FEQD.L vs. FJPS.L
Compare and contrast key facts about Fidelity Europe Quality Income UCITS ETF (FEQD.L) and Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc (FJPS.L).
FEQD.L and FJPS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEQD.L is a passively managed fund by FIL Investment Management (Luxembourg) S.A., Irela that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Oct 30, 2017. FJPS.L is a passively managed fund by FIL Investment Management (Luxembourg) S.A., Irela that tracks the performance of the TOPIX TR JPY. It was launched on Dec 1, 2020. Both FEQD.L and FJPS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FEQD.L vs. FJPS.L - Performance Comparison
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FEQD.L vs. FJPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FEQD.L Fidelity Europe Quality Income UCITS ETF | 2.67% | 23.82% | 1.33% | 15.49% | -11.08% | 17.26% | 0.76% |
FJPS.L Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc | 7.15% | 14.84% | 8.88% | 12.32% | -5.11% | 2.90% | 1.92% |
Returns By Period
In the year-to-date period, FEQD.L achieves a 2.67% return, which is significantly lower than FJPS.L's 7.15% 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*
- —
FJPS.L
- 1D
- 4.26%
- 1M
- -2.44%
- YTD
- 7.15%
- 6M
- 11.63%
- 1Y
- 26.57%
- 3Y*
- 13.02%
- 5Y*
- 7.96%
- 10Y*
- —
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FEQD.L vs. FJPS.L - Expense Ratio Comparison
Both FEQD.L and FJPS.L have an expense ratio of 0.30%.
Return for Risk
FEQD.L vs. FJPS.L — Risk / Return Rank
FEQD.L
FJPS.L
FEQD.L vs. FJPS.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 Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc (FJPS.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.L | FJPS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.35 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.91 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.64 | -0.65 |
Martin ratioReturn relative to average drawdown | 7.05 | 9.42 | -2.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEQD.L | FJPS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.35 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.50 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.50 | -0.02 |
Correlation
The correlation between FEQD.L and FJPS.L is 0.53, 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. FJPS.L - Dividend Comparison
Neither FEQD.L nor FJPS.L has paid dividends to shareholders.
Drawdowns
FEQD.L vs. FJPS.L - Drawdown Comparison
The maximum FEQD.L drawdown since its inception was -26.58%, which is greater than FJPS.L's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for FEQD.L and FJPS.L.
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Drawdown Indicators
| FEQD.L | FJPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.58% | -17.38% | -9.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -10.50% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.06% | -17.38% | -5.68% |
Current DrawdownCurrent decline from peak | -5.82% | -5.17% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -5.24% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.94% | -0.22% |
Volatility
FEQD.L vs. FJPS.L - Volatility Comparison
The current volatility for Fidelity Europe Quality Income UCITS ETF (FEQD.L) is 5.17%, while Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc (FJPS.L) has a volatility of 8.79%. This indicates that FEQD.L experiences smaller price fluctuations and is considered to be less risky than FJPS.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.L | FJPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 8.79% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 14.72% | -4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 19.62% | -5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 15.95% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 15.77% | -0.76% |