FUSS.L vs. FGLS.L
Compare and contrast key facts about Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.L).
FUSS.L and FGLS.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. FGLS.L is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI NR USD. It was launched on May 27, 2020. Both FUSS.L and FGLS.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. FGLS.L - Performance Comparison
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FUSS.L vs. FGLS.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% |
FGLS.L Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc | -4.09% | 10.06% | 19.92% | 17.58% | -9.61% | 23.93% | 12.54% |
Returns By Period
In the year-to-date period, FUSS.L achieves a -3.49% return, which is significantly higher than FGLS.L's -4.09% 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*
- —
FGLS.L
- 1D
- 0.72%
- 1M
- -5.20%
- YTD
- -4.09%
- 6M
- -0.82%
- 1Y
- 12.58%
- 3Y*
- 12.33%
- 5Y*
- 9.75%
- 10Y*
- —
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FUSS.L vs. FGLS.L - Expense Ratio Comparison
FUSS.L has a 0.30% expense ratio, which is lower than FGLS.L's 0.35% expense ratio.
Return for Risk
FUSS.L vs. FGLS.L — Risk / Return Rank
FUSS.L
FGLS.L
FUSS.L vs. FGLS.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 Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.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 | FGLS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.96 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.39 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.20 | +0.75 |
Martin ratioReturn relative to average drawdown | 6.58 | 5.08 | +1.51 |
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 | FGLS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.96 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.73 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.83 | +0.08 |
Correlation
The correlation between FUSS.L and FGLS.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FUSS.L vs. FGLS.L - Dividend Comparison
Neither FUSS.L nor FGLS.L has paid dividends to shareholders.
Drawdowns
FUSS.L vs. FGLS.L - Drawdown Comparison
The maximum FUSS.L drawdown since its inception was -22.18%, which is greater than FGLS.L's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for FUSS.L and FGLS.L.
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Drawdown Indicators
| FUSS.L | FGLS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.18% | -19.90% | -2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -10.51% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -19.90% | -2.28% |
Current DrawdownCurrent decline from peak | -5.64% | -6.09% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -3.23% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.48% | -0.04% |
Volatility
FUSS.L vs. FGLS.L - Volatility Comparison
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.L) have volatilities of 3.82% and 3.96%, 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
| FUSS.L | FGLS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.96% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 8.17% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 14.48% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 13.43% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 13.81% | +1.49% |