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FEPX.DE vs. FEUQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEPX.DE vs. FEUQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) and Fidelity Europe Quality Income UCITS ETF (FEUQ.DE). The values are adjusted to include any dividend payments, if applicable.

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FEPX.DE vs. FEUQ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEPX.DE
Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc
4.49%6.54%11.04%2.40%-1.28%13.71%
FEUQ.DE
Fidelity Europe Quality Income UCITS ETF
2.66%18.63%5.62%17.92%-16.24%25.39%

Returns By Period

In the year-to-date period, FEPX.DE achieves a 4.49% return, which is significantly higher than FEUQ.DE's 2.66% return.


FEPX.DE

1D
2.09%
1M
-3.88%
YTD
4.49%
6M
4.33%
1Y
14.43%
3Y*
7.90%
5Y*
5.44%
10Y*

FEUQ.DE

1D
2.25%
1M
-3.40%
YTD
2.66%
6M
7.89%
1Y
14.16%
3Y*
12.28%
5Y*
8.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEPX.DE vs. FEUQ.DE - Expense Ratio Comparison

Both FEPX.DE and FEUQ.DE have an expense ratio of 0.30%.


Return for Risk

FEPX.DE vs. FEUQ.DE — Risk / Return Rank

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

FEPX.DE
FEPX.DE Risk / Return Rank: 4444
Overall Rank
FEPX.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FEPX.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
FEPX.DE Omega Ratio Rank: 4444
Omega Ratio Rank
FEPX.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
FEPX.DE Martin Ratio Rank: 4949
Martin Ratio Rank

FEUQ.DE
FEUQ.DE Risk / Return Rank: 4848
Overall Rank
FEUQ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FEUQ.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEUQ.DE Omega Ratio Rank: 4646
Omega Ratio Rank
FEUQ.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
FEUQ.DE Martin Ratio Rank: 5252
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.

FEPX.DE vs. FEUQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) and Fidelity Europe Quality Income UCITS ETF (FEUQ.DE). 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.


FEPX.DEFEUQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.93

-0.06

Sortino ratio

Return per unit of downside risk

1.20

1.28

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.33

1.44

-0.10

Martin ratio

Return relative to average drawdown

5.44

5.69

-0.25

FEPX.DE vs. FEUQ.DE - Sharpe Ratio Comparison

The current FEPX.DE Sharpe Ratio is 0.86, which is comparable to the FEUQ.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FEPX.DE and FEUQ.DE, 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


FEPX.DEFEUQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.93

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.55

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.46

-0.01

Correlation

The correlation between FEPX.DE and FEUQ.DE is 0.66, 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

FEPX.DE vs. FEUQ.DE - Dividend Comparison

Neither FEPX.DE nor FEUQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FEPX.DE vs. FEUQ.DE - Drawdown Comparison

The maximum FEPX.DE drawdown since its inception was -20.59%, smaller than the maximum FEUQ.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for FEPX.DE and FEUQ.DE.


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Drawdown Indicators


FEPX.DEFEUQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.59%

-33.84%

+13.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.02%

-12.63%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-25.53%

+4.94%

Current Drawdown

Current decline from peak

-4.38%

-4.82%

+0.44%

Average Drawdown

Average peak-to-trough decline

-5.06%

-5.96%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.53%

+0.16%

Volatility

FEPX.DE vs. FEUQ.DE - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) is 4.63%, while Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) has a volatility of 5.03%. This indicates that FEPX.DE experiences smaller price fluctuations and is considered to be less risky than FEUQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEPX.DEFEUQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

5.03%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

8.84%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

15.25%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

14.58%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

15.59%

-0.40%