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FEUI.L vs. VDIV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEUI.L vs. VDIV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Europe Quality Income UCITS ETF (FEUI.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FEUI.L is traded in GBP, while VDIV.DE is traded in EUR. To make them comparable, the VDIV.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FEUI.L achieves a 6.44% return, which is significantly lower than VDIV.DE's 8.31% return.


FEUI.L

1D
-0.46%
1M
1.67%
YTD
6.44%
6M
8.73%
1Y
18.97%
3Y*
13.09%
5Y*
7.71%
10Y*

VDIV.DE

1D
0.00%
1M
0.12%
YTD
8.31%
6M
11.50%
1Y
28.58%
3Y*
19.97%
5Y*
17.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUI.L vs. VDIV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FEUI.L
Fidelity Europe Quality Income UCITS ETF
6.44%23.71%1.32%15.55%-11.16%17.18%2.92%-7.42%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
8.31%31.03%10.63%9.24%21.79%18.89%-5.98%3.06%

Correlation

The correlation between FEUI.L and VDIV.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2019

0.67

The correlation between FEUI.L and VDIV.DE has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

FEUI.L vs. VDIV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FEUI.L
FEUI.L Risk / Return Rank: 4242
Overall Rank
FEUI.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FEUI.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
FEUI.L Omega Ratio Rank: 4343
Omega Ratio Rank
FEUI.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
FEUI.L Martin Ratio Rank: 4141
Martin Ratio Rank

VDIV.DE
VDIV.DE Risk / Return Rank: 8585
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 8181
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FEUI.L vs. VDIV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEUI.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.


FEUI.LVDIV.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.28

1.55

-0.27

Calmar ratioReturn relative to maximum drawdown

1.97

5.68

-3.71

Martin ratioReturn relative to average drawdown

6.50

20.38

-13.88

FEUI.L vs. VDIV.DE - Sharpe Ratio Comparison

The current FEUI.L Sharpe Ratio is 1.53, which is lower than the VDIV.DE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of FEUI.L and VDIV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FEUI.LVDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

3.02

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

1.48

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.92

-0.52

Drawdowns

FEUI.L vs. VDIV.DE - Drawdown Comparison

The maximum FEUI.L drawdown since its inception was -30.32%, roughly equal to the maximum VDIV.DE drawdown of -29.95%. Use the drawdown chart below to compare losses from any high point for FEUI.L and VDIV.DE.


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Drawdown Indicators


FEUI.LVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.32%

-29.95%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-5.01%

-4.56%

Max Drawdown (3Y)

Largest decline over 3 years

-12.71%

-13.39%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

-13.39%

-9.67%

Current Drawdown

Current decline from peak

-2.44%

-2.60%

+0.16%

Average Drawdown

Average peak-to-trough decline

-6.39%

-3.76%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.40%

+1.51%

Volatility

FEUI.L vs. VDIV.DE - Volatility Comparison

Fidelity Europe Quality Income UCITS ETF (FEUI.L) has a higher volatility of 4.76% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 2.60%. This indicates that FEUI.L's price experiences larger fluctuations and is considered to be riskier than VDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUI.LVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

2.60%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

7.16%

+3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.35%

9.44%

+2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

11.75%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

14.83%

+1.42%

FEUI.L vs. VDIV.DE - Expense Ratio Comparison

FEUI.L has a 0.30% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.


Dividends

FEUI.L vs. VDIV.DE - Dividend Comparison

FEUI.L's dividend yield for the trailing twelve months is around 3.54%, less than VDIV.DE's 4.88% yield.


PositionTTM20252024202320222021202020192018
FEUI.L
Fidelity Europe Quality Income UCITS ETF
3.54%3.02%3.63%3.66%3.71%2.93%2.53%0.23%0.00%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
4.88%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%

Frequently Asked Questions


FEUI.L and VDIV.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FEUI.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEUI.L is cheaper with a 0.30% expense ratio, compared with 0.38% for VDIV.DE.

FEUI.L is categorized as Europe Equities, while VDIV.DE is Global Equities. FEUI.L tracks MSCI Europe High Div Yld NR EUR, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Fidelity and VanEck. Their fees differ too: 0.30% for FEUI.L and 0.38% for VDIV.DE.

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