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EXX5.DE vs. FUSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX5.DE vs. FUSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) and Fidelity US Quality Income ETF Inc (FUSD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXX5.DE is traded in EUR, while FUSD.L is traded in USD. To make them comparable, the FUSD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXX5.DE achieves a 10.28% return, which is significantly higher than FUSD.L's 9.61% return.


EXX5.DE

1D
-0.15%
1M
1.36%
YTD
10.28%
6M
10.23%
1Y
19.47%
3Y*
12.24%
5Y*
9.39%
10Y*
9.15%

FUSD.L

1D
0.35%
1M
3.61%
YTD
9.61%
6M
9.15%
1Y
22.12%
3Y*
14.07%
5Y*
11.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX5.DE vs. FUSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXX5.DE
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR
10.28%-1.07%22.05%-0.09%7.04%43.02%-15.23%23.88%-3.48%1.35%
FUSD.L
Fidelity US Quality Income ETF Inc
9.61%2.65%23.51%13.63%-6.63%33.67%1.35%31.58%-2.05%4.11%

Correlation

The correlation between EXX5.DE and FUSD.L is 0.52, 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

0.52

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

0.56

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

0.65

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2017

0.70

The correlation between EXX5.DE and FUSD.L shifts across timeframes, from 0.52 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXX5.DE vs. FUSD.L — Risk / Return Rank

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

EXX5.DE
EXX5.DE Risk / Return Rank: 5757
Overall Rank
EXX5.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EXX5.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
EXX5.DE Omega Ratio Rank: 4343
Omega Ratio Rank
EXX5.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EXX5.DE Martin Ratio Rank: 6666
Martin Ratio Rank

FUSD.L
FUSD.L Risk / Return Rank: 7373
Overall Rank
FUSD.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FUSD.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
FUSD.L Omega Ratio Rank: 7373
Omega Ratio Rank
FUSD.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
FUSD.L Martin Ratio Rank: 7272
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.

EXX5.DE vs. FUSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) and Fidelity US Quality Income ETF Inc (FUSD.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.


EXX5.DEFUSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

4.15

4.14

+0.01

Martin ratioReturn relative to average drawdown

11.89

15.27

-3.38

EXX5.DE vs. FUSD.L - Sharpe Ratio Comparison

The current EXX5.DE Sharpe Ratio is 1.63, which is comparable to the FUSD.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of EXX5.DE and FUSD.L, 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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Sharpe Ratios by Period


EXX5.DEFUSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

2.00

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.80

-0.17

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

0.70

-0.27

Drawdowns

EXX5.DE vs. FUSD.L - Drawdown Comparison

The maximum EXX5.DE drawdown since its inception was -58.58%, which is greater than FUSD.L's maximum drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for EXX5.DE and FUSD.L.


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Drawdown Indicators


EXX5.DEFUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.58%

-35.23%

-23.35%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

-5.32%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.96%

-20.74%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.96%

-20.74%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

Current Drawdown

Current decline from peak

-0.86%

0.00%

-0.86%

Average Drawdown

Average peak-to-trough decline

-10.92%

-4.65%

-6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

1.45%

+0.11%

Volatility

EXX5.DE vs. FUSD.L - Volatility Comparison

The current volatility for iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) is 2.59%, while Fidelity US Quality Income ETF Inc (FUSD.L) has a volatility of 2.73%. This indicates that EXX5.DE experiences smaller price fluctuations and is considered to be less risky than FUSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXX5.DEFUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

2.73%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

7.77%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

11.03%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

14.69%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

16.13%

+0.95%

EXX5.DE vs. FUSD.L - Expense Ratio Comparison

EXX5.DE has a 0.31% expense ratio, which is higher than FUSD.L's 0.25% expense ratio.


Dividends

EXX5.DE vs. FUSD.L - Dividend Comparison

EXX5.DE's dividend yield for the trailing twelve months is around 2.38%, more than FUSD.L's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
EXX5.DE
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR
2.38%2.62%3.01%5.31%2.47%2.07%2.98%2.29%1.57%3.04%2.46%2.55%
FUSD.L
Fidelity US Quality Income ETF Inc
1.43%1.47%0.47%1.04%0.56%0.94%1.26%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXX5.DE and FUSD.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUSD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUSD.L is cheaper with a 0.25% expense ratio, compared with 0.31% for EXX5.DE.

EXX5.DE is categorized as Large Cap Value Equities, while FUSD.L is Large Cap Blend Equities. EXX5.DE tracks Dow Jones U.S. Select Dividend Index, while FUSD.L tracks Fidelity US Quality Income Index NR. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.31% for EXX5.DE and 0.25% for FUSD.L.

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