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

Performance

FEME.L vs. FUSA.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 US Quality Income ETF Acc (FUSA.L). The values are adjusted to include any dividend payments, if applicable.

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FEME.L vs. FUSA.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%
FUSA.L
Fidelity US Quality Income ETF Acc
-2.14%16.31%17.98%18.04%-10.51%26.22%12.02%7.64%

Returns By Period

In the year-to-date period, FEME.L achieves a 5.47% return, which is significantly higher than FUSA.L's -2.14% return.


FEME.L

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

FUSA.L

1D
2.11%
1M
-4.29%
YTD
-2.14%
6M
1.14%
1Y
17.52%
3Y*
15.22%
5Y*
10.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FEME.L has a 0.50% expense ratio, which is higher than FUSA.L's 0.25% expense ratio.


Return for Risk

FEME.L vs. FUSA.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

FUSA.L
FUSA.L Risk / Return Rank: 6868
Overall Rank
FUSA.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FUSA.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
FUSA.L Omega Ratio Rank: 6565
Omega Ratio Rank
FUSA.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
FUSA.L Martin Ratio Rank: 7676
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. FUSA.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 US Quality Income ETF Acc (FUSA.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.LFUSA.LDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.18

+0.47

Sortino ratio

Return per unit of downside risk

2.23

1.67

+0.56

Omega ratio

Gain probability vs. loss probability

1.31

1.25

+0.07

Calmar ratio

Return relative to maximum drawdown

2.52

1.97

+0.54

Martin ratio

Return relative to average drawdown

8.84

8.47

+0.37

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

The current FEME.L Sharpe Ratio is 1.64, which is higher than the FUSA.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FEME.L and FUSA.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.LFUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.18

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.72

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.76

-0.54

Correlation

The correlation between FEME.L and FUSA.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FEME.L vs. FUSA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FEME.L vs. FUSA.L - Drawdown Comparison

The maximum FEME.L drawdown since its inception was -41.21%, which is greater than FUSA.L's maximum drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for FEME.L and FUSA.L.


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Drawdown Indicators


FEME.LFUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.21%

-35.84%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-11.95%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-41.21%

-19.37%

-21.84%

Current Drawdown

Current decline from peak

-7.53%

-5.59%

-1.94%

Average Drawdown

Average peak-to-trough decline

-17.55%

-4.32%

-13.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.02%

+1.18%

Volatility

FEME.L vs. FUSA.L - Volatility Comparison

Fidelity Emerging Markets Quality Income UCITS ETF USD Inc (FEME.L) has a higher volatility of 6.91% compared to Fidelity US Quality Income ETF Acc (FUSA.L) at 4.08%. This indicates that FEME.L's price experiences larger fluctuations and is considered to be riskier than FUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEME.LFUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

4.08%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

7.61%

+4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

14.91%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

14.76%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.66%

17.40%

+2.26%