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EXSH.DE vs. FGEQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSH.DE vs. FGEQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) and Fidelity Global Quality Income UCITS ETF Inc (FGEQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXSH.DE achieves a 14.89% return, which is significantly higher than FGEQ.DE's 10.75% return.


EXSH.DE

1D
1.87%
1M
2.75%
YTD
14.89%
6M
19.58%
1Y
33.42%
3Y*
22.69%
5Y*
12.07%
10Y*
10.41%

FGEQ.DE

1D
1.13%
1M
3.34%
YTD
10.75%
6M
11.50%
1Y
23.95%
3Y*
14.29%
5Y*
11.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSH.DE vs. FGEQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
14.89%44.77%4.92%9.87%-11.13%23.58%-10.14%26.86%-5.35%3.73%
FGEQ.DE
Fidelity Global Quality Income UCITS ETF Inc
10.75%7.19%17.91%14.09%-6.13%33.16%0.16%31.75%-3.42%-2.69%

Correlation

The correlation between EXSH.DE and FGEQ.DE is 0.62, 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

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2017

0.67

The correlation between EXSH.DE and FGEQ.DE shifts across timeframes, from 0.56 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXSH.DE vs. FGEQ.DE — Risk / Return Rank

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

EXSH.DE
EXSH.DE Risk / Return Rank: 8989
Overall Rank
EXSH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EXSH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EXSH.DE Omega Ratio Rank: 8888
Omega Ratio Rank
EXSH.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXSH.DE Martin Ratio Rank: 8787
Martin Ratio Rank

FGEQ.DE
FGEQ.DE Risk / Return Rank: 8484
Overall Rank
FGEQ.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FGEQ.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
FGEQ.DE Omega Ratio Rank: 8282
Omega Ratio Rank
FGEQ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
FGEQ.DE Martin Ratio Rank: 8888
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.

EXSH.DE vs. FGEQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) and Fidelity Global Quality Income UCITS ETF Inc (FGEQ.DE). 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.


EXSH.DEFGEQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.48

1.43

+0.06

Calmar ratioReturn relative to maximum drawdown

5.00

4.07

+0.93

Martin ratioReturn relative to average drawdown

16.25

16.99

-0.74

EXSH.DE vs. FGEQ.DE - Sharpe Ratio Comparison

The current EXSH.DE Sharpe Ratio is 2.72, which is comparable to the FGEQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of EXSH.DE and FGEQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EXSH.DE vs. FGEQ.DE - Drawdown Comparison

The maximum EXSH.DE drawdown since its inception was -70.19%, which is greater than FGEQ.DE's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for EXSH.DE and FGEQ.DE.


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Drawdown Indicators


EXSH.DEFGEQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.19%

-34.37%

-35.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-5.86%

-0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.42%

-19.89%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-19.89%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-40.37%

Current Drawdown

Current decline from peak

-1.10%

0.00%

-1.10%

Average Drawdown

Average peak-to-trough decline

-24.76%

-4.79%

-19.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.40%

+0.65%

Volatility

EXSH.DE vs. FGEQ.DE - Volatility Comparison

iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a higher volatility of 3.75% compared to Fidelity Global Quality Income UCITS ETF Inc (FGEQ.DE) at 2.22%. This indicates that EXSH.DE's price experiences larger fluctuations and is considered to be riskier than FGEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXSH.DEFGEQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

2.22%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

7.54%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.22%

10.37%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

13.05%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

18.35%

-1.22%

EXSH.DE vs. FGEQ.DE - Expense Ratio Comparison

EXSH.DE has a 0.32% expense ratio, which is lower than FGEQ.DE's 0.40% expense ratio.


Dividends

EXSH.DE vs. FGEQ.DE - Dividend Comparison

EXSH.DE's dividend yield for the trailing twelve months is around 4.44%, more than FGEQ.DE's 1.80% yield.


PositionTTM20252024202320222021202020192018201720162015
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
4.44%5.06%5.08%5.55%5.26%3.26%3.11%3.90%3.85%4.36%4.33%3.44%
FGEQ.DE
Fidelity Global Quality Income UCITS ETF Inc
1.80%1.90%2.26%2.77%2.81%2.39%2.65%2.34%2.75%1.57%0.00%0.00%

Frequently Asked Questions


EXSH.DE and FGEQ.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSH.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSH.DE is cheaper with a 0.32% expense ratio, compared with 0.40% for FGEQ.DE.

EXSH.DE is categorized as Europe Equities, while FGEQ.DE is Global Equities. EXSH.DE tracks STOXX® Europe Select Dividend 30, while FGEQ.DE tracks Fidelity Global Quality Income index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.32% for EXSH.DE and 0.40% for FGEQ.DE.

Portfolio Optimizer

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