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

Performance

FEUQ.DE vs. XESD.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 Xtrackers Spanish Equity UCITS ETF (XESD.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
FEUQ.DE
Fidelity Europe Quality Income UCITS ETF
2.66%18.63%5.62%17.92%-16.24%25.15%-2.54%30.46%-9.06%-1.88%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.15%58.73%14.57%26.73%-1.59%10.90%-10.12%15.71%-12.40%-3.48%

Returns By Period

In the year-to-date period, FEUQ.DE achieves a 2.66% return, which is significantly higher than XESD.DE's 2.15% return.


FEUQ.DE

1D
2.25%
1M
-3.40%
YTD
2.66%
6M
7.89%
1Y
14.16%
3Y*
12.28%
5Y*
8.11%
10Y*

XESD.DE

1D
3.13%
1M
-1.45%
YTD
2.15%
6M
15.46%
1Y
38.33%
3Y*
28.09%
5Y*
19.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

FEUQ.DE vs. XESD.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: 4848
Overall Rank
FEUQ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FEUQ.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEUQ.DE Omega Ratio Rank: 4646
Omega Ratio Rank
FEUQ.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
FEUQ.DE Martin Ratio Rank: 5252
Martin Ratio Rank

XESD.DE
XESD.DE Risk / Return Rank: 9090
Overall Rank
XESD.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XESD.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.

FEUQ.DE vs. XESD.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 Xtrackers Spanish Equity UCITS ETF (XESD.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.DEXESD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.07

-1.15

Sortino ratio

Return per unit of downside risk

1.28

2.59

-1.31

Omega ratio

Gain probability vs. loss probability

1.19

1.39

-0.20

Calmar ratio

Return relative to maximum drawdown

1.44

3.68

-2.24

Martin ratio

Return relative to average drawdown

5.69

12.37

-6.68

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

The current FEUQ.DE Sharpe Ratio is 0.93, which is lower than the XESD.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FEUQ.DE and XESD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEUQ.DEXESD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.07

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

1.16

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.53

-0.07

Correlation

The correlation between FEUQ.DE and XESD.DE is 0.75, 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

FEUQ.DE vs. XESD.DE - Dividend Comparison

FEUQ.DE has not paid dividends to shareholders, while XESD.DE's dividend yield for the trailing twelve months is around 2.63%.


TTM20252024202320222021202020192018
FEUQ.DE
Fidelity Europe Quality Income UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.63%2.43%3.14%2.57%3.98%1.51%4.30%3.35%4.48%

Drawdowns

FEUQ.DE vs. XESD.DE - Drawdown Comparison

The maximum FEUQ.DE drawdown since its inception was -33.84%, smaller than the maximum XESD.DE drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for FEUQ.DE and XESD.DE.


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Drawdown Indicators


FEUQ.DEXESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.84%

-38.77%

+4.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-11.46%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.53%

-18.59%

-6.94%

Current Drawdown

Current decline from peak

-4.82%

-5.19%

+0.37%

Average Drawdown

Average peak-to-trough decline

-5.96%

-7.47%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.05%

-0.52%

Volatility

FEUQ.DE vs. XESD.DE - Volatility Comparison

The current volatility for Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) is 5.03%, while Xtrackers Spanish Equity UCITS ETF (XESD.DE) has a volatility of 7.30%. This indicates that FEUQ.DE experiences smaller price fluctuations and is considered to be less risky than XESD.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.DEXESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

7.30%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

12.75%

-3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

18.44%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

16.55%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

18.78%

-3.19%