FUSR.DE vs. QDVR.DE
FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, FUSR.DE returned 14.75%/yr vs 12.24%/yr for QDVR.DE. Their correlation of 0.91 suggests significant overlap in exposure. FUSR.DE charges 0.30%/yr vs 0.20%/yr for QDVR.DE.
Performance
FUSR.DE vs. QDVR.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 lower than QDVR.DE's 14.85% 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*
- —
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
FUSR.DE vs. QDVR.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% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.83% |
Correlation
The correlation between FUSR.DE and QDVR.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.91 |
The correlation between FUSR.DE and QDVR.DE has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.
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Return for Risk
FUSR.DE vs. QDVR.DE — Risk / Return Rank
FUSR.DE
QDVR.DE
FUSR.DE vs. QDVR.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 MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.09 | +0.32 |
| Martin ratioReturn relative to average drawdown | 12.17 | 10.29 | +1.88 |
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 | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.76 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.78 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.89 | +0.14 |
Drawdowns
FUSR.DE vs. QDVR.DE - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -24.29%, smaller than the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and QDVR.DE.
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Drawdown Indicators
| FUSR.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -32.87% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -7.24% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -24.29% | -23.91% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.29% | -23.91% | -0.38% |
Current DrawdownCurrent decline from peak | -0.25% | 0.00% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -4.41% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.18% | +0.02% |
Volatility
FUSR.DE vs. QDVR.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 2.62%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that FUSR.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.67% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 9.02% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.69% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 15.53% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 16.34% | -0.35% |
FUSR.DE vs. QDVR.DE - Expense Ratio Comparison
FUSR.DE has a 0.30% expense ratio, which is higher than QDVR.DE's 0.20% expense ratio.
Dividends
FUSR.DE vs. QDVR.DE - Dividend Comparison
Neither FUSR.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
FUSR.DE and QDVR.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVR.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 QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.30% for FUSR.DE and 0.20% for QDVR.DE.
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