FEUI.L vs. ISF.L
Compare and contrast key facts about Fidelity Europe Quality Income UCITS ETF (FEUI.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).
FEUI.L and ISF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEUI.L is a passively managed fund by Fidelity International that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Sep 9, 2019. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. Both FEUI.L and ISF.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEUI.L or ISF.L.
Key characteristics
| FEUI.L | ISF.L | |
|---|---|---|
| YTD Return | 2.41% | 10.81% |
| 1Y Return | 11.01% | 12.25% |
| 3Y Return (Ann) | 1.01% | 8.62% |
| Sharpe Ratio | 0.89 | 1.37 |
| Sortino Ratio | 1.34 | 2.01 |
| Omega Ratio | 1.16 | 1.25 |
| Calmar Ratio | 0.64 | 2.27 |
| Martin Ratio | 4.04 | 8.35 |
| Ulcer Index | 2.69% | 1.62% |
| Daily Std Dev | 11.73% | 9.93% |
| Max Drawdown | -35.90% | -68.40% |
| Current Drawdown | -4.48% | -0.46% |
Correlation
The correlation between FEUI.L and ISF.L is 0.62, 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.
Performance
FEUI.L vs. ISF.L - Performance Comparison
In the year-to-date period, FEUI.L achieves a 2.41% return, which is significantly lower than ISF.L's 10.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FEUI.L vs. ISF.L - Expense Ratio Comparison
FEUI.L has a 0.30% expense ratio, which is higher than ISF.L's 0.07% expense ratio.
Risk-Adjusted Performance
FEUI.L vs. ISF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEUI.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.
Dividends
FEUI.L vs. ISF.L - Dividend Comparison
FEUI.L's dividend yield for the trailing twelve months is around 3.52%, less than ISF.L's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEUI.L Fidelity Europe Quality Income UCITS ETF | 3.52% | 3.67% | 3.79% | 2.93% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.76% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
Drawdowns
FEUI.L vs. ISF.L - Drawdown Comparison
The maximum FEUI.L drawdown since its inception was -35.90%, smaller than the maximum ISF.L drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for FEUI.L and ISF.L. For additional features, visit the drawdowns tool.
Volatility
FEUI.L vs. ISF.L - Volatility Comparison
Fidelity Europe Quality Income UCITS ETF (FEUI.L) has a higher volatility of 4.26% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 3.33%. This indicates that FEUI.L's price experiences larger fluctuations and is considered to be riskier than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.