FUSR.DE vs. MVEA.DE
FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, FUSR.DE returned 14.75%/yr vs 6.87%/yr for MVEA.DE. A 0.78 correlation means they provide meaningful diversification when combined. FUSR.DE charges 0.30%/yr vs 0.20%/yr for MVEA.DE.
Performance
FUSR.DE vs. MVEA.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 MVEA.DE's 2.43% 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*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 2.84%
- YTD
- 2.43%
- 6M
- 2.57%
- 1Y
- 0.83%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
FUSR.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 2.37% |
Correlation
The correlation between FUSR.DE and MVEA.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.78 |
Over the past year, the correlation between FUSR.DE and MVEA.DE has dropped to 0.47 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
FUSR.DE vs. MVEA.DE — Risk / Return Rank
FUSR.DE
MVEA.DE
FUSR.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.02 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 0.17 | +3.23 |
| Martin ratioReturn relative to average drawdown | 12.17 | 0.35 | +11.82 |
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 | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.09 | +2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.55 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.66 | +0.37 |
Drawdowns
FUSR.DE vs. MVEA.DE - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -24.29%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and MVEA.DE.
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Drawdown Indicators
| FUSR.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -17.47% | -6.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -4.92% | -2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -24.29% | -17.47% | -6.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.29% | -17.47% | -6.82% |
Current DrawdownCurrent decline from peak | -0.25% | -10.27% | +10.02% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -5.38% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.39% | -0.19% |
Volatility
FUSR.DE vs. MVEA.DE - Volatility Comparison
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) have volatilities of 2.62% and 2.72%, 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.
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Volatility by Period
| FUSR.DE | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.72% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 5.90% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 8.97% | +3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 12.27% | +3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 12.79% | +3.20% |
FUSR.DE vs. MVEA.DE - Expense Ratio Comparison
FUSR.DE has a 0.30% expense ratio, which is higher than MVEA.DE's 0.20% expense ratio.
Dividends
FUSR.DE vs. MVEA.DE - Dividend Comparison
Neither FUSR.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
FUSR.DE and MVEA.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for FUSR.DE.
FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.30% for FUSR.DE and 0.20% for MVEA.DE.
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