FEQD.L vs. SXRT.DE
FEQD.L (Fidelity Europe Quality Income UCITS ETF) and SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - FEQD.L tracks the MSCI Europe High Div Yld NR EUR while SXRT.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, FEQD.L returned 7.92%/yr vs 11.67%/yr for SXRT.DE. Their correlation of 0.87 suggests significant overlap in exposure. FEQD.L charges 0.30%/yr vs 0.10%/yr for SXRT.DE.
Performance
FEQD.L vs. SXRT.DE - Performance Comparison
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Different Trading Currencies
FEQD.L is traded in GBP, while SXRT.DE is traded in EUR. To make them comparable, the SXRT.DE 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 7.24% return, which is significantly higher than SXRT.DE's 6.34% return.
FEQD.L
- 1D
- 0.66%
- 1M
- 3.00%
- YTD
- 7.24%
- 6M
- 8.98%
- 1Y
- 19.46%
- 3Y*
- 13.43%
- 5Y*
- 7.92%
- 10Y*
- —
SXRT.DE
- 1D
- 0.89%
- 1M
- 4.87%
- YTD
- 6.34%
- 6M
- 7.54%
- 1Y
- 18.84%
- 3Y*
- 15.81%
- 5Y*
- 11.67%
- 10Y*
- 11.57%
FEQD.L vs. SXRT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEQD.L Fidelity Europe Quality Income UCITS ETF | 7.24% | 23.82% | 1.33% | 15.49% | -11.08% | 17.26% | 2.85% | 21.96% | -7.38% | -0.52% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 6.34% | 28.57% | 6.24% | 20.04% | -3.81% | 14.81% | 2.55% | 23.37% | -10.90% | -3.48% |
Correlation
The correlation between FEQD.L and SXRT.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2017 | 0.87 |
The correlation between FEQD.L and SXRT.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
FEQD.L vs. SXRT.DE — Risk / Return Rank
FEQD.L
SXRT.DE
FEQD.L vs. SXRT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEQD.L) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). 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 | SXRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.63 | +0.38 |
| Martin ratioReturn relative to average drawdown | 6.72 | 5.47 | +1.25 |
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 | SXRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 1.20 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.66 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.12 |
Drawdowns
FEQD.L vs. SXRT.DE - Drawdown Comparison
The maximum FEQD.L drawdown since its inception was -26.58%, smaller than the maximum SXRT.DE drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for FEQD.L and SXRT.DE.
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Drawdown Indicators
| FEQD.L | SXRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.58% | -35.52% | +8.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -11.54% | +1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -12.44% | -14.30% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -23.06% | -22.25% | -0.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.86% | — |
Current DrawdownCurrent decline from peak | -1.62% | -0.42% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -7.26% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.44% | -0.55% |
Volatility
FEQD.L vs. SXRT.DE - Volatility Comparison
The current volatility for Fidelity Europe Quality Income UCITS ETF (FEQD.L) is 3.32%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 4.68%. This indicates that FEQD.L experiences smaller price fluctuations and is considered to be less risky than SXRT.DE 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 | SXRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 4.68% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 12.88% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 15.64% | -2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 17.59% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 18.00% | -3.01% |
FEQD.L vs. SXRT.DE - Expense Ratio Comparison
FEQD.L has a 0.30% expense ratio, which is higher than SXRT.DE's 0.10% expense ratio.
Dividends
FEQD.L vs. SXRT.DE - Dividend Comparison
Neither FEQD.L nor SXRT.DE has paid dividends to shareholders.
Frequently Asked Questions
FEQD.L and SXRT.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for FEQD.L.
FEQD.L tracks MSCI Europe High Div Yld NR EUR, while SXRT.DE tracks EURO STOXX® 50. They also come from different issuers: FIL Investment Management (Luxembourg) S.A., Irela and iShares. Their fees differ too: 0.30% for FEQD.L and 0.10% for SXRT.DE.
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