FUSR.DE vs. SCHD
FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - FUSR.DE is a Large Cap Blend Equities fund tracking the Fidelity Sustainable Research Enhanced US Equity, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 5 years, FUSR.DE returned 14.75%/yr vs 9.38%/yr for SCHD. At a 0.37 correlation, their price movements are largely independent. FUSR.DE charges 0.30%/yr vs 0.06%/yr for SCHD.
Performance
FUSR.DE vs. SCHD - Performance Comparison
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Different Trading Currencies
FUSR.DE is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, FUSR.DE achieves a 10.99% return, which is significantly lower than SCHD's 20.43% 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*
- —
SCHD
- 1D
- 0.00%
- 1M
- 2.89%
- YTD
- 20.43%
- 6M
- 19.23%
- 1Y
- 25.81%
- 3Y*
- 12.28%
- 5Y*
- 9.38%
- 10Y*
- 12.47%
FUSR.DE vs. SCHD - 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% |
SCHD Schwab U.S. Dividend Equity ETF | 21.18% | -8.04% | 19.03% | 1.41% | 2.74% | 39.59% | 12.09% |
Correlation
The correlation between FUSR.DE and SCHD is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.37 |
Over the past year, the correlation between FUSR.DE and SCHD has dropped to 0.10 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
FUSR.DE vs. SCHD — Risk / Return Rank
FUSR.DE
SCHD
FUSR.DE vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 6.24 | -2.84 |
| Martin ratioReturn relative to average drawdown | 12.17 | 14.97 | -2.81 |
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 | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.22 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.65 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.88 | +0.15 |
Drawdowns
FUSR.DE vs. SCHD - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -24.29%, smaller than the maximum SCHD drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and SCHD.
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Drawdown Indicators
| FUSR.DE | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -32.28% | +7.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -4.15% | -3.70% |
Max Drawdown (3Y)Largest decline over 3 years | -24.29% | -21.40% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.29% | -21.40% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.28% | — |
Current DrawdownCurrent decline from peak | -0.25% | -1.46% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -4.43% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.73% | +0.47% |
Volatility
FUSR.DE vs. SCHD - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 2.62%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.99%. This indicates that FUSR.DE experiences smaller price fluctuations and is considered to be less risky than SCHD 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 | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.99% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 8.53% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 11.74% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 14.60% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 17.44% | -1.45% |
FUSR.DE vs. SCHD - Expense Ratio Comparison
FUSR.DE has a 0.30% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Dividends
FUSR.DE vs. SCHD - Dividend Comparison
FUSR.DE has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.24% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
FUSR.DE and SCHD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHD is cheaper with a 0.06% expense ratio, compared with 0.30% for FUSR.DE.
FUSR.DE is categorized as Large Cap Blend Equities, while SCHD is Dividend. FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Fidelity and Charles Schwab. Their fees differ too: 0.30% for FUSR.DE and 0.06% for SCHD.
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