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

Performance

FEUR.DE vs. FEPX.DE - Performance Comparison

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

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


2026 (YTD)20252024202320222021
FEUR.DE
Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc
0.65%17.35%7.16%13.97%-10.43%26.26%
FEPX.DE
Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc
4.49%6.54%11.04%2.40%-1.28%13.71%

Returns By Period

In the year-to-date period, FEUR.DE achieves a 0.65% return, which is significantly lower than FEPX.DE's 4.49% return.


FEUR.DE

1D
2.59%
1M
-4.26%
YTD
0.65%
6M
4.19%
1Y
10.75%
3Y*
10.07%
5Y*
8.20%
10Y*

FEPX.DE

1D
2.09%
1M
-3.88%
YTD
4.49%
6M
4.33%
1Y
14.43%
3Y*
7.90%
5Y*
5.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

FEUR.DE
FEUR.DE Risk / Return Rank: 3434
Overall Rank
FEUR.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FEUR.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
FEUR.DE Omega Ratio Rank: 3333
Omega Ratio Rank
FEUR.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
FEUR.DE Martin Ratio Rank: 3737
Martin Ratio Rank

FEPX.DE
FEPX.DE Risk / Return Rank: 4444
Overall Rank
FEPX.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FEPX.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
FEPX.DE Omega Ratio Rank: 4444
Omega Ratio Rank
FEPX.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
FEPX.DE Martin Ratio Rank: 4949
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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.DE) and Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.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.


FEUR.DEFEPX.DEDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.86

-0.17

Sortino ratio

Return per unit of downside risk

1.00

1.20

-0.21

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

1.08

1.33

-0.25

Martin ratio

Return relative to average drawdown

3.95

5.44

-1.49

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

The current FEUR.DE Sharpe Ratio is 0.69, which is comparable to the FEPX.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FEUR.DE and FEPX.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


FEUR.DEFEPX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.86

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.35

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.45

+0.25

Correlation

The correlation between FEUR.DE and FEPX.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FEUR.DE vs. FEPX.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FEUR.DE vs. FEPX.DE - Drawdown Comparison

The maximum FEUR.DE drawdown since its inception was -20.36%, roughly equal to the maximum FEPX.DE drawdown of -20.59%. Use the drawdown chart below to compare losses from any high point for FEUR.DE and FEPX.DE.


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Drawdown Indicators


FEUR.DEFEPX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.36%

-20.59%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.59%

-14.02%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-20.36%

-20.59%

+0.23%

Current Drawdown

Current decline from peak

-5.89%

-4.38%

-1.51%

Average Drawdown

Average peak-to-trough decline

-3.60%

-5.06%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.69%

+0.03%

Volatility

FEUR.DE vs. FEPX.DE - Volatility Comparison

Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.DE) has a higher volatility of 6.47% compared to Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) at 4.63%. This indicates that FEUR.DE's price experiences larger fluctuations and is considered to be riskier than FEPX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEUR.DEFEPX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

4.63%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

8.86%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

16.83%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

15.26%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.70%

15.19%

-0.49%