FGQD.L vs. 2B7J.DE
FGQD.L (Fidelity Global Quality Income ETF) and 2B7J.DE (iShares MSCI World SRI UCITS ETF USD (Dist)) are both Global Equities funds - FGQD.L tracks the Fidelity Global Quality Income index while 2B7J.DE tracks the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, FGQD.L returned 11.86%/yr vs 10.66%/yr for 2B7J.DE. Their correlation of 0.83 suggests significant overlap in exposure. FGQD.L charges 0.40%/yr vs 0.20%/yr for 2B7J.DE.
Performance
FGQD.L vs. 2B7J.DE - Performance Comparison
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Different Trading Currencies
FGQD.L is traded in GBp, while 2B7J.DE is traded in EUR. To make them comparable, the 2B7J.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with FGQD.L having a 10.28% return and 2B7J.DE slightly lower at 10.01%.
FGQD.L
- 1D
- 0.18%
- 1M
- 4.38%
- YTD
- 10.28%
- 6M
- 10.17%
- 1Y
- 26.89%
- 3Y*
- 14.75%
- 5Y*
- 11.86%
- 10Y*
- —
2B7J.DE
- 1D
- 0.32%
- 1M
- 5.96%
- YTD
- 10.01%
- 6M
- 10.59%
- 1Y
- 21.81%
- 3Y*
- 13.09%
- 5Y*
- 10.66%
- 10Y*
- —
FGQD.L vs. 2B7J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FGQD.L Fidelity Global Quality Income ETF | 10.28% | 11.78% | 13.21% | 11.51% | -0.25% | 23.78% | 6.42% | 16.70% |
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 10.01% | 8.24% | 12.35% | 18.52% | -12.31% | 26.89% | 15.78% | 19.76% |
Correlation
The correlation between FGQD.L and 2B7J.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.83 |
Over the past year, the correlation between FGQD.L and 2B7J.DE has dropped to 0.62 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
FGQD.L vs. 2B7J.DE — Risk / Return Rank
FGQD.L
2B7J.DE
FGQD.L vs. 2B7J.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Quality Income ETF (FGQD.L) and iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.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.
| FGQD.L | 2B7J.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.34 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 2.80 | +1.06 |
| Martin ratioReturn relative to average drawdown | 16.82 | 10.43 | +6.39 |
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
| FGQD.L | 2B7J.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.01 | 1.83 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.74 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.83 | +0.04 |
Drawdowns
FGQD.L vs. 2B7J.DE - Drawdown Comparison
The maximum FGQD.L drawdown since its inception was -26.43%, which is greater than 2B7J.DE's maximum drawdown of -24.52%. Use the drawdown chart below to compare losses from any high point for FGQD.L and 2B7J.DE.
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Drawdown Indicators
| FGQD.L | 2B7J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.43% | -24.52% | -1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -7.75% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.90% | -20.29% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -16.90% | -20.29% | +3.39% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -4.05% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.09% | -0.50% |
Volatility
FGQD.L vs. 2B7J.DE - Volatility Comparison
The current volatility for Fidelity Global Quality Income ETF (FGQD.L) is 1.88%, while iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) has a volatility of 3.57%. This indicates that FGQD.L experiences smaller price fluctuations and is considered to be less risky than 2B7J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGQD.L | 2B7J.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 3.57% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 6.37% | 8.93% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.89% | 11.87% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.07% | 14.17% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 15.76% | -1.15% |
FGQD.L vs. 2B7J.DE - Expense Ratio Comparison
FGQD.L has a 0.40% expense ratio, which is higher than 2B7J.DE's 0.20% expense ratio.
Dividends
FGQD.L vs. 2B7J.DE - Dividend Comparison
FGQD.L's dividend yield for the trailing twelve months is around 1.81%, more than 2B7J.DE's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 1.13% | 1.23% | 1.37% | 1.55% | 1.74% | 1.15% | 1.28% | 1.68% | 0.00% | 0.00% |
FGQD.L Fidelity Global Quality Income ETF | 1.81% | 1.87% | 2.31% | 2.78% | 2.69% | 2.46% | 2.60% | 2.44% | 2.70% | 1.56% |
Frequently Asked Questions
FGQD.L and 2B7J.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7J.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7J.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for FGQD.L.
FGQD.L tracks Fidelity Global Quality Income index, while 2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.40% for FGQD.L and 0.20% for 2B7J.DE.
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