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

Correlation

The correlation between FEQD.L and SCHD is 0.49, 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.


-0.50.00.51.00.5

Performance

FEQD.L vs. SCHD - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.48%
4.56%
FEQD.L
SCHD

Key characteristics

Sharpe Ratio

FEQD.L:

0.69

SCHD:

1.19

Sortino Ratio

FEQD.L:

1.03

SCHD:

1.76

Omega Ratio

FEQD.L:

1.12

SCHD:

1.21

Calmar Ratio

FEQD.L:

1.16

SCHD:

1.70

Martin Ratio

FEQD.L:

2.74

SCHD:

4.36

Ulcer Index

FEQD.L:

2.79%

SCHD:

3.10%

Daily Std Dev

FEQD.L:

11.01%

SCHD:

11.38%

Max Drawdown

FEQD.L:

-26.58%

SCHD:

-33.37%

Current Drawdown

FEQD.L:

-1.37%

SCHD:

-3.68%

Returns By Period

In the year-to-date period, FEQD.L achieves a 8.19% return, which is significantly higher than SCHD's 3.15% return.


FEQD.L

YTD

8.19%

1M

2.49%

6M

4.45%

1Y

8.50%

5Y*

5.93%

10Y*

N/A

SCHD

YTD

3.15%

1M

0.68%

6M

4.27%

1Y

13.92%

5Y*

11.66%

10Y*

11.18%

*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. SCHD - Expense Ratio Comparison

FEQD.L has a 0.30% expense ratio, which is higher than SCHD's 0.06% 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 SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FEQD.L vs. SCHD — 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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4848
Overall Rank
The Sharpe Ratio Rank of SCHD is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4444
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. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEQD.L) and Schwab US Dividend Equity ETF (SCHD). 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 0.56, compared to the broader market0.002.004.000.561.17
The chart of Sortino ratio for FEQD.L, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.0010.0012.000.851.73
The chart of Omega ratio for FEQD.L, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.21
The chart of Calmar ratio for FEQD.L, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.651.66
The chart of Martin ratio for FEQD.L, currently valued at 1.47, compared to the broader market0.0020.0040.0060.0080.00100.001.474.17
FEQD.L
SCHD

The current FEQD.L Sharpe Ratio is 0.69, which is lower than the SCHD Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FEQD.L and SCHD, 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 Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.56
1.17
FEQD.L
SCHD

Dividends

FEQD.L vs. SCHD - Dividend Comparison

FEQD.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.53%.


TTM20242023202220212020201920182017201620152014
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%
SCHD
Schwab US Dividend Equity ETF
3.53%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

FEQD.L vs. SCHD - Drawdown Comparison

The maximum FEQD.L drawdown since its inception was -26.58%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FEQD.L and SCHD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.56%
-3.68%
FEQD.L
SCHD

Volatility

FEQD.L vs. SCHD - Volatility Comparison

Fidelity Europe Quality Income UCITS ETF (FEQD.L) has a higher volatility of 3.53% compared to Schwab US Dividend Equity ETF (SCHD) at 3.03%. This indicates that FEQD.L's price experiences larger fluctuations and is considered to be riskier than SCHD 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%
3.03%
FEQD.L
SCHD
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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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