FEV.L vs. EUN.L
Compare and contrast key facts about Fidelity European Values (FEV.L) and iShares STOXX Europe 50 UCITS (EUN.L).
EUN.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEV.L or EUN.L.
Key characteristics
| FEV.L | EUN.L | |
|---|---|---|
| YTD Return | 0.53% | 1.52% |
| 1Y Return | 8.35% | 6.71% |
| 3Y Return (Ann) | 3.65% | 5.91% |
| 5Y Return (Ann) | 9.55% | 7.10% |
| 10Y Return (Ann) | 10.93% | 7.15% |
| Sharpe Ratio | 0.48 | 0.61 |
| Sortino Ratio | 0.76 | 0.92 |
| Omega Ratio | 1.09 | 1.11 |
| Calmar Ratio | 0.49 | 0.70 |
| Martin Ratio | 1.39 | 2.21 |
| Ulcer Index | 4.74% | 2.84% |
| Daily Std Dev | 13.89% | 10.23% |
| Max Drawdown | -46.27% | -45.11% |
| Current Drawdown | -13.06% | -8.96% |
Correlation
The correlation between FEV.L and EUN.L is 0.67, 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.
Performance
FEV.L vs. EUN.L - Performance Comparison
In the year-to-date period, FEV.L achieves a 0.53% return, which is significantly lower than EUN.L's 1.52% return. Over the past 10 years, FEV.L has outperformed EUN.L with an annualized return of 10.93%, while EUN.L has yielded a comparatively lower 7.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FEV.L vs. EUN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity European Values (FEV.L) and iShares STOXX Europe 50 UCITS (EUN.L). 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
FEV.L vs. EUN.L - Dividend Comparison
FEV.L's dividend yield for the trailing twelve months is around 2.43%, less than EUN.L's 2.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEV.L Fidelity European Values | 2.43% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 0.02% | 0.02% | 1.82% |
EUN.L iShares STOXX Europe 50 UCITS | 2.83% | 2.54% | 2.51% | 2.27% | 2.39% | 3.08% | 3.47% | 3.17% | 3.17% | 2.99% | 2.87% | 2.81% |
Drawdowns
FEV.L vs. EUN.L - Drawdown Comparison
The maximum FEV.L drawdown since its inception was -46.27%, roughly equal to the maximum EUN.L drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for FEV.L and EUN.L. For additional features, visit the drawdowns tool.
Volatility
FEV.L vs. EUN.L - Volatility Comparison
Fidelity European Values (FEV.L) has a higher volatility of 6.40% compared to iShares STOXX Europe 50 UCITS (EUN.L) at 4.72%. This indicates that FEV.L's price experiences larger fluctuations and is considered to be riskier than EUN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.