FGQD.L vs. EXSG.DE
FGQD.L (Fidelity Global Quality Income ETF) and EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) are both exchange-traded funds - FGQD.L is a Global Equities fund tracking the Fidelity Global Quality Income index, while EXSG.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 5 years, FGQD.L returned 11.86%/yr vs 9.32%/yr for EXSG.DE. A 0.54 correlation means they provide meaningful diversification when combined. FGQD.L charges 0.40%/yr vs 0.32%/yr for EXSG.DE.
Performance
FGQD.L vs. EXSG.DE - Performance Comparison
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Different Trading Currencies
FGQD.L is traded in GBp, while EXSG.DE is traded in EUR. To make them comparable, the EXSG.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FGQD.L achieves a 10.28% return, which is significantly higher than EXSG.DE's 7.12% return.
FGQD.L
- 1D
- 0.18%
- 1M
- 4.38%
- YTD
- 10.28%
- 6M
- 10.17%
- 1Y
- 26.89%
- 3Y*
- 14.75%
- 5Y*
- 11.86%
- 10Y*
- —
EXSG.DE
- 1D
- 0.45%
- 1M
- 3.68%
- YTD
- 7.12%
- 6M
- 9.91%
- 1Y
- 24.58%
- 3Y*
- 20.34%
- 5Y*
- 9.32%
- 10Y*
- 8.45%
FGQD.L vs. EXSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGQD.L Fidelity Global Quality Income ETF | 10.28% | 11.78% | 13.21% | 11.51% | -0.25% | 23.78% | 6.42% | 23.83% | -2.30% | 7.82% |
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.12% | 50.51% | 3.23% | 2.04% | -8.71% | 15.13% | -13.44% | 16.44% | -9.79% | 9.39% |
Correlation
The correlation between FGQD.L and EXSG.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017 | 0.54 |
The correlation between FGQD.L and EXSG.DE shifts across timeframes, from 0.37 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FGQD.L vs. EXSG.DE — Risk / Return Rank
FGQD.L
EXSG.DE
FGQD.L vs. EXSG.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 EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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 | EXSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.38 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 2.83 | +1.04 |
| Martin ratioReturn relative to average drawdown | 16.82 | 9.34 | +7.48 |
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 | EXSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.01 | 2.06 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.61 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.19 | +0.68 |
Drawdowns
FGQD.L vs. EXSG.DE - Drawdown Comparison
The maximum FGQD.L drawdown since its inception was -26.43%, smaller than the maximum EXSG.DE drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for FGQD.L and EXSG.DE.
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Drawdown Indicators
| FGQD.L | EXSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.43% | -59.47% | +33.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -8.66% | +1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.90% | -11.49% | -5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -16.90% | -21.27% | +4.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.45% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.98% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -15.66% | +12.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.62% | -1.03% |
Volatility
FGQD.L vs. EXSG.DE - Volatility Comparison
The current volatility for Fidelity Global Quality Income ETF (FGQD.L) is 1.88%, while iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) has a volatility of 3.23%. This indicates that FGQD.L experiences smaller price fluctuations and is considered to be less risky than EXSG.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 | EXSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 3.23% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 6.37% | 9.76% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.89% | 11.86% | -2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.07% | 15.22% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 17.55% | -2.94% |
FGQD.L vs. EXSG.DE - Expense Ratio Comparison
FGQD.L has a 0.40% expense ratio, which is higher than EXSG.DE's 0.32% expense ratio.
Dividends
FGQD.L vs. EXSG.DE - Dividend Comparison
FGQD.L's dividend yield for the trailing twelve months is around 1.81%, less than EXSG.DE's 4.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
FGQD.L and EXSG.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSG.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSG.DE is cheaper with a 0.32% expense ratio, compared with 0.40% for FGQD.L.
FGQD.L is categorized as Global Equities, while EXSG.DE is Europe Equities. FGQD.L tracks Fidelity Global Quality Income index, while EXSG.DE tracks EURO STOXX® Select Dividend 30. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.40% for FGQD.L and 0.32% for EXSG.DE.
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