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

Performance

FEQD.L vs. FEQTX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Europe Quality Income UCITS ETF (FEQD.L) and Fidelity Equity Dividend Income Fund (FEQTX). The values are adjusted to include any dividend payments, if applicable.

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FEQD.L vs. FEQTX - 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%
FEQTX
Fidelity Equity Dividend Income Fund
4.18%-0.36%14.45%6.03%10.72%23.41%-1.15%22.48%-3.93%1.68%
Different Trading Currencies

FEQD.L is traded in GBP, while FEQTX is traded in USD. To make them comparable, the FEQTX 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 lower than FEQTX's 4.18% 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*

FEQTX

1D
1.33%
1M
-4.16%
YTD
4.18%
6M
2.83%
1Y
3.77%
3Y*
8.27%
5Y*
9.51%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEQD.L vs. FEQTX - Expense Ratio Comparison

FEQD.L has a 0.30% expense ratio, which is lower than FEQTX's 0.58% expense ratio.


Return for Risk

FEQD.L vs. FEQTX — 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

FEQTX
FEQTX Risk / Return Rank: 1515
Overall Rank
FEQTX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FEQTX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FEQTX Omega Ratio Rank: 1313
Omega Ratio Rank
FEQTX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FEQTX Martin Ratio Rank: 1818
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. FEQTX - Risk-Adjusted Trends Comparison

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

Sharpe ratio

Return per unit of total volatility

1.28

0.22

+1.06

Sortino ratio

Return per unit of downside risk

1.71

0.39

+1.32

Omega ratio

Gain probability vs. loss probability

1.25

1.06

+0.19

Calmar ratio

Return relative to maximum drawdown

1.99

0.34

+1.65

Martin ratio

Return relative to average drawdown

7.05

0.96

+6.08

FEQD.L vs. FEQTX - Sharpe Ratio Comparison

The current FEQD.L Sharpe Ratio is 1.28, which is higher than the FEQTX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of FEQD.L and FEQTX, 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.LFEQTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.22

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.74

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.46

+0.02

Correlation

The correlation between FEQD.L and FEQTX is 0.42, 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

FEQD.L vs. FEQTX - Dividend Comparison

FEQD.L has not paid dividends to shareholders, while FEQTX's dividend yield for the trailing twelve months is around 1.55%.


TTM20252024202320222021202020192018201720162015
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%0.00%
FEQTX
Fidelity Equity Dividend Income Fund
1.55%1.59%8.39%5.22%7.65%11.52%2.43%8.39%14.31%9.40%6.12%5.98%

Drawdowns

FEQD.L vs. FEQTX - Drawdown Comparison

The maximum FEQD.L drawdown since its inception was -26.58%, smaller than the maximum FEQTX drawdown of -44.01%. Use the drawdown chart below to compare losses from any high point for FEQD.L and FEQTX.


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Drawdown Indicators


FEQD.LFEQTXDifference

Max Drawdown

Largest peak-to-trough decline

-26.58%

-60.86%

+34.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-10.95%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

-16.12%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

-5.82%

-5.71%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.93%

-7.24%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.03%

-0.31%

Volatility

FEQD.L vs. FEQTX - Volatility Comparison

Fidelity Europe Quality Income UCITS ETF (FEQD.L) has a higher volatility of 5.17% compared to Fidelity Equity Dividend Income Fund (FEQTX) at 3.49%. This indicates that FEQD.L's price experiences larger fluctuations and is considered to be riskier than FEQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEQD.LFEQTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

3.49%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

9.99%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

15.78%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

12.98%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

16.70%

-1.69%