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Fidelity Europe Quality Income UCITS ETF (FEUI.L) Sharpe Ratio: 1.53

ETF · Currency in GBP · Last updated Jun 4, 2026

FEUI.L is a passive ETF by Fidelity tracking the investment results of the MSCI Europe High Div Yld NR EUR. FEUI.L launched on Sep 9, 2019 and has a 0.30% expense ratio.

FEUI.L's Sharpe Ratio of 1.53 indicates that for each unit of volatility, it generates 1.53 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

FEUI.L Sharpe Ratio Rank

FEUI.L Sharpe Ratio Rank: 43.143
Average

FEUI.L ranks above 43.1% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

FEUI.L Sharpe Ratio Market Positioning

The chart shows FEUI.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.84 or lower
  • Yellow zone (middle 50%): 0.84 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.87+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares Fidelity Europe Quality Income UCITS ETF's Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how FEUI.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JRDZ.LJPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)6.49
UD03.LUBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis3.44
IEFV.LiShares Edge MSCI Europe Value Factor UCITS ETF2.75
EEIP.LWisdomTree Europe Equity Income UCITS ETF Acc2.69
EVAL.LSPDR MSCI Europe Value UCITS ETF2.61
FEUD.LFirst Trust Eurozone AlphaDEX® UCITS ETF Class B Shares2.59
LDEG.LL&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF2.57
LCPE.LOssiam Shiller Barclays Cape Europe Sector Value TR UCITS2.49
IEDL.LiShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)2.44
IEVL.LiShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating2.39
FEUI.LFidelity Europe Quality Income UCITS ETF1.53

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FEUI.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FEUI.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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