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FEUQ.DE vs. FEUR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEUQ.DE vs. FEUR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) and Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEUQ.DE achieves a 8.15% return, which is significantly higher than FEUR.DE's 6.02% return.


FEUQ.DE

1D
0.88%
1M
2.96%
YTD
8.15%
6M
10.73%
1Y
16.82%
3Y*
13.41%
5Y*
7.82%
10Y*

FEUR.DE

1D
0.83%
1M
3.37%
YTD
6.02%
6M
8.42%
1Y
12.02%
3Y*
11.32%
5Y*
8.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUQ.DE vs. FEUR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FEUQ.DE
Fidelity Europe Quality Income UCITS ETF
8.15%18.63%5.62%17.92%-16.24%25.15%7.38%
FEUR.DE
Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc
6.02%17.35%7.16%13.97%-10.43%25.84%9.40%

Correlation

The correlation between FEUQ.DE and FEUR.DE is 0.92, 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

0.92

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.93

The correlation between FEUQ.DE and FEUR.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

FEUQ.DE vs. FEUR.DE — Risk / Return Rank

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

FEUQ.DE
FEUQ.DE Risk / Return Rank: 4040
Overall Rank
FEUQ.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FEUQ.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
FEUQ.DE Omega Ratio Rank: 3737
Omega Ratio Rank
FEUQ.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
FEUQ.DE Martin Ratio Rank: 4444
Martin Ratio Rank

FEUR.DE
FEUR.DE Risk / Return Rank: 2727
Overall Rank
FEUR.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FEUR.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
FEUR.DE Omega Ratio Rank: 2626
Omega Ratio Rank
FEUR.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
FEUR.DE Martin Ratio Rank: 3131
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.

FEUQ.DE vs. FEUR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) and Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.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.


FEUQ.DEFEUR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratioReturn relative to maximum drawdown

2.06

1.21

+0.85

Martin ratioReturn relative to average drawdown

6.96

4.33

+2.64

FEUQ.DE vs. FEUR.DE - Sharpe Ratio Comparison

The current FEUQ.DE Sharpe Ratio is 1.37, which is higher than the FEUR.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FEUQ.DE and FEUR.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


FEUQ.DEFEUR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.89

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.56

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.74

-0.24

Drawdowns

FEUQ.DE vs. FEUR.DE - Drawdown Comparison

The maximum FEUQ.DE drawdown since its inception was -33.84%, which is greater than FEUR.DE's maximum drawdown of -20.36%. Use the drawdown chart below to compare losses from any high point for FEUQ.DE and FEUR.DE.


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Drawdown Indicators


FEUQ.DEFEUR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.84%

-20.36%

-13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-9.91%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

-16.21%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.53%

-20.36%

-5.17%

Current Drawdown

Current decline from peak

-1.31%

-1.59%

+0.28%

Average Drawdown

Average peak-to-trough decline

-5.89%

-3.58%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.77%

-0.36%

Volatility

FEUQ.DE vs. FEUR.DE - Volatility Comparison

The current volatility for Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) is 3.87%, while Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.DE) has a volatility of 4.22%. This indicates that FEUQ.DE experiences smaller price fluctuations and is considered to be less risky than FEUR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUQ.DEFEUR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

4.22%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

11.30%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

12.24%

13.45%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

14.61%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

14.81%

+0.76%

FEUQ.DE vs. FEUR.DE - Expense Ratio Comparison

Both FEUQ.DE and FEUR.DE have an expense ratio of 0.30%.


Dividends

FEUQ.DE vs. FEUR.DE - Dividend Comparison

Neither FEUQ.DE nor FEUR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, FEUQ.DE and FEUR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FEUQ.DE and FEUR.DE have the same expense ratio: 0.30% per year.

FEUQ.DE tracks Fidelity Europe Quality Income, while FEUR.DE tracks MSCI Europe NR EUR.

Portfolio Optimizer

Find the right allocation for FEUQ.DE and FEUR.DE

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