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KLMT.DE vs. FSCM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KLMT.DE vs. FSCM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) and Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE). The values are adjusted to include any dividend payments, if applicable.

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KLMT.DE vs. FSCM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KLMT.DE
Amundi Global Aggregate Green Bond UCITS ETF Acc
0.16%-0.22%3.21%6.84%-18.17%0.54%
FSCM.DE
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD
1.05%-2.57%6.58%5.69%-10.75%5.55%

Returns By Period

In the year-to-date period, KLMT.DE achieves a 0.16% return, which is significantly lower than FSCM.DE's 1.05% return.


KLMT.DE

1D
0.66%
1M
-1.41%
YTD
0.16%
6M
0.18%
1Y
0.74%
3Y*
2.74%
5Y*
-2.01%
10Y*

FSCM.DE

1D
0.18%
1M
-0.60%
YTD
1.05%
6M
1.22%
1Y
-1.16%
3Y*
2.99%
5Y*
0.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KLMT.DE vs. FSCM.DE - Expense Ratio Comparison

Both KLMT.DE and FSCM.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

KLMT.DE vs. FSCM.DE — Risk / Return Rank

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

KLMT.DE
KLMT.DE Risk / Return Rank: 1616
Overall Rank
KLMT.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
KLMT.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
KLMT.DE Omega Ratio Rank: 1313
Omega Ratio Rank
KLMT.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
KLMT.DE Martin Ratio Rank: 2020
Martin Ratio Rank

FSCM.DE
FSCM.DE Risk / Return Rank: 88
Overall Rank
FSCM.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FSCM.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
FSCM.DE Omega Ratio Rank: 88
Omega Ratio Rank
FSCM.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
FSCM.DE Martin Ratio Rank: 88
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.

KLMT.DE vs. FSCM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) and Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE). 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.


KLMT.DEFSCM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.20

-0.14

+0.34

Sortino ratio

Return per unit of downside risk

0.30

-0.13

+0.43

Omega ratio

Gain probability vs. loss probability

1.04

0.98

+0.06

Calmar ratio

Return relative to maximum drawdown

0.37

-0.20

+0.57

Martin ratio

Return relative to average drawdown

1.40

-0.47

+1.87

KLMT.DE vs. FSCM.DE - Sharpe Ratio Comparison

The current KLMT.DE Sharpe Ratio is 0.20, which is higher than the FSCM.DE Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of KLMT.DE and FSCM.DE, 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


KLMT.DEFSCM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

-0.14

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.09

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.13

-0.40

Correlation

The correlation between KLMT.DE and FSCM.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KLMT.DE vs. FSCM.DE - Dividend Comparison

KLMT.DE has not paid dividends to shareholders, while FSCM.DE's dividend yield for the trailing twelve months is around 5.12%.


TTM20252024202320222021
KLMT.DE
Amundi Global Aggregate Green Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%
FSCM.DE
Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD
5.12%4.41%4.65%4.31%2.84%0.93%

Drawdowns

KLMT.DE vs. FSCM.DE - Drawdown Comparison

The maximum KLMT.DE drawdown since its inception was -21.03%, which is greater than FSCM.DE's maximum drawdown of -12.64%. Use the drawdown chart below to compare losses from any high point for KLMT.DE and FSCM.DE.


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Drawdown Indicators


KLMT.DEFSCM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.03%

-12.64%

-8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-5.83%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.36%

-12.64%

-7.72%

Current Drawdown

Current decline from peak

-12.30%

-3.86%

-8.44%

Average Drawdown

Average peak-to-trough decline

-10.82%

-5.68%

-5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

2.47%

-1.63%

Volatility

KLMT.DE vs. FSCM.DE - Volatility Comparison

Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) has a higher volatility of 1.78% compared to Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF INC-USD (FSCM.DE) at 1.53%. This indicates that KLMT.DE's price experiences larger fluctuations and is considered to be riskier than FSCM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KLMT.DEFSCM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.53%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

3.48%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

8.26%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

6.88%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.77%

6.88%

-0.11%