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

Performance

FUSS.L vs. LGUG.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 L&G US Equity UCITS ETF (LGUG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with FUSS.L having a 10.18% return and LGUG.L slightly higher at 10.49%.


FUSS.L

1D
0.21%
1M
4.74%
YTD
10.18%
6M
9.82%
1Y
29.98%
3Y*
19.64%
5Y*
14.92%
10Y*

LGUG.L

1D
-0.07%
1M
5.71%
YTD
10.49%
6M
10.18%
1Y
28.95%
3Y*
19.37%
5Y*
14.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
FUSS.L
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc
10.18%9.84%28.34%22.30%-11.83%28.45%13.81%
LGUG.L
L&G US Equity UCITS ETF
10.49%9.75%27.44%21.53%-10.98%29.52%15.28%

Correlation

The correlation between FUSS.L and LGUG.L is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.91

The correlation between FUSS.L and LGUG.L has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

FUSS.L vs. LGUG.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: 7777
Overall Rank
FUSS.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FUSS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
FUSS.L Omega Ratio Rank: 7979
Omega Ratio Rank
FUSS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
FUSS.L Martin Ratio Rank: 7070
Martin Ratio Rank

LGUG.L
LGUG.L Risk / Return Rank: 7878
Overall Rank
LGUG.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LGUG.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
LGUG.L Omega Ratio Rank: 8383
Omega Ratio Rank
LGUG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
LGUG.L Martin Ratio Rank: 6767
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. LGUG.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 L&G US Equity UCITS ETF (LGUG.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.LLGUG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.46

1.50

-0.03

Calmar ratioReturn relative to maximum drawdown

3.62

3.60

+0.02

Martin ratioReturn relative to average drawdown

12.87

12.19

+0.68

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

The current FUSS.L Sharpe Ratio is 2.60, which is comparable to the LGUG.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of FUSS.L and LGUG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FUSS.LLGUG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.66

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

1.03

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.20

-0.14

Drawdowns

FUSS.L vs. LGUG.L - Drawdown Comparison

The maximum FUSS.L drawdown since its inception was -22.18%, smaller than the maximum LGUG.L drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for FUSS.L and LGUG.L.


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Drawdown Indicators


FUSS.LLGUG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.18%

-24.75%

+2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-8.01%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-22.18%

-21.49%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-21.49%

-0.69%

Current Drawdown

Current decline from peak

-0.02%

-0.30%

+0.28%

Average Drawdown

Average peak-to-trough decline

-3.62%

-3.78%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.37%

-0.05%

Volatility

FUSS.L vs. LGUG.L - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) is 2.62%, while L&G US Equity UCITS ETF (LGUG.L) has a volatility of 2.89%. This indicates that FUSS.L experiences smaller price fluctuations and is considered to be less risky than LGUG.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.LLGUG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.89%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

7.56%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.50%

10.83%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

14.84%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

17.37%

-2.20%

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

FUSS.L has a 0.30% expense ratio, which is higher than LGUG.L's 0.05% expense ratio.


Dividends

FUSS.L vs. LGUG.L - Dividend Comparison

Neither FUSS.L nor LGUG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, FUSS.L and LGUG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, LGUG.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGUG.L is cheaper with a 0.05% expense ratio, compared with 0.30% for FUSS.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: Fidelity and Legal & General. Their fees differ too: 0.30% for FUSS.L and 0.05% for LGUG.L.

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