FWWFX vs. SUSC
FWWFX (Fidelity Worldwide Fund) and SUSC (iShares ESG Aware USD Corporate Bond ETF) are both funds - FWWFX is a Global Equities fund managed by Fidelity, while SUSC is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate ESG Focus Index. Over the past 5 years, FWWFX returned 11.70%/yr vs 0.19%/yr for SUSC. At a 0.20 correlation, their price movements are largely independent. FWWFX charges 1.00%/yr vs 0.18%/yr for SUSC.
Performance
FWWFX vs. SUSC - Performance Comparison
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Returns By Period
In the year-to-date period, FWWFX achieves a 18.32% return, which is significantly higher than SUSC's 0.69% return.
FWWFX
- 1D
- 3.62%
- 1M
- -0.37%
- YTD
- 18.32%
- 6M
- 19.17%
- 1Y
- 37.56%
- 3Y*
- 24.02%
- 5Y*
- 11.70%
- 10Y*
- 15.11%
SUSC
- 1D
- -0.11%
- 1M
- 0.60%
- YTD
- 0.69%
- 6M
- 1.16%
- 1Y
- 5.55%
- 3Y*
- 5.35%
- 5Y*
- 0.19%
- 10Y*
- —
FWWFX vs. SUSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FWWFX Fidelity Worldwide Fund | 18.32% | 16.16% | 27.65% | 24.96% | -25.74% | 18.49% | 30.91% | 28.97% | -4.53% | 8.77% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 0.69% | 7.57% | 1.91% | 8.58% | -15.95% | -1.57% | 9.57% | 14.43% | -3.13% | 1.74% |
Correlation
The correlation between FWWFX and SUSC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2017 | 0.20 |
The correlation between FWWFX and SUSC shifts across timeframes, from 0.20 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FWWFX vs. SUSC — Risk / Return Rank
FWWFX
SUSC
FWWFX vs. SUSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Worldwide Fund (FWWFX) and iShares ESG Aware USD Corporate Bond ETF (SUSC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FWWFX | SUSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.20 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 1.74 | +1.32 |
| Martin ratioReturn relative to average drawdown | 12.99 | 5.32 | +7.67 |
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Drawdowns
FWWFX vs. SUSC - Drawdown Comparison
The maximum FWWFX drawdown since its inception was -56.54%, which is greater than SUSC's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for FWWFX and SUSC.
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Drawdown Indicators
| FWWFX | SUSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.54% | -22.42% | -34.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -2.87% | -8.87% |
Max Drawdown (3Y)Largest decline over 3 years | -22.61% | -6.57% | -16.04% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -22.42% | -11.30% |
Max Drawdown (10Y)Largest decline over 10 years | -33.72% | — | — |
Current DrawdownCurrent decline from peak | -2.36% | -1.15% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -5.87% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 0.94% | +1.83% |
Volatility
FWWFX vs. SUSC - Volatility Comparison
Fidelity Worldwide Fund (FWWFX) has a higher volatility of 7.88% compared to iShares ESG Aware USD Corporate Bond ETF (SUSC) at 1.47%. This indicates that FWWFX's price experiences larger fluctuations and is considered to be riskier than SUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FWWFX | SUSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 1.47% | +6.41% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 3.30% | +11.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 4.41% | +14.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.09% | 7.19% | +11.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.89% | 7.62% | +11.27% |
FWWFX vs. SUSC - Expense Ratio Comparison
FWWFX has a 1.00% expense ratio, which is higher than SUSC's 0.18% expense ratio.
Dividends
FWWFX vs. SUSC - Dividend Comparison
FWWFX's dividend yield for the trailing twelve months is around 9.75%, more than SUSC's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWWFX Fidelity Worldwide Fund | 9.75% | 11.54% | 14.64% | 0.94% | 6.29% | 12.76% | 8.08% | 4.87% | 9.63% | 6.24% | 1.22% | 3.38% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.48% | 4.37% | 4.34% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.33% | 1.33% | 0.00% | 0.00% |
Frequently Asked Questions
FWWFX and SUSC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FWWFX has higher volatility (7.88%) compared to SUSC (1.47%). In terms of maximum drawdown, FWWFX dropped -56.54% vs SUSC's -22.42%.
FWWFX currently has the higher Sharpe Ratio (1.94 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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