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18M2.DE vs. FEUI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

18M2.DE vs. FEUI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Fidelity Europe Quality Income UCITS ETF (FEUI.L). The values are adjusted to include any dividend payments, if applicable.

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18M2.DE vs. FEUI.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
4.00%21.49%3.36%16.14%-6.47%16.02%-6.39%7.22%
FEUI.L
Fidelity Europe Quality Income UCITS ETF
2.84%17.26%6.21%18.00%-15.74%24.80%-2.67%8.82%
Different Trading Currencies

18M2.DE is traded in EUR, while FEUI.L is traded in GBP. To make them comparable, the FEUI.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 18M2.DE achieves a 4.00% return, which is significantly higher than FEUI.L's 2.84% return.


18M2.DE

1D
1.36%
1M
-0.59%
YTD
4.00%
6M
10.96%
1Y
16.42%
3Y*
11.66%
5Y*
8.77%
10Y*
8.30%

FEUI.L

1D
2.51%
1M
-3.12%
YTD
2.84%
6M
8.05%
1Y
13.82%
3Y*
12.25%
5Y*
8.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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18M2.DE vs. FEUI.L - Expense Ratio Comparison

Both 18M2.DE and FEUI.L have an expense ratio of 0.30%.


Return for Risk

18M2.DE vs. FEUI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

18M2.DE
18M2.DE Risk / Return Rank: 6464
Overall Rank
18M2.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 6868
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 5858
Martin Ratio Rank

FEUI.L
FEUI.L Risk / Return Rank: 6868
Overall Rank
FEUI.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FEUI.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
FEUI.L Omega Ratio Rank: 6767
Omega Ratio Rank
FEUI.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
FEUI.L Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

18M2.DE vs. FEUI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Fidelity Europe Quality Income UCITS ETF (FEUI.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


18M2.DEFEUI.LDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.93

+0.32

Sortino ratio

Return per unit of downside risk

1.62

1.26

+0.37

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

1.70

1.51

+0.19

Martin ratio

Return relative to average drawdown

6.10

5.35

+0.74

18M2.DE vs. FEUI.L - Sharpe Ratio Comparison

The current 18M2.DE Sharpe Ratio is 1.25, which is higher than the FEUI.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of 18M2.DE and FEUI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


18M2.DEFEUI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.93

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.56

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.50

-0.07

Correlation

The correlation between 18M2.DE and FEUI.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

18M2.DE vs. FEUI.L - Dividend Comparison

18M2.DE has not paid dividends to shareholders, while FEUI.L's dividend yield for the trailing twelve months is around 3.05%.


TTM2025202420232022202120202019
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FEUI.L
Fidelity Europe Quality Income UCITS ETF
3.05%3.02%3.63%3.66%3.71%2.93%2.53%0.23%

Drawdowns

18M2.DE vs. FEUI.L - Drawdown Comparison

The maximum 18M2.DE drawdown since its inception was -37.06%, which is greater than FEUI.L's maximum drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and FEUI.L.


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Drawdown Indicators


18M2.DEFEUI.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-26.77%

-10.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-9.57%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.81%

-23.06%

+2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

Current Drawdown

Current decline from peak

-1.97%

-6.12%

+4.15%

Average Drawdown

Average peak-to-trough decline

-6.48%

-5.28%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.73%

+0.03%

Volatility

18M2.DE vs. FEUI.L - Volatility Comparison

The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 3.97%, while Fidelity Europe Quality Income UCITS ETF (FEUI.L) has a volatility of 5.00%. This indicates that 18M2.DE experiences smaller price fluctuations and is considered to be less risky than FEUI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


18M2.DEFEUI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

5.00%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

9.08%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

14.83%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

14.48%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.48%

16.51%

-1.03%