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

Performance

FEMQ.L vs. FEMD.L - Performance Comparison

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

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


2026 (YTD)2025202420232022202120202019
FEMQ.L
Fidelity Emerging Markets Quality Income UCITS ETF
6.68%20.96%6.49%9.64%-15.02%7.70%9.31%1.66%
FEMD.L
Fidelity Emerging Markets Quality Income UCITS ETF
6.96%20.67%6.74%9.89%-15.51%6.86%9.56%2.24%

Returns By Period

The year-to-date returns for both investments are quite close, with FEMQ.L having a 6.68% return and FEMD.L slightly higher at 6.96%.


FEMQ.L

1D
2.99%
1M
-4.56%
YTD
6.68%
6M
10.07%
1Y
28.85%
3Y*
13.88%
5Y*
5.43%
10Y*

FEMD.L

1D
3.21%
1M
-4.51%
YTD
6.96%
6M
10.40%
1Y
28.92%
3Y*
13.81%
5Y*
5.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

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

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
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.

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

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


FEMQ.LFEMD.LDifference

Sharpe ratio

Return per unit of total volatility

1.92

1.94

-0.02

Sortino ratio

Return per unit of downside risk

2.55

2.60

-0.05

Omega ratio

Gain probability vs. loss probability

1.37

1.37

0.00

Calmar ratio

Return relative to maximum drawdown

3.35

3.30

+0.05

Martin ratio

Return relative to average drawdown

10.82

10.81

+0.01

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

The current FEMQ.L Sharpe Ratio is 1.92, which is comparable to the FEMD.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FEMQ.L and FEMD.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


FEMQ.LFEMD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.94

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.36

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.39

-0.05

Correlation

The correlation between FEMQ.L and FEMD.L is 0.97, 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

FEMQ.L vs. FEMD.L - Dividend Comparison

FEMQ.L has not paid dividends to shareholders, while FEMD.L's dividend yield for the trailing twelve months is around 3.35%.


TTM2025202420232022202120202019
FEMQ.L
Fidelity Emerging Markets Quality Income UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

FEMQ.L vs. FEMD.L - Drawdown Comparison

The maximum FEMQ.L drawdown since its inception was -28.13%, roughly equal to the maximum FEMD.L drawdown of -27.55%. Use the drawdown chart below to compare losses from any high point for FEMQ.L and FEMD.L.


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Drawdown Indicators


FEMQ.LFEMD.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.13%

-27.55%

-0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-10.46%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.31%

-25.26%

-0.05%

Current Drawdown

Current decline from peak

-6.05%

-5.99%

-0.06%

Average Drawdown

Average peak-to-trough decline

-8.16%

-8.43%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.73%

-0.01%

Volatility

FEMQ.L vs. FEMD.L - Volatility Comparison

The current volatility for Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.L) is 5.60%, while Fidelity Emerging Markets Quality Income UCITS ETF (FEMD.L) has a volatility of 5.92%. This indicates that FEMQ.L experiences smaller price fluctuations and is considered to be less risky than FEMD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMQ.LFEMD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.92%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

10.65%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.99%

14.86%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

14.44%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

17.39%

-0.17%