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Fidelity Sustainable Research Enhanced Pacific ex-...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BNGFMY78
WKNA2QD42
IssuerFidelity International
Inception DateDec 3, 2020
CategoryAsia Pacific Equities
Index TrackedMSCI Pacific Ex Japan NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


Expense ratio chart for FPXS.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 Pacific ex-Japan Equity UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Fidelity Sustainable Research Enhanced Pacific ex-Japan 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.


0.00%10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchAprilMay
16.98%
52.09%
FPXS.L (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc had a return of 3.77% year-to-date (YTD) and 6.60% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.77%11.18%
1 month8.07%5.60%
6 months10.53%17.48%
1 year6.60%26.33%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.99%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.78%0.79%2.52%-0.96%3.77%
20236.87%-5.29%-1.46%-1.18%-5.28%2.26%3.12%-4.92%0.67%-3.84%2.21%8.20%0.21%
2022-5.84%3.13%8.88%-1.31%-1.58%-4.36%3.88%2.03%-5.68%-2.95%9.89%-0.47%4.23%
2021-1.03%2.11%2.52%3.45%0.28%-0.13%-1.23%1.47%-2.37%2.93%-3.32%2.38%7.01%
20200.87%0.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FPXS.L is 21, indicating that it is in the bottom 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FPXS.L is 2121
FPXS.L (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc)
The Sharpe Ratio Rank of FPXS.L is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of FPXS.L is 1818Sortino Ratio Rank
The Omega Ratio Rank of FPXS.L is 1919Omega Ratio Rank
The Calmar Ratio Rank of FPXS.L is 2727Calmar Ratio Rank
The Martin Ratio Rank of FPXS.L is 2222Martin 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 Pacific ex-Japan Equity UCITS ETF Acc (FPXS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FPXS.L
Sharpe ratio
The chart of Sharpe ratio for FPXS.L, currently valued at 0.42, compared to the broader market0.002.004.000.42
Sortino ratio
The chart of Sortino ratio for FPXS.L, currently valued at 0.67, compared to the broader market0.005.0010.000.67
Omega ratio
The chart of Omega ratio for FPXS.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.08
Calmar ratio
The chart of Calmar ratio for FPXS.L, currently valued at 0.33, compared to the broader market0.005.0010.0015.000.33
Martin ratio
The chart of Martin ratio for FPXS.L, currently valued at 1.38, compared to the broader market0.0020.0040.0060.0080.00100.001.38
^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 Pacific ex-Japan Equity UCITS ETF Acc Sharpe ratio is 0.42. 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 Pacific ex-Japan 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 Ratio-1.00-0.500.000.501.001.502.002.50December2024FebruaryMarchAprilMay
0.42
1.97
FPXS.L (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-4.36%
-0.78%
FPXS.L (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Sustainable Research Enhanced Pacific ex-Japan 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 Pacific ex-Japan Equity UCITS ETF Acc was 17.66%, occurring on Aug 21, 2023. The portfolio has not yet recovered.

The current Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc drawdown is 4.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.66%Feb 6, 2023136Aug 21, 2023
-12.04%Apr 6, 2022140Oct 28, 202248Jan 9, 2023188
-9.44%Nov 9, 202155Jan 28, 202235Mar 18, 202290
-6.63%Sep 7, 202110Sep 20, 202134Nov 5, 202144
-4.82%Jan 21, 20217Jan 29, 20219Feb 11, 202116

Volatility

Volatility Chart

The current Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc volatility is 3.57%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
3.57%
3.91%
FPXS.L (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc)
Benchmark (^GSPC)