The words are synonyms, if you look it up in a dictionary you can find that a fetus is "an unborn or unhatched offspring of a mammal, in particular an unborn human more than eight weeks after conception". However, in organisms that reproduce sexually, an embryo develops from a zygote, the single cell resulting from the fertilization of the female egg cell by the male sperm cell. The aforementioned zygote possesses half the DNA of each of its two parents. Moreover, for plants, animals, and some protists, the zygote will begin to divide by mitosis to produce a multicellular organism, which in turn will create and embryo.