SGAS.DE vs. FUSR.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) are both Large Cap Blend Equities funds - SGAS.DE tracks the MSCI USA ESG Screened while FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity. Both are passively managed. Over the past 5 years, SGAS.DE returned 15.10%/yr vs 14.75%/yr for FUSR.DE. With a 0.98 correlation, they move nearly in lockstep. SGAS.DE charges 0.07%/yr vs 0.30%/yr for FUSR.DE.
Performance
SGAS.DE vs. FUSR.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SGAS.DE having a 11.26% return and FUSR.DE slightly lower at 10.99%.
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
FUSR.DE
- 1D
- 0.07%
- 1M
- 4.38%
- YTD
- 10.99%
- 6M
- 10.70%
- 1Y
- 26.84%
- 3Y*
- 19.47%
- 5Y*
- 14.75%
- 10Y*
- —
SGAS.DE vs. FUSR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 13.11% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.99% | 5.18% | 33.40% | 24.94% | -16.94% | 38.09% | 12.94% |
Correlation
The correlation between SGAS.DE and FUSR.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.98 |
The correlation between SGAS.DE and FUSR.DE has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.
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Return for Risk
SGAS.DE vs. FUSR.DE — Risk / Return Rank
SGAS.DE
FUSR.DE
SGAS.DE vs. FUSR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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.
| SGAS.DE | FUSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.40 | -0.32 |
| Martin ratioReturn relative to average drawdown | 10.78 | 12.17 | -1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGAS.DE | FUSR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.11 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.92 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 1.03 | -0.10 |
Drawdowns
SGAS.DE vs. FUSR.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, which is greater than FUSR.DE's maximum drawdown of -24.29%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and FUSR.DE.
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Drawdown Indicators
| SGAS.DE | FUSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -24.29% | -9.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -7.85% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -24.29% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -24.29% | -0.37% |
Current DrawdownCurrent decline from peak | -0.42% | -0.25% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.40% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.20% | +0.24% |
Volatility
SGAS.DE vs. FUSR.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.03% compared to Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) at 2.62%. This indicates that SGAS.DE's price experiences larger fluctuations and is considered to be riskier than FUSR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAS.DE | FUSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.62% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 8.39% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 12.69% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 15.84% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 15.99% | +1.62% |
SGAS.DE vs. FUSR.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than FUSR.DE's 0.30% expense ratio.
Dividends
SGAS.DE vs. FUSR.DE - Dividend Comparison
Neither SGAS.DE nor FUSR.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, SGAS.DE and FUSR.DE 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, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for FUSR.DE.
SGAS.DE tracks MSCI USA ESG Screened, while FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.07% for SGAS.DE and 0.30% for FUSR.DE.
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