FEUI.L vs. SDUE.L
Compare and contrast key facts about Fidelity Europe Quality Income UCITS ETF (FEUI.L) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L).
FEUI.L and SDUE.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 that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Sep 9, 2019. SDUE.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Oct 19, 2018. Both FEUI.L and SDUE.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
FEUI.L vs. SDUE.L - Performance Comparison
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FEUI.L vs. SDUE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FEUI.L Fidelity Europe Quality Income UCITS ETF | 2.43% | 23.71% | 1.32% | 15.55% | -11.16% | 17.18% | 2.92% | 3.11% |
SDUE.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) | -1.83% | 25.09% | 4.69% | 15.67% | -5.45% | 17.19% | 4.26% | 2.16% |
Returns By Period
In the year-to-date period, FEUI.L achieves a 2.43% return, which is significantly higher than SDUE.L's -1.83% return.
FEUI.L
- 1D
- 1.94%
- 1M
- -3.40%
- YTD
- 2.43%
- 6M
- 7.91%
- 1Y
- 18.49%
- 3Y*
- 11.82%
- 5Y*
- 8.51%
- 10Y*
- —
SDUE.L
- 1D
- 1.09%
- 1M
- -6.59%
- YTD
- -1.83%
- 6M
- 3.02%
- 1Y
- 14.55%
- 3Y*
- 11.52%
- 5Y*
- 9.92%
- 10Y*
- —
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FEUI.L vs. SDUE.L - Expense Ratio Comparison
FEUI.L has a 0.30% expense ratio, which is higher than SDUE.L's 0.12% expense ratio.
Return for Risk
FEUI.L vs. SDUE.L — Risk / Return Rank
FEUI.L
SDUE.L
FEUI.L vs. SDUE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEUI.L) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.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.
| FEUI.L | SDUE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.12 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.50 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.31 | +0.67 |
Martin ratioReturn relative to average drawdown | 6.96 | 4.87 | +2.09 |
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
| FEUI.L | SDUE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.12 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.71 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.63 | -0.13 |
Correlation
The correlation between FEUI.L and SDUE.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FEUI.L vs. SDUE.L - Dividend Comparison
FEUI.L's dividend yield for the trailing twelve months is around 3.05%, which matches SDUE.L's 3.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FEUI.L Fidelity Europe Quality Income UCITS ETF | 3.05% | 3.02% | 3.63% | 3.66% | 3.71% | 2.93% | 2.53% | 0.23% | 0.00% |
SDUE.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) | 3.04% | 2.98% | 3.47% | 3.16% | 3.24% | 2.54% | 2.03% | 3.43% | 0.19% |
Drawdowns
FEUI.L vs. SDUE.L - Drawdown Comparison
The maximum FEUI.L drawdown since its inception was -26.77%, roughly equal to the maximum SDUE.L drawdown of -27.99%. Use the drawdown chart below to compare losses from any high point for FEUI.L and SDUE.L.
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Drawdown Indicators
| FEUI.L | SDUE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.77% | -27.99% | +1.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -11.10% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -23.06% | -17.27% | -5.79% |
Current DrawdownCurrent decline from peak | -6.12% | -8.84% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -3.84% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.99% | -0.26% |
Volatility
FEUI.L vs. SDUE.L - Volatility Comparison
The current volatility for Fidelity Europe Quality Income UCITS ETF (FEUI.L) is 4.81%, while iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) has a volatility of 6.33%. This indicates that FEUI.L experiences smaller price fluctuations and is considered to be less risky than SDUE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEUI.L | SDUE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 6.33% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 9.25% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.85% | 14.03% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 13.90% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 15.71% | +0.10% |