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FEMD.L vs. E127.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEMD.L vs. E127.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Emerging Markets Quality Income UCITS ETF (FEMD.L) and Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L). The values are adjusted to include any dividend payments, if applicable.

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FEMD.L vs. E127.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FEMD.L
Fidelity Emerging Markets Quality Income UCITS ETF
6.96%20.67%6.74%9.89%-15.51%6.86%25.17%
E127.L
Amundi MSCI Emerging Markets II UCITS ETF Dist
6.19%25.81%10.12%3.48%-9.65%-1.28%23.50%

Returns By Period

In the year-to-date period, FEMD.L achieves a 6.96% return, which is significantly higher than E127.L's 6.19% return.


FEMD.L

1D
3.21%
1M
-4.51%
YTD
6.96%
6M
10.40%
1Y
28.92%
3Y*
13.81%
5Y*
5.27%
10Y*

E127.L

1D
3.29%
1M
-5.21%
YTD
6.19%
6M
10.87%
1Y
31.94%
3Y*
14.68%
5Y*
5.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEMD.L vs. E127.L - Expense Ratio Comparison

FEMD.L has a 0.50% expense ratio, which is higher than E127.L's 0.14% expense ratio.


Return for Risk

FEMD.L vs. E127.L — Risk / Return Rank

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

FEMD.L
FEMD.L Risk / Return Rank: 8888
Overall Rank
FEMD.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FEMD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FEMD.L Omega Ratio Rank: 8787
Omega Ratio Rank
FEMD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FEMD.L Martin Ratio Rank: 8585
Martin Ratio Rank

E127.L
E127.L Risk / Return Rank: 8787
Overall Rank
E127.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
E127.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
E127.L Omega Ratio Rank: 8787
Omega Ratio Rank
E127.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
E127.L Martin Ratio Rank: 8484
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.

FEMD.L vs. E127.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Quality Income UCITS ETF (FEMD.L) and Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.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.


FEMD.LE127.LDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.93

+0.01

Sortino ratio

Return per unit of downside risk

2.60

2.47

+0.13

Omega ratio

Gain probability vs. loss probability

1.37

1.37

0.00

Calmar ratio

Return relative to maximum drawdown

3.30

3.01

+0.29

Martin ratio

Return relative to average drawdown

10.81

10.76

+0.05

FEMD.L vs. E127.L - Sharpe Ratio Comparison

The current FEMD.L Sharpe Ratio is 1.94, which is comparable to the E127.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of FEMD.L and E127.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


FEMD.LE127.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.93

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.37

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.58

-0.19

Correlation

The correlation between FEMD.L and E127.L is 0.90, 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

FEMD.L vs. E127.L - Dividend Comparison

FEMD.L's dividend yield for the trailing twelve months is around 3.35%, more than E127.L's 2.32% yield.


TTM2025202420232022202120202019
FEMD.L
Fidelity Emerging Markets Quality Income UCITS ETF
3.35%3.48%3.76%3.69%3.99%3.27%2.62%0.37%
E127.L
Amundi MSCI Emerging Markets II UCITS ETF Dist
2.32%2.47%4.04%4.40%2.79%2.25%0.00%0.00%

Drawdowns

FEMD.L vs. E127.L - Drawdown Comparison

The maximum FEMD.L drawdown since its inception was -27.55%, roughly equal to the maximum E127.L drawdown of -26.68%. Use the drawdown chart below to compare losses from any high point for FEMD.L and E127.L.


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Drawdown Indicators


FEMD.LE127.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.55%

-26.68%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-10.82%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

-22.89%

-2.37%

Current Drawdown

Current decline from peak

-5.99%

-7.32%

+1.33%

Average Drawdown

Average peak-to-trough decline

-8.43%

-10.59%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.02%

-0.29%

Volatility

FEMD.L vs. E127.L - Volatility Comparison

The current volatility for Fidelity Emerging Markets Quality Income UCITS ETF (FEMD.L) is 5.92%, while Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) has a volatility of 7.17%. This indicates that FEMD.L experiences smaller price fluctuations and is considered to be less risky than E127.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMD.LE127.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

7.17%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

12.57%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

16.53%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

15.81%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

16.12%

+1.27%