CAPU.L vs. FUQA.L
CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) and FUQA.L (Fidelity US Quality Income ETF Acc) are both Large Cap Blend Equities funds - CAPU.L tracks the Russell 1000 TR USD while FUQA.L tracks the Fidelity US Quality Income Index. Both are passively managed. Over the past 5 years, CAPU.L returned 9.48%/yr vs 12.29%/yr for FUQA.L. Their correlation of 0.85 suggests significant overlap in exposure. CAPU.L charges 0.65%/yr vs 0.25%/yr for FUQA.L.
Performance
CAPU.L vs. FUQA.L - Performance Comparison
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Returns By Period
In the year-to-date period, CAPU.L achieves a 2.79% return, which is significantly lower than FUQA.L's 9.57% return.
CAPU.L
- 1D
- -0.71%
- 1M
- 1.55%
- 6M
- 1.52%
- YTD
- 2.79%
- 1Y
- 7.37%
- 3Y*
- 10.43%
- 5Y*
- 9.48%
- 10Y*
- 13.15%
FUQA.L
- 1D
- -0.27%
- 1M
- 0.64%
- 6M
- 9.08%
- YTD
- 9.57%
- 1Y
- 20.00%
- 3Y*
- 15.78%
- 5Y*
- 12.29%
- 10Y*
- —
CAPU.L vs. FUQA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 2.79% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 14.24% | 26.06% | 0.66% | 5.44% |
FUQA.L Fidelity US Quality Income ETF Acc | 9.57% | 8.56% | 19.50% | 11.85% | -0.00% | 27.82% | 8.23% | 27.23% | 1.10% | -13.91% |
Correlation
The correlation between CAPU.L and FUQA.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2017 | 0.85 |
Over the past year, the correlation between CAPU.L and FUQA.L has dropped to 0.63 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
CAPU.L vs. FUQA.L — Risk / Return Rank
CAPU.L
FUQA.L
CAPU.L vs. FUQA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and Fidelity US Quality Income ETF Acc (FUQA.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CAPU.L | FUQA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 3.31 | -2.37 |
| Martin ratioReturn relative to average drawdown | 2.67 | 13.25 | -10.59 |
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Drawdowns
CAPU.L vs. FUQA.L - Drawdown Comparison
The maximum CAPU.L drawdown since its inception was -42.89%, which is greater than FUQA.L's maximum drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for CAPU.L and FUQA.L.
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Drawdown Indicators
| CAPU.L | FUQA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.89% | -27.34% | -15.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -6.01% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -20.49% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -20.49% | +0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -26.39% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | -0.49% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -7.04% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.51% | +1.25% |
Volatility
CAPU.L vs. FUQA.L - Volatility Comparison
Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) has a higher volatility of 2.69% compared to Fidelity US Quality Income ETF Acc (FUQA.L) at 2.42%. This indicates that CAPU.L's price experiences larger fluctuations and is considered to be riskier than FUQA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPU.L | FUQA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.42% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.22% | 6.85% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.28% | 9.58% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 19.12% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 22.35% | -1.09% |
CAPU.L vs. FUQA.L - Expense Ratio Comparison
CAPU.L has a 0.65% expense ratio, which is higher than FUQA.L's 0.25% expense ratio.
Dividends
CAPU.L vs. FUQA.L - Dividend Comparison
Neither CAPU.L nor FUQA.L has paid dividends to shareholders.
Frequently Asked Questions
CAPU.L and FUQA.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUQA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUQA.L is cheaper with a 0.25% expense ratio, compared with 0.65% for CAPU.L.
CAPU.L tracks Russell 1000 TR USD, while FUQA.L tracks Fidelity US Quality Income Index. They also come from different issuers: Natixis and Fidelity. Their fees differ too: 0.65% for CAPU.L and 0.25% for FUQA.L.
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