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FEQD.L vs. EEI.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEQD.L and EEI.L is 0.69, 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.


-0.50.00.51.00.7

Performance

FEQD.L vs. EEI.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 WisdomTree Europe Equity Income UCITS ETF (EEI.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
0.48%
0.51%
FEQD.L
EEI.L

Key characteristics

Sharpe Ratio

FEQD.L:

0.69

EEI.L:

0.72

Sortino Ratio

FEQD.L:

1.03

EEI.L:

1.01

Omega Ratio

FEQD.L:

1.12

EEI.L:

1.13

Calmar Ratio

FEQD.L:

1.16

EEI.L:

0.77

Martin Ratio

FEQD.L:

2.74

EEI.L:

1.54

Ulcer Index

FEQD.L:

2.79%

EEI.L:

5.27%

Daily Std Dev

FEQD.L:

11.01%

EEI.L:

11.20%

Max Drawdown

FEQD.L:

-26.58%

EEI.L:

-34.11%

Current Drawdown

FEQD.L:

-1.37%

EEI.L:

-1.07%

Returns By Period

In the year-to-date period, FEQD.L achieves a 8.19% return, which is significantly higher than EEI.L's 7.69% return.


FEQD.L

YTD

8.19%

1M

2.49%

6M

4.45%

1Y

8.50%

5Y*

5.93%

10Y*

N/A

EEI.L

YTD

7.69%

1M

2.78%

6M

4.48%

1Y

8.69%

5Y*

5.21%

10Y*

7.44%

*Annualized

Compare stocks, funds, or ETFs

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


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

FEQD.L has a 0.30% expense ratio, which is higher than EEI.L's 0.29% expense ratio.


FEQD.L
Fidelity Europe Quality Income UCITS ETF
Expense ratio chart for FEQD.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for EEI.L: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

FEQD.L vs. EEI.L — Risk-Adjusted Performance Rank

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

FEQD.L
The Risk-Adjusted Performance Rank of FEQD.L is 3030
Overall Rank
The Sharpe Ratio Rank of FEQD.L is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FEQD.L is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FEQD.L is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FEQD.L is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FEQD.L is 3030
Martin Ratio Rank

EEI.L
The Risk-Adjusted Performance Rank of EEI.L is 2626
Overall Rank
The Sharpe Ratio Rank of EEI.L is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of EEI.L is 2424
Sortino Ratio Rank
The Omega Ratio Rank of EEI.L is 2525
Omega Ratio Rank
The Calmar Ratio Rank of EEI.L is 3535
Calmar Ratio Rank
The Martin Ratio Rank of EEI.L is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FEQD.L vs. EEI.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEQD.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.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.


Sharpe ratio
The chart of Sharpe ratio for FEQD.L, currently valued at 0.52, compared to the broader market0.002.004.000.520.54
The chart of Sortino ratio for FEQD.L, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.0012.000.810.80
The chart of Omega ratio for FEQD.L, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.10
The chart of Calmar ratio for FEQD.L, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.610.59
The chart of Martin ratio for FEQD.L, currently valued at 1.40, compared to the broader market0.0020.0040.0060.0080.00100.001.401.35
FEQD.L
EEI.L

The current FEQD.L Sharpe Ratio is 0.69, which is comparable to the EEI.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FEQD.L and EEI.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.52
0.54
FEQD.L
EEI.L

Dividends

FEQD.L vs. EEI.L - Dividend Comparison

FEQD.L has not paid dividends to shareholders, while EEI.L's dividend yield for the trailing twelve months is around 5.93%.


TTM2024202320222021202020192018201720162015
FEQD.L
Fidelity Europe Quality Income UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEI.L
WisdomTree Europe Equity Income UCITS ETF
5.93%6.92%5.58%5.08%4.86%3.94%4.78%4.73%3.96%3.47%4.46%

Drawdowns

FEQD.L vs. EEI.L - Drawdown Comparison

The maximum FEQD.L drawdown since its inception was -26.58%, smaller than the maximum EEI.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for FEQD.L and EEI.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.56%
-2.99%
FEQD.L
EEI.L

Volatility

FEQD.L vs. EEI.L - Volatility Comparison

Fidelity Europe Quality Income UCITS ETF (FEQD.L) has a higher volatility of 3.53% compared to WisdomTree Europe Equity Income UCITS ETF (EEI.L) at 2.95%. This indicates that FEQD.L's price experiences larger fluctuations and is considered to be riskier than EEI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2025February
3.53%
2.95%
FEQD.L
EEI.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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