FEUI.L vs. VYM
Compare and contrast key facts about Fidelity Europe Quality Income UCITS ETF (FEUI.L) and Vanguard High Dividend Yield ETF (VYM).
FEUI.L and VYM 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. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006. Both FEUI.L and VYM 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 VYM.
Performance
FEUI.L vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, FEUI.L achieves a 0.17% return, which is significantly lower than VYM's 20.15% return.
FEUI.L
0.17%
-2.66%
-4.34%
5.34%
N/A
N/A
VYM
20.15%
-0.05%
10.35%
28.68%
11.13%
9.92%
Key characteristics
| FEUI.L | VYM | |
|---|---|---|
| Sharpe Ratio | 0.70 | 2.79 |
| Sortino Ratio | 1.07 | 3.95 |
| Omega Ratio | 1.13 | 1.51 |
| Calmar Ratio | 0.49 | 5.67 |
| Martin Ratio | 2.76 | 17.98 |
| Ulcer Index | 3.04% | 1.64% |
| Daily Std Dev | 11.68% | 10.56% |
| Max Drawdown | -35.90% | -56.98% |
| Current Drawdown | -6.57% | -1.08% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FEUI.L vs. VYM - Expense Ratio Comparison
FEUI.L has a 0.30% expense ratio, which is higher than VYM's 0.06% expense ratio.
Correlation
The correlation between FEUI.L and VYM is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FEUI.L vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEUI.L) and Vanguard High Dividend Yield ETF (VYM). 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. VYM - Dividend Comparison
FEUI.L's dividend yield for the trailing twelve months is around 3.16%, more than VYM's 2.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEUI.L Fidelity Europe Quality Income UCITS ETF | 3.16% | 3.67% | 3.79% | 2.93% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
FEUI.L vs. VYM - Drawdown Comparison
The maximum FEUI.L drawdown since its inception was -35.90%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FEUI.L and VYM. For additional features, visit the drawdowns tool.
Volatility
FEUI.L vs. VYM - Volatility Comparison
Fidelity Europe Quality Income UCITS ETF (FEUI.L) has a higher volatility of 5.15% compared to Vanguard High Dividend Yield ETF (VYM) at 3.84%. This indicates that FEUI.L's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.