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FUSS.L vs. FGQD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FUSS.L vs. FGQD.L

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and Fidelity Global Quality Income ETF (FGQD.L).

FUSS.L and FGQD.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. FGQD.L is a passively managed fund by Fidelity that tracks the performance of the Fidelity Global Quality Income index. It was launched on Mar 27, 2017. Both FUSS.L and FGQD.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. FGQD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and Fidelity Global Quality Income ETF (FGQD.L). The values are adjusted to include any dividend payments, if applicable.

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FUSS.L vs. FGQD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
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%
FGQD.L
Fidelity Global Quality Income ETF		1.77%11.78%13.21%11.51%-0.25%23.78%9.14%
Different Trading Currencies

FUSS.L is traded in GBP, while FGQD.L is traded in GBp. To make them comparable, the FGQD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FUSS.L achieves a -3.49% return, which is significantly lower than FGQD.L's 1.77% 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*
—

FGQD.L

1D
1.53%
1M
-4.09%
YTD
1.77%
6M
5.42%
1Y
18.14%
3Y*
12.29%
5Y*
10.75%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc

Fidelity Global Quality Income ETF

Often compared with FUSS.L:
FUSS.L vs. SCHDFUSS.L vs. FUQA.LFUSS.L vs. FGLS.LFUSS.L vs. FEMD.LFUSS.L vs. FSED.LFUSS.L vs. FEMQ.LFUSS.L vs. FSMP.L
Often compared with FGQD.L:
FGQD.L vs. GGRP.LFGQD.L vs. SCHDFGQD.L vs. IMID.LFGQD.L vs. GGRG.LFGQD.L vs. TDIV.ASFGQD.L vs. XDEB.DEFGQD.L vs. FUSD.L

FUSS.L vs. FGQD.L - Expense Ratio Comparison

FUSS.L has a 0.30% expense ratio, which is lower than FGQD.L's 0.40% expense ratio.

FGQD.L
Fidelity Global Quality Income ETF
FUSS.L
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc

Return for Risk

FUSS.L vs. FGQD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FUSS.L
FUSS.L Risk / Return Rank: 5656
Overall Rank
FUSS.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FUSS.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
FUSS.L Omega Ratio Rank: 4949
Omega Ratio Rank
FUSS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
FUSS.L Martin Ratio Rank: 5959
Martin Ratio Rank
FGQD.L
FGQD.L Risk / Return Rank: 7777
Overall Rank
FGQD.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FGQD.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
FGQD.L Omega Ratio Rank: 7575
Omega Ratio Rank
FGQD.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
FGQD.L Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FUSS.L vs. FGQD.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 Global Quality Income ETF (FGQD.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.LFGQD.LDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.38

-0.39

Sortino ratio

Return per unit of downside risk

1.45

1.84

-0.40

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.95

2.52

-0.57

Martin ratio

Return relative to average drawdown

6.58

9.89

-3.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUSS.L vs. FGQD.L - Sharpe Ratio Comparison

The current FUSS.L Sharpe Ratio is 0.99, which is comparable to the FGQD.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FUSS.L and FGQD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FUSS.LFGQD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.38

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.88

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.80

+0.11

Correlation

The correlation between FUSS.L and FGQD.L is 0.88, 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. FGQD.L - Dividend Comparison

FUSS.L has not paid dividends to shareholders, while FGQD.L's dividend yield for the trailing twelve months is around 1.81%.

TTM202520242023202220212020201920182017
FUSS.L
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%
FGQD.L
Fidelity Global Quality Income ETF		1.81%1.87%2.31%2.78%2.69%2.46%2.60%2.44%2.70%1.56%

Drawdowns

FUSS.L vs. FGQD.L - Drawdown Comparison

The maximum FUSS.L drawdown since its inception was -22.18%, smaller than the maximum FGQD.L drawdown of -26.43%. Use the drawdown chart below to compare losses from any high point for FUSS.L and FGQD.L.

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Drawdown Indicators

FUSS.LFGQD.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.18%

-26.43%

+4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-10.57%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-16.90%

-5.28%

Current Drawdown

Current decline from peak

-5.64%

-4.12%

-1.52%

Average Drawdown

Average peak-to-trough decline

-3.70%

-2.94%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

1.77%

+0.67%

Volatility

FUSS.L vs. FGQD.L - Volatility Comparison

Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) has a higher volatility of 3.82% compared to Fidelity Global Quality Income ETF (FGQD.L) at 3.39%. This indicates that FUSS.L's price experiences larger fluctuations and is considered to be riskier than FGQD.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.LFGQD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

3.39%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

7.05%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

13.16%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

12.16%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

14.72%

+0.58%