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FEQD.L vs. CS1.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEQD.L vs. CS1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Europe Quality Income UCITS ETF (FEQD.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L). The values are adjusted to include any dividend payments, if applicable.

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FEQD.L vs. CS1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEQD.L
Fidelity Europe Quality Income UCITS ETF
2.67%23.82%1.33%15.49%-11.08%17.26%2.85%21.96%-7.38%-0.52%
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
1.68%62.63%14.12%24.14%4.89%0.59%-7.48%8.06%-11.27%-3.41%
Different Trading Currencies

FEQD.L is traded in GBP, while CS1.L is traded in GBp. To make them comparable, the CS1.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FEQD.L achieves a 2.67% return, which is significantly higher than CS1.L's 1.68% return.


FEQD.L

1D
1.85%
1M
-3.12%
YTD
2.67%
6M
7.85%
1Y
18.65%
3Y*
11.94%
5Y*
8.60%
10Y*

CS1.L

1D
2.83%
1M
-1.89%
YTD
1.68%
6M
14.78%
1Y
42.13%
3Y*
27.88%
5Y*
20.15%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEQD.L vs. CS1.L - Expense Ratio Comparison

FEQD.L has a 0.30% expense ratio, which is higher than CS1.L's 0.25% expense ratio.


Return for Risk

FEQD.L vs. CS1.L — Risk / Return Rank

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

FEQD.L
FEQD.L Risk / Return Rank: 6666
Overall Rank
FEQD.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FEQD.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
FEQD.L Omega Ratio Rank: 6464
Omega Ratio Rank
FEQD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
FEQD.L Martin Ratio Rank: 6363
Martin Ratio Rank

CS1.L
CS1.L Risk / Return Rank: 9494
Overall Rank
CS1.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CS1.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
CS1.L Omega Ratio Rank: 9494
Omega Ratio Rank
CS1.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
CS1.L Martin Ratio Rank: 9393
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.

FEQD.L vs. CS1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEQD.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.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.


FEQD.LCS1.LDifference

Sharpe ratio

Return per unit of total volatility

1.28

2.41

-1.13

Sortino ratio

Return per unit of downside risk

1.71

2.94

-1.23

Omega ratio

Gain probability vs. loss probability

1.25

1.45

-0.20

Calmar ratio

Return relative to maximum drawdown

1.99

4.04

-2.06

Martin ratio

Return relative to average drawdown

7.05

14.02

-6.98

FEQD.L vs. CS1.L - Sharpe Ratio Comparison

The current FEQD.L Sharpe Ratio is 1.28, which is lower than the CS1.L Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of FEQD.L and CS1.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


FEQD.LCS1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.41

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.21

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.47

+0.01

Correlation

The correlation between FEQD.L and CS1.L is 0.74, 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

FEQD.L vs. CS1.L - Dividend Comparison

Neither FEQD.L nor CS1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FEQD.L vs. CS1.L - Drawdown Comparison

The maximum FEQD.L drawdown since its inception was -26.58%, smaller than the maximum CS1.L drawdown of -38.87%. Use the drawdown chart below to compare losses from any high point for FEQD.L and CS1.L.


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Drawdown Indicators


FEQD.LCS1.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.58%

-38.87%

+12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-10.34%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

-18.82%

-4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

Current Drawdown

Current decline from peak

-5.82%

-5.21%

-0.61%

Average Drawdown

Average peak-to-trough decline

-4.93%

-10.44%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.98%

-0.26%

Volatility

FEQD.L vs. CS1.L - Volatility Comparison

The current volatility for Fidelity Europe Quality Income UCITS ETF (FEQD.L) is 5.17%, while Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) has a volatility of 7.25%. This indicates that FEQD.L experiences smaller price fluctuations and is considered to be less risky than CS1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEQD.LCS1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

7.25%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

12.54%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

17.41%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

16.60%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

18.47%

-3.46%