PortfoliosLab logoPortfoliosLab logo
SGAS.DE vs. FUSR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGAS.DE vs. FUSR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGAS.DE vs. FUSR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SGAS.DE vs. FUSR.DE — Risk / Return Rank

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

SGAS.DE
SGAS.DE Risk / Return Rank: 6363
Overall Rank
SGAS.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SGAS.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
SGAS.DE Omega Ratio Rank: 6565
Omega Ratio Rank
SGAS.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
SGAS.DE Martin Ratio Rank: 6161
Martin Ratio Rank

FUSR.DE
FUSR.DE Risk / Return Rank: 6565
Overall Rank
FUSR.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FUSR.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
FUSR.DE Omega Ratio Rank: 6363
Omega Ratio Rank
FUSR.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
FUSR.DE 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.

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.DEFUSR.DEDifference
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

SGAS.DE vs. FUSR.DE - Sharpe Ratio Comparison

The current SGAS.DE Sharpe Ratio is 2.11, which is comparable to the FUSR.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of SGAS.DE and FUSR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SGAS.DEFUSR.DEDifference

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.


Loading charts...

Drawdown Indicators


SGAS.DEFUSR.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.42%

-0.25%

-0.17%

Average Drawdown

Average peak-to-trough decline

-4.83%

-4.40%

-0.43%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


SGAS.DEFUSR.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for SGAS.DE and FUSR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer