs. LCUS.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%
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%3.40%32.87%22.96%-15.87%37.82%12.28%

Correlation

The correlation between FUSR.DE and LCUS.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.62

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

0.82

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

0.85

The correlation between FUSR.DE and LCUS.DE shifts across timeframes, from 0.62 (3 years) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FUSR.DE vs. LCUS.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

LCUS.DE
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. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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.DELCUS.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.40

Martin ratioReturn relative to average drawdown

12.17

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


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Sharpe Ratios by Period


FUSR.DELCUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

Drawdowns

FUSR.DE vs. LCUS.DE - Drawdown Comparison


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Drawdown Indicators


FUSR.DELCUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

Max Drawdown (3Y)

Largest decline over 3 years

-24.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.29%

Current Drawdown

Current decline from peak

-0.25%

Average Drawdown

Average peak-to-trough decline

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

Volatility

FUSR.DE vs. LCUS.DE - Volatility Comparison


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Volatility by Period


FUSR.DELCUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

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

FUSR.DE has a 0.30% expense ratio, which is higher than LCUS.DE's 0.04% expense ratio.


Dividends

FUSR.DE vs. LCUS.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
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%
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%0.00%0.84%0.78%2.27%1.12%1.52%1.10%1.30%

Frequently Asked Questions


FUSR.DE and LCUS.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.30% for FUSR.DE.

FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while LCUS.DE tracks Russell 1000 TR USD. They also come from different issuers: Fidelity and Amundi. Their fees differ too: 0.30% for FUSR.DE and 0.04% for LCUS.DE.

Portfolio Optimizer

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