PortfoliosLab logoPortfoliosLab logo
FEV.L vs. S600.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEV.L vs. S600.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity European Values (FEV.L) and Invesco STOXX Europe 600 UCITS ETF (S600.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FEV.L vs. S600.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEV.L
Fidelity European Values
-5.51%21.13%-0.04%15.34%-3.84%21.74%13.11%30.62%-6.80%26.27%
S600.L
Invesco STOXX Europe 600 UCITS ETF
1.29%26.17%3.70%13.14%-4.95%16.44%3.69%20.15%-9.75%15.24%

Returns By Period

In the year-to-date period, FEV.L achieves a -5.51% return, which is significantly lower than S600.L's 1.29% return. Over the past 10 years, FEV.L has outperformed S600.L with an annualized return of 11.80%, while S600.L has yielded a comparatively lower 9.82% annualized return.


FEV.L

1D
-1.40%
1M
-4.94%
YTD
-5.51%
6M
-5.73%
1Y
6.39%
3Y*
7.36%
5Y*
9.36%
10Y*
11.80%

S600.L

1D
-0.10%
1M
-2.10%
YTD
1.29%
6M
5.40%
1Y
21.33%
3Y*
12.00%
5Y*
9.99%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FEV.L vs. S600.L — Risk / Return Rank

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

FEV.L
FEV.L Risk / Return Rank: 4646
Overall Rank
FEV.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FEV.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
FEV.L Omega Ratio Rank: 3838
Omega Ratio Rank
FEV.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
FEV.L Martin Ratio Rank: 5656
Martin Ratio Rank

S600.L
S600.L Risk / Return Rank: 6969
Overall Rank
S600.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
S600.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
S600.L Omega Ratio Rank: 7272
Omega Ratio Rank
S600.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
S600.L Martin Ratio Rank: 6464
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.

FEV.L vs. S600.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity European Values (FEV.L) and Invesco STOXX Europe 600 UCITS ETF (S600.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.


FEV.LS600.LDifference

Sharpe ratio

Return per unit of total volatility

0.18

1.40

-1.21

Sortino ratio

Return per unit of downside risk

0.37

1.84

-1.47

Omega ratio

Gain probability vs. loss probability

1.05

1.28

-0.23

Calmar ratio

Return relative to maximum drawdown

0.44

2.04

-1.59

Martin ratio

Return relative to average drawdown

1.71

8.14

-6.42

FEV.L vs. S600.L - Sharpe Ratio Comparison

The current FEV.L Sharpe Ratio is 0.18, which is lower than the S600.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FEV.L and S600.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading graphics...

Sharpe Ratios by Period


FEV.LS600.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.40

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.72

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.66

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.56

+0.09

Correlation

The correlation between FEV.L and S600.L is 0.78, 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

FEV.L vs. S600.L - Dividend Comparison

FEV.L's dividend yield for the trailing twelve months is around 2.55%, while S600.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FEV.L
Fidelity European Values
2.55%2.26%2.44%2.19%2.27%1.92%2.27%3.41%2.10%1.84%1.81%2.09%
S600.L
Invesco STOXX Europe 600 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FEV.L vs. S600.L - Drawdown Comparison

The maximum FEV.L drawdown since its inception was -46.27%, which is greater than S600.L's maximum drawdown of -30.21%. Use the drawdown chart below to compare losses from any high point for FEV.L and S600.L.


Loading graphics...

Drawdown Indicators


FEV.LS600.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.27%

-30.21%

-16.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.42%

-10.47%

-3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-22.46%

-17.04%

-5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-31.10%

-30.21%

-0.89%

Current Drawdown

Current decline from peak

-10.86%

-6.16%

-4.70%

Average Drawdown

Average peak-to-trough decline

-8.15%

-4.32%

-3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

2.62%

+1.11%

Volatility

FEV.L vs. S600.L - Volatility Comparison

Fidelity European Values (FEV.L) has a higher volatility of 6.71% compared to Invesco STOXX Europe 600 UCITS ETF (S600.L) at 5.55%. This indicates that FEV.L's price experiences larger fluctuations and is considered to be riskier than S600.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FEV.LS600.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

5.55%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

9.16%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

13.56%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

13.82%

+3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

14.81%

+3.29%