FEV.L vs. S600.L
Compare and contrast key facts about Fidelity European Values (FEV.L) and Invesco STOXX Europe 600 UCITS ETF (S600.L).
S600.L is a passively managed fund by Invesco that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 1, 2009.
Performance
FEV.L vs. S600.L - Performance Comparison
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FEV.L vs. S600.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
FEV.L vs. S600.L — Risk / Return Rank
FEV.L
S600.L
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.L | S600.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 1.40 | -1.21 |
Sortino ratioReturn per unit of downside risk | 0.37 | 1.84 | -1.47 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.28 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 2.04 | -1.59 |
Martin ratioReturn relative to average drawdown | 1.71 | 8.14 | -6.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEV.L | S600.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| FEV.L | S600.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.86% | -6.16% | -4.70% |
Average DrawdownAverage peak-to-trough decline | -8.15% | -4.32% | -3.83% |
Ulcer IndexDepth 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.
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Volatility by Period
| FEV.L | S600.L | Difference | |
|---|---|---|---|
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% |