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FGEQ.DE vs. ASCH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGEQ.DE vs. ASCH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Global Quality Income UCITS ETF Inc (FGEQ.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE). The values are adjusted to include any dividend payments, if applicable.

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FGEQ.DE vs. ASCH.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FGEQ.DE achieves a 1.45% return, which is significantly lower than ASCH.DE's 8.94% return.


FGEQ.DE

1D
1.78%
1M
-3.32%
YTD
1.45%
6M
5.34%
1Y
14.13%
3Y*
12.66%
5Y*
10.22%
10Y*

ASCH.DE

1D
4.09%
1M
-7.43%
YTD
8.94%
6M
13.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGEQ.DE vs. ASCH.DE - Expense Ratio Comparison

FGEQ.DE has a 0.40% expense ratio, which is lower than ASCH.DE's 0.60% expense ratio.


Return for Risk

FGEQ.DE vs. ASCH.DE — Risk / Return Rank

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

FGEQ.DE
FGEQ.DE Risk / Return Rank: 5555
Overall Rank
FGEQ.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FGEQ.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
FGEQ.DE Omega Ratio Rank: 5252
Omega Ratio Rank
FGEQ.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
FGEQ.DE Martin Ratio Rank: 6868
Martin Ratio Rank

ASCH.DE
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.

FGEQ.DE vs. ASCH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Quality Income UCITS ETF Inc (FGEQ.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.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.


FGEQ.DEASCH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.96

Sortino ratio

Return per unit of downside risk

1.34

Omega ratio

Gain probability vs. loss probability

1.21

Calmar ratio

Return relative to maximum drawdown

1.66

Martin ratio

Return relative to average drawdown

7.63

FGEQ.DE vs. ASCH.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGEQ.DEASCH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

2.14

-1.46

Correlation

The correlation between FGEQ.DE and ASCH.DE is 0.66, 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

FGEQ.DE vs. ASCH.DE - Dividend Comparison

FGEQ.DE's dividend yield for the trailing twelve months is around 1.83%, while ASCH.DE has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
FGEQ.DE
Fidelity Global Quality Income UCITS ETF Inc
1.83%1.90%2.24%2.77%2.81%2.13%2.29%2.11%2.41%1.51%
ASCH.DE
abrdn Future Supply Chains UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FGEQ.DE vs. ASCH.DE - Drawdown Comparison

The maximum FGEQ.DE drawdown since its inception was -34.40%, which is greater than ASCH.DE's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for FGEQ.DE and ASCH.DE.


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Drawdown Indicators


FGEQ.DEASCH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-11.06%

-23.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

Current Drawdown

Current decline from peak

-3.64%

-7.43%

+3.79%

Average Drawdown

Average peak-to-trough decline

-3.88%

-1.79%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

Volatility

FGEQ.DE vs. ASCH.DE - Volatility Comparison


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Volatility by Period


FGEQ.DEASCH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

14.69%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

14.69%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

14.69%

+0.13%