FUSS.L vs. FEMQ.L
Compare and contrast key facts about Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.L).
FUSS.L and FEMQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FUSS.L is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 TR USD. It was launched on May 21, 2020. FEMQ.L is a passively managed fund by Fidelity that tracks the performance of the MSCI EM NR USD. It was launched on Nov 20, 2017. Both FUSS.L and FEMQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FUSS.L vs. FEMQ.L - Performance Comparison
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FUSS.L vs. FEMQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FUSS.L Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | -3.49% | 9.84% | 28.34% | 22.30% | -11.83% | 28.45% | 13.81% |
FEMQ.L Fidelity Emerging Markets Quality Income UCITS ETF | 6.68% | 20.96% | 6.49% | 9.64% | -15.02% | 7.70% | 18.74% |
Returns By Period
In the year-to-date period, FUSS.L achieves a -3.49% return, which is significantly lower than FEMQ.L's 6.68% return.
FUSS.L
- 1D
- 1.58%
- 1M
- -3.41%
- YTD
- -3.49%
- 6M
- -0.13%
- 1Y
- 16.20%
- 3Y*
- 16.58%
- 5Y*
- 12.46%
- 10Y*
- —
FEMQ.L
- 1D
- 2.99%
- 1M
- -4.56%
- YTD
- 6.68%
- 6M
- 10.07%
- 1Y
- 28.85%
- 3Y*
- 13.88%
- 5Y*
- 5.43%
- 10Y*
- —
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FUSS.L vs. FEMQ.L - Expense Ratio Comparison
FUSS.L has a 0.30% expense ratio, which is lower than FEMQ.L's 0.50% expense ratio.
Return for Risk
FUSS.L vs. FEMQ.L — Risk / Return Rank
FUSS.L
FEMQ.L
FUSS.L vs. FEMQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.L). 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.
| FUSS.L | FEMQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.92 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.55 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.35 | -1.40 |
Martin ratioReturn relative to average drawdown | 6.58 | 10.82 | -4.23 |
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
| FUSS.L | FEMQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.92 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.38 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.33 | +0.58 |
Correlation
The correlation between FUSS.L and FEMQ.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FUSS.L vs. FEMQ.L - Dividend Comparison
Neither FUSS.L nor FEMQ.L has paid dividends to shareholders.
Drawdowns
FUSS.L vs. FEMQ.L - Drawdown Comparison
The maximum FUSS.L drawdown since its inception was -22.18%, smaller than the maximum FEMQ.L drawdown of -28.13%. Use the drawdown chart below to compare losses from any high point for FUSS.L and FEMQ.L.
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Drawdown Indicators
| FUSS.L | FEMQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.18% | -28.13% | +5.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -10.91% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -25.31% | +3.13% |
Current DrawdownCurrent decline from peak | -5.64% | -6.05% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -8.16% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.72% | -0.28% |
Volatility
FUSS.L vs. FEMQ.L - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) is 3.82%, while Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.L) has a volatility of 5.60%. This indicates that FUSS.L experiences smaller price fluctuations and is considered to be less risky than FEMQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUSS.L | FEMQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 5.60% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 10.52% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 14.99% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 14.33% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 17.22% | -1.92% |