FUSD.L's Sharpe Ratio of 1.92 indicates that for each unit of volatility, it generates 1.92 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 26, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.
FUSD.L Sharpe Ratio Rank
FUSD.L ranks above 68.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. 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
- Above-average risk-adjusted returns with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio efficiency
FUSD.L Sharpe Ratio Market Positioning
The chart shows FUSD.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%): 0.86 or lower
- Yellow zone (middle 50%): 0.86 to 2.12
- Green zone (top 25%): 2.12 or higher
- Top 1%: 6.86+
- Median: 1.56 — half of all investments score higher
How it compares to other similar ETFs
The table compares Fidelity US Quality Income UCITS ETF Income USD Shares's Sharpe Ratio with other ETFs in the Dividend, Large Cap Blend Equities category across multiple time periods, showing how FUSD.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 26, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| VHYL.L | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 3.55 | |||
| VHYG.L | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating | 3.33 | |||
| WQDS.L | iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 3.24 | |||
| TDGB.L | VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.21 | |||
| HSUS.L | HSBC USA Sustainable Equity UCITS ETF USD | 3.14 | |||
| FEX.L | First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD | 3.07 | |||
| USFM.L | UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis | 3.01 | |||
| FGQD.L | Fidelity Global Quality Income ETF | 2.73 | |||
| FUQA.L | Fidelity US Quality Income ETF Acc | 2.50 | |||
| VHYD.L | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.50 | |||
| FUSD.L | Fidelity US Quality Income UCITS ETF Income USD Shares | 1.92 |
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