FGQD.L vs. FVSJ.DE

Last updated Jun 5, 2026

FGQD.L (Fidelity Global Quality Income ETF) and FVSJ.DE (Franklin FTSE Asia ex China ex Japan UCITS ETF) are both exchange-traded funds - FGQD.L is a Global Equities fund tracking the Fidelity Global Quality Income index, while FVSJ.DE is a Asia Pacific Equities fund tracking the FTSE Asia ex Japan ex China. Both are passively managed. Over the past 5 years, FGQD.L returned 11.86%/yr vs 14.79%/yr for FVSJ.DE. A 0.54 correlation means they provide meaningful diversification when combined. FGQD.L charges 0.40%/yr vs 0.14%/yr for FVSJ.DE.

Performance

FGQD.L vs. FVSJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Global Quality Income ETF (FGQD.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

FGQD.L is traded in GBp, while FVSJ.DE is traded in EUR. To make them comparable, the FVSJ.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 lower than FVSJ.DE's 44.31% return.

FGQD.L

• 1D: 0.18%
• 1M: 3.19%
• YTD: 10.28%
• 6M: 9.93%
• 1Y: 27.01%
• 3Y*: 14.75%
• 5Y*: 11.86%
• 10Y*: —

FVSJ.DE

• 1D: -1.63%
• 1M: 10.32%
• YTD: 44.31%
• 6M: 48.25%
• 1Y: 78.67%
• 3Y*: 26.11%
• 5Y*: 14.79%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FGQD.L vs. FVSJ.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FGQD.L Fidelity Global Quality Income ETF	10.28%	11.78%	13.21%	11.51%	-0.25%	23.78%	6.42%	23.83%	-9.72%
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	44.24%	21.42%	9.04%	6.07%	-2.52%	5.69%	1.77%	7.91%	-4.70%

Correlation

The correlation between FGQD.L and FVSJ.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018	0.54

The correlation between FGQD.L and FVSJ.DE shifts across timeframes, from 0.43 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FGQD.L vs. FVSJ.DE — Risk / Return Rank

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

FGQD.L

FGQD.L Risk / Return Rank: 86
FGQD.L Sharpe Ratio Rank: 89
FGQD.L Sortino Ratio Rank: 89
FGQD.L Omega Ratio Rank: 90
FGQD.L Calmar Ratio Rank: 77
FGQD.L Martin Ratio Rank: 83

FVSJ.DE

FVSJ.DE Risk / Return Rank: 93
FVSJ.DE Sharpe Ratio Rank: 94
FVSJ.DE Sortino Ratio Rank: 93
FVSJ.DE Omega Ratio Rank: 93
FVSJ.DE Calmar Ratio Rank: 92
FVSJ.DE Martin Ratio Rank: 92

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.

FGQD.L vs. FVSJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Quality Income ETF (FGQD.L) and Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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	FVSJ.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.01	3.96	-0.95
Sortino ratio: Return per unit of downside risk	4.09	4.79	-0.70
Omega ratio: Gain probability vs. loss probability	1.58	1.70	-0.13
Calmar ratio: Return relative to maximum drawdown	3.86	6.55	-2.69
Martin ratio: Return relative to average drawdown	16.82	23.60	-6.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FGQD.L vs. FVSJ.DE - Sharpe Ratio Comparison

The current FGQD.L Sharpe Ratio is 3.01, which is comparable to the FVSJ.DE Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of FGQD.L and FVSJ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FGQD.L	FVSJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.01	3.96	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	0.96	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.63	+0.24

Drawdowns

FGQD.L vs. FVSJ.DE - Drawdown Comparison

The maximum FGQD.L drawdown since its inception was -26.43%, which is greater than FVSJ.DE's maximum drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for FGQD.L and FVSJ.DE.

Drawdown Indicators

	FGQD.L	FVSJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-26.43%	-20.61%	-5.82%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-11.95%	+5.02%
Max Drawdown (3Y) Largest decline over 3 years	-16.90%	-20.61%	+3.71%
Max Drawdown (5Y) Largest decline over 5 years	-16.90%	-20.61%	+3.71%
Current Drawdown Current decline from peak	0.00%	-2.56%	+2.56%
Average Drawdown Average peak-to-trough decline	-2.90%	-3.93%	+1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	3.32%	-1.73%

Volatility

FGQD.L vs. FVSJ.DE - Volatility Comparison

The current volatility for Fidelity Global Quality Income ETF (FGQD.L) is 1.88%, while Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a volatility of 8.95%. This indicates that FGQD.L experiences smaller price fluctuations and is considered to be less risky than FVSJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGQD.L	FVSJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.88%	8.95%	-7.07%
Volatility (6M) Calculated over the trailing 6-month period	6.37%	17.31%	-10.94%
Volatility (1Y) Calculated over the trailing 1-year period	8.89%	19.75%	-10.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.07%	15.19%	-3.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.61%	16.94%	-2.33%

FGQD.L vs. FVSJ.DE - Expense Ratio Comparison

FGQD.L has a 0.40% expense ratio, which is higher than FVSJ.DE's 0.14% expense ratio.

Dividends

FGQD.L vs. FVSJ.DE - Dividend Comparison

FGQD.L's dividend yield for the trailing twelve months is around 1.81%, while FVSJ.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
FVSJ.DE Franklin FTSE Asia ex China ex Japan UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FGQD.L and FVSJ.DE in my portfolio?

FGQD.L and FVSJ.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FGQD.L or FVSJ.DE?

On fees, FVSJ.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FGQD.L or FVSJ.DE?

FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.40% for FGQD.L.

What is the main difference between FGQD.L and FVSJ.DE?

FGQD.L is categorized as Global Equities, while FVSJ.DE is Asia Pacific Equities. FGQD.L tracks Fidelity Global Quality Income index, while FVSJ.DE tracks FTSE Asia ex Japan ex China. They also come from different issuers: Fidelity and Franklin Templeton. Their fees differ too: 0.40% for FGQD.L and 0.14% for FVSJ.DE.