PortfoliosLab logoPortfoliosLab logo
FEMQ.L vs. FGLS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEMQ.L vs. FGLS.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 Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020
FEMQ.L
Fidelity Emerging Markets Quality Income UCITS ETF
6.68%20.96%6.49%9.64%-15.02%7.70%18.74%
FGLS.L
Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc
-4.09%10.06%19.92%17.58%-9.61%23.93%12.54%

Returns By Period

In the year-to-date period, FEMQ.L achieves a 6.68% return, which is significantly higher than FGLS.L's -4.09% return.


FEMQ.L

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

FGLS.L

1D
0.72%
1M
-5.20%
YTD
-4.09%
6M
-0.82%
1Y
12.58%
3Y*
12.33%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

FEMQ.L has a 0.50% expense ratio, which is higher than FGLS.L's 0.35% expense ratio.


Return for Risk

FEMQ.L vs. FGLS.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

FGLS.L
FGLS.L Risk / Return Rank: 4646
Overall Rank
FGLS.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FGLS.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
FGLS.L Omega Ratio Rank: 4949
Omega Ratio Rank
FGLS.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
FGLS.L Martin Ratio Rank: 4646
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. FGLS.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 Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.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.LFGLS.LDifference

Sharpe ratio

Return per unit of total volatility

1.92

0.96

+0.96

Sortino ratio

Return per unit of downside risk

2.55

1.39

+1.15

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratio

Return relative to maximum drawdown

3.35

1.20

+2.15

Martin ratio

Return relative to average drawdown

10.82

5.08

+5.74

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

The current FEMQ.L Sharpe Ratio is 1.92, which is higher than the FGLS.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FEMQ.L and FGLS.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.


Loading graphics...

Sharpe Ratios by Period


FEMQ.LFGLS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

0.96

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.73

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.83

-0.50

Correlation

The correlation between FEMQ.L and FGLS.L is 0.61, 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

FEMQ.L vs. FGLS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FEMQ.L vs. FGLS.L - Drawdown Comparison

The maximum FEMQ.L drawdown since its inception was -28.13%, which is greater than FGLS.L's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for FEMQ.L and FGLS.L.


Loading graphics...

Drawdown Indicators


FEMQ.LFGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.13%

-19.90%

-8.23%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-10.51%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.31%

-19.90%

-5.41%

Current Drawdown

Current decline from peak

-6.05%

-6.09%

+0.04%

Average Drawdown

Average peak-to-trough decline

-8.16%

-3.23%

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.48%

+0.24%

Volatility

FEMQ.L vs. FGLS.L - Volatility Comparison

Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.L) has a higher volatility of 5.60% compared to Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLS.L) at 3.96%. This indicates that FEMQ.L's price experiences larger fluctuations and is considered to be riskier than FGLS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FEMQ.LFGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

3.96%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

8.17%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.99%

14.48%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

13.43%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

13.81%

+3.41%