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KLMG.L vs. FSMP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KLMG.L vs. FSMP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) and Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KLMG.L achieves a 0.83% return, which is significantly higher than FSMP.L's 0.41% return.


KLMG.L

1D
0.09%
1M
0.83%
YTD
0.83%
6M
-1.34%
1Y
0.36%
3Y*
3.69%
5Y*
-1.59%
10Y*

FSMP.L

1D
0.17%
1M
0.83%
YTD
0.41%
6M
0.66%
1Y
4.52%
3Y*
5.19%
5Y*
0.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KLMG.L vs. FSMP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KLMG.L
Lyxor Green Bond UCITS ETF GBP Hedged Dist
0.83%1.12%3.03%8.52%-18.95%-0.22%
FSMP.L
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged)
0.41%6.37%2.95%8.01%-15.03%3.48%

Correlation

The correlation between KLMG.L and FSMP.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

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

0.76

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

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2021

0.77

The correlation between KLMG.L and FSMP.L has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

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Return for Risk

KLMG.L vs. FSMP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KLMG.L
KLMG.L Risk / Return Rank: 1010
Overall Rank
KLMG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KLMG.L Sortino Ratio Rank: 99
Sortino Ratio Rank
KLMG.L Omega Ratio Rank: 99
Omega Ratio Rank
KLMG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
KLMG.L Martin Ratio Rank: 1010
Martin Ratio Rank

FSMP.L
FSMP.L Risk / Return Rank: 3434
Overall Rank
FSMP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FSMP.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
FSMP.L Omega Ratio Rank: 3131
Omega Ratio Rank
FSMP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
FSMP.L Martin Ratio Rank: 3535
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.

KLMG.L vs. FSMP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) and Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.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.


KLMG.LFSMP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.02

1.21

-0.19

Calmar ratioReturn relative to maximum drawdown

0.09

1.64

-1.55

Martin ratioReturn relative to average drawdown

0.20

5.28

-5.08

KLMG.L vs. FSMP.L - Sharpe Ratio Comparison

The current KLMG.L Sharpe Ratio is 0.08, which is lower than the FSMP.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of KLMG.L and FSMP.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


KLMG.LFSMP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

1.18

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.07

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.14

-0.46

Drawdowns

KLMG.L vs. FSMP.L - Drawdown Comparison

The maximum KLMG.L drawdown since its inception was -24.10%, which is greater than FSMP.L's maximum drawdown of -20.12%. Use the drawdown chart below to compare losses from any high point for KLMG.L and FSMP.L.


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Drawdown Indicators


KLMG.LFSMP.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.10%

-20.12%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-2.75%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-3.94%

-4.39%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

-20.12%

-2.94%

Current Drawdown

Current decline from peak

-11.23%

-0.63%

-10.60%

Average Drawdown

Average peak-to-trough decline

-12.13%

-7.68%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

0.85%

+0.95%

Volatility

KLMG.L vs. FSMP.L - Volatility Comparison

Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) has a higher volatility of 1.72% compared to Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) (FSMP.L) at 1.56%. This indicates that KLMG.L's price experiences larger fluctuations and is considered to be riskier than FSMP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KLMG.LFSMP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.56%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

3.03%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

3.83%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

5.91%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.58%

5.91%

-0.33%

KLMG.L vs. FSMP.L - Expense Ratio Comparison

Both KLMG.L and FSMP.L have an expense ratio of 0.30%.


Dividends

KLMG.L vs. FSMP.L - Dividend Comparison

Neither KLMG.L nor FSMP.L has paid dividends to shareholders.


PositionTTM20252024202320222021
FSMP.L
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged)
0.00%0.00%0.00%0.00%0.00%0.00%
KLMG.L
Lyxor Green Bond UCITS ETF GBP Hedged Dist
0.00%0.00%2.02%1.44%1.28%1.03%

Frequently Asked Questions


KLMG.L and FSMP.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

KLMG.L and FSMP.L have the same expense ratio: 0.30% per year.

Both ETFs track Bloomberg Gbl Agg Corp TR Hdg GBP. They also come from different issuers: Amundi and Fidelity.

Portfolio Optimizer

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