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

Performance

FEPX.DE vs. IQQX.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 iShares Asia Pacific Dividend UCITS ETF (IQQX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEPX.DE achieves a 7.13% return, which is significantly lower than IQQX.DE's 13.33% return.


FEPX.DE

1D
-0.82%
1M
0.63%
YTD
7.13%
6M
7.99%
1Y
12.23%
3Y*
9.15%
5Y*
5.35%
10Y*

IQQX.DE

1D
-0.33%
1M
0.04%
YTD
13.33%
6M
13.82%
1Y
34.41%
3Y*
17.75%
5Y*
10.09%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
FEPX.DE
Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc
7.13%6.54%11.04%2.40%-1.28%13.71%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
13.33%14.78%12.48%8.98%2.81%12.08%

Correlation

The correlation between FEPX.DE and IQQX.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2021

0.77

The correlation between FEPX.DE and IQQX.DE has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

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Return for Risk

FEPX.DE vs. IQQX.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: 3131
Overall Rank
FEPX.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FEPX.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
FEPX.DE Omega Ratio Rank: 2727
Omega Ratio Rank
FEPX.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
FEPX.DE Martin Ratio Rank: 3434
Martin Ratio Rank

IQQX.DE
IQQX.DE Risk / Return Rank: 9191
Overall Rank
IQQX.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQX.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
IQQX.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IQQX.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
IQQX.DE Martin Ratio Rank: 9090
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. IQQX.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 iShares Asia Pacific Dividend UCITS ETF (IQQX.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.DEIQQX.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.07

Sortino ratioReturn per unit of downside risk

-2.75

Omega ratioGain probability vs. loss probability

1.18

1.57

-0.39

Calmar ratioReturn relative to maximum drawdown

1.77

5.55

-3.78

Martin ratioReturn relative to average drawdown

5.07

20.94

-15.87

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

The current FEPX.DE Sharpe Ratio is 1.02, which is lower than the IQQX.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of FEPX.DE and IQQX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FEPX.DEIQQX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

3.10

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.77

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.21

+0.26

Drawdowns

FEPX.DE vs. IQQX.DE - Drawdown Comparison

The maximum FEPX.DE drawdown since its inception was -20.59%, smaller than the maximum IQQX.DE drawdown of -69.45%. Use the drawdown chart below to compare losses from any high point for FEPX.DE and IQQX.DE.


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Drawdown Indicators


FEPX.DEIQQX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.59%

-69.45%

+48.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-6.18%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-20.59%

-20.28%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-20.28%

-0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-42.78%

Current Drawdown

Current decline from peak

-1.97%

-2.62%

+0.65%

Average Drawdown

Average peak-to-trough decline

-4.96%

-14.55%

+9.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

1.64%

+0.76%

Volatility

FEPX.DE vs. IQQX.DE - Volatility Comparison

Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) has a higher volatility of 3.11% compared to iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) at 2.93%. This indicates that FEPX.DE's price experiences larger fluctuations and is considered to be riskier than IQQX.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.DEIQQX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

2.93%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

8.61%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

11.06%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

13.01%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

15.75%

-0.62%

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

FEPX.DE has a 0.30% expense ratio, which is lower than IQQX.DE's 0.59% expense ratio.


Dividends

FEPX.DE vs. IQQX.DE - Dividend Comparison

FEPX.DE has not paid dividends to shareholders, while IQQX.DE's dividend yield for the trailing twelve months is around 3.12%.


PositionTTM20252024202320222021202020192018201720162015
FEPX.DE
Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
3.12%3.64%4.84%5.36%6.66%4.62%3.16%4.85%5.09%4.16%4.03%4.88%

Frequently Asked Questions


FEPX.DE and IQQX.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FEPX.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEPX.DE is cheaper with a 0.30% expense ratio, compared with 0.59% for IQQX.DE.

FEPX.DE tracks Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while IQQX.DE tracks Dow Jones Asia/Pacific Select Dividend 50. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.30% for FEPX.DE and 0.59% for IQQX.DE.

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