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FEME.L vs. FEMQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEME.L vs. FEMQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Markets Quality Income UCITS ETF USD Inc (FEME.L) and Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.L). The values are adjusted to include any dividend payments, if applicable.

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FEME.L vs. FEMQ.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FEME.L
Fidelity Emerging Markets Quality Income UCITS ETF USD Inc
5.47%24.79%1.22%11.70%-27.08%1.89%10.03%8.91%
FEMQ.L
Fidelity Emerging Markets Quality Income UCITS ETF
5.48%30.09%4.72%15.42%-24.10%6.73%12.66%9.26%
Different Trading Currencies

FEME.L is traded in USD, while FEMQ.L is traded in GBP. To make them comparable, the FEMQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with FEME.L having a 5.47% return and FEMQ.L slightly higher at 5.48%.


FEME.L

1D
4.18%
1M
-4.88%
YTD
5.47%
6M
7.81%
1Y
28.28%
3Y*
12.43%
5Y*
0.74%
10Y*

FEMQ.L

1D
3.67%
1M
-5.27%
YTD
5.48%
6M
8.67%
1Y
32.66%
3Y*
16.80%
5Y*
4.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEME.L vs. FEMQ.L - Expense Ratio Comparison

Both FEME.L and FEMQ.L have an expense ratio of 0.50%.


Return for Risk

FEME.L vs. FEMQ.L — Risk / Return Rank

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

FEME.L
FEME.L Risk / Return Rank: 7878
Overall Rank
FEME.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FEME.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
FEME.L Omega Ratio Rank: 7878
Omega Ratio Rank
FEME.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FEME.L Martin Ratio Rank: 7373
Martin Ratio Rank

FEMQ.L
FEMQ.L Risk / Return Rank: 8787
Overall Rank
FEMQ.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FEMQ.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FEMQ.L Omega Ratio Rank: 8787
Omega Ratio Rank
FEMQ.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FEMQ.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.

FEME.L vs. FEMQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Quality Income UCITS ETF USD Inc (FEME.L) and Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.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.


FEME.LFEMQ.LDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.87

-0.23

Sortino ratio

Return per unit of downside risk

2.23

2.46

-0.23

Omega ratio

Gain probability vs. loss probability

1.31

1.37

-0.05

Calmar ratio

Return relative to maximum drawdown

2.52

2.94

-0.42

Martin ratio

Return relative to average drawdown

8.84

10.50

-1.66

FEME.L vs. FEMQ.L - Sharpe Ratio Comparison

The current FEME.L Sharpe Ratio is 1.64, which is comparable to the FEMQ.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FEME.L and FEMQ.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


FEME.LFEMQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.87

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.28

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.31

-0.08

Correlation

The correlation between FEME.L and FEMQ.L is 0.93, 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

FEME.L vs. FEMQ.L - Dividend Comparison

Neither FEME.L nor FEMQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FEME.L vs. FEMQ.L - Drawdown Comparison

The maximum FEME.L drawdown since its inception was -41.21%, roughly equal to the maximum FEMQ.L drawdown of -39.46%. Use the drawdown chart below to compare losses from any high point for FEME.L and FEMQ.L.


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Drawdown Indicators


FEME.LFEMQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.21%

-28.13%

-13.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-10.91%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-41.21%

-25.31%

-15.90%

Current Drawdown

Current decline from peak

-7.53%

-6.05%

-1.48%

Average Drawdown

Average peak-to-trough decline

-17.55%

-8.16%

-9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.72%

+0.48%

Volatility

FEME.L vs. FEMQ.L - Volatility Comparison

Fidelity Emerging Markets Quality Income UCITS ETF USD Inc (FEME.L) and Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.L) have volatilities of 6.91% and 6.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEME.LFEMQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

6.61%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

11.73%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

17.39%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

16.64%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.66%

18.89%

+0.77%