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Fidelity Sustainable Research Enhanced Europe Equi...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BKSBGT50
WKNA2P0ZP
IssuerFidelity International
Inception DateMay 18, 2020
CategoryEurope Equities
Index TrackedMSCI Europe NR EUR
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FEUR.L has a high expense ratio of 0.30%, indicating higher-than-average management fees.


Expense ratio chart for FEUR.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

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


Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


30.00%40.00%50.00%60.00%70.00%December2024FebruaryMarchAprilMay
49.53%
68.52%
FEUR.L (Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc had a return of 8.99% year-to-date (YTD) and 11.26% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.99%11.18%
1 month6.64%5.60%
6 months13.71%17.48%
1 year11.26%26.33%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.99%

Monthly Returns

The table below presents the monthly returns of FEUR.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.53%1.44%4.03%-0.65%8.99%
20235.54%0.71%0.47%2.61%-4.34%1.67%1.15%-2.18%-0.71%-3.26%4.93%4.98%11.56%
2022-3.92%-2.84%1.91%-1.33%0.49%-7.13%5.23%-2.26%-4.97%3.97%7.48%-0.61%-4.90%
2021-2.49%0.69%5.81%3.92%1.59%1.20%1.51%2.09%-2.47%3.06%-2.23%4.15%17.74%
20200.22%-1.78%2.30%-0.04%-6.05%13.09%2.69%9.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FEUR.L is 42, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FEUR.L is 4242
FEUR.L (Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc)
The Sharpe Ratio Rank of FEUR.L is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of FEUR.L is 3838Sortino Ratio Rank
The Omega Ratio Rank of FEUR.L is 3838Omega Ratio Rank
The Calmar Ratio Rank of FEUR.L is 5858Calmar Ratio Rank
The Martin Ratio Rank of FEUR.L is 3838Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FEUR.L
Sharpe ratio
The chart of Sharpe ratio for FEUR.L, currently valued at 0.94, compared to the broader market0.002.004.000.94
Sortino ratio
The chart of Sortino ratio for FEUR.L, currently valued at 1.43, compared to the broader market0.005.0010.001.43
Omega ratio
The chart of Omega ratio for FEUR.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for FEUR.L, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.12
Martin ratio
The chart of Martin ratio for FEUR.L, currently valued at 2.98, compared to the broader market0.0020.0040.0060.0080.00100.002.98
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc Sharpe ratio is 0.94. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.94
1.97
FEUR.L (Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.19%
-0.78%
FEUR.L (Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc was 16.72%, occurring on Oct 13, 2022. Recovery took 64 trading sessions.

The current Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc drawdown is 0.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.72%Nov 12, 2021229Oct 13, 202264Jan 16, 2023293
-9.8%Sep 16, 202032Oct 29, 20207Nov 9, 202039
-9.35%Apr 25, 2023131Oct 27, 202338Dec 20, 2023169
-6.84%Feb 17, 202321Mar 17, 202317Apr 13, 202338
-5.42%Sep 7, 202122Oct 6, 202118Nov 1, 202140

Volatility

Volatility Chart

The current Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc volatility is 3.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.45%
3.91%
FEUR.L (Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc)
Benchmark (^GSPC)