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FSED.L vs. FEMQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSED.L vs. FEMQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity Sustainable USD EM Bond UCITS ETF (FSED.L) and Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.L). The values are adjusted to include any dividend payments, if applicable.

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FSED.L vs. FEMQ.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSED.L
Fidelity Sustainable USD EM Bond UCITS ETF
-1.58%614.00%880.11%1,904.36%-220,916.75%112,089.39%
FEMQ.L
Fidelity Emerging Markets Quality Income UCITS ETF
6.68%20.96%6.49%9.64%-15.02%3.37%

Returns By Period

In the year-to-date period, FSED.L achieves a -1.58% return, which is significantly lower than FEMQ.L's 6.68% return.


FSED.L

1D
0.12%
1M
-1.85%
YTD
-1.58%
6M
-277.75%
1Y
-462.06%
3Y*
5Y*
10Y*

FEMQ.L

1D
2.99%
1M
-4.56%
YTD
6.68%
6M
10.07%
1Y
28.85%
3Y*
13.88%
5Y*
5.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSED.L vs. FEMQ.L - Expense Ratio Comparison

FSED.L has a 0.45% expense ratio, which is lower than FEMQ.L's 0.50% expense ratio.


Return for Risk

FSED.L vs. FEMQ.L — Risk / Return Rank

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

FSED.L

FEMQ.L
FEMQ.L Risk / Return Rank: 8787
Overall Rank
FEMQ.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FEMQ.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FEMQ.L Omega Ratio Rank: 8787
Omega Ratio Rank
FEMQ.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FEMQ.L Martin Ratio Rank: 8484
Martin Ratio Rank
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.

FSED.L vs. FEMQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable USD EM Bond UCITS ETF (FSED.L) and Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.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.


FSED.LFEMQ.LDifference

Sharpe ratio

Return per unit of total volatility

1.92

Sortino ratio

Return per unit of downside risk

-1.71

2.55

-4.26

Omega ratio

Gain probability vs. loss probability

0.06

1.37

-1.31

Calmar ratio

Return relative to maximum drawdown

-1.68

3.35

-5.03

Martin ratio

Return relative to average drawdown

-2.22

10.82

-13.03

FSED.L vs. FEMQ.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FSED.LFEMQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

Correlation

The correlation between FSED.L and FEMQ.L is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSED.L vs. FEMQ.L - Dividend Comparison

FSED.L's dividend yield for the trailing twelve months is around 501.05%, while FEMQ.L has not paid dividends to shareholders.


TTM20252024202320222021
FSED.L
Fidelity Sustainable USD EM Bond UCITS ETF
501.05%647.10%641.46%589.31%486.33%237.40%
FEMQ.L
Fidelity Emerging Markets Quality Income UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSED.L vs. FEMQ.L - Drawdown Comparison

The maximum FSED.L drawdown since its inception was -633.69%, which is greater than FEMQ.L's maximum drawdown of -28.13%. Use the drawdown chart below to compare losses from any high point for FSED.L and FEMQ.L.


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Drawdown Indicators


FSED.LFEMQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-633.69%

-28.13%

-605.56%

Max Drawdown (1Y)

Largest decline over 1 year

-275.01%

-10.91%

-264.10%

Max Drawdown (5Y)

Largest decline over 5 years

-633.69%

-25.31%

-608.38%

Current Drawdown

Current decline from peak

-269.31%

-6.05%

-263.26%

Average Drawdown

Average peak-to-trough decline

-134.64%

-8.16%

-126.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

208.92%

2.72%

+206.20%

Volatility

FSED.L vs. FEMQ.L - Volatility Comparison

The current volatility for Fidelity Sustainable USD EM Bond UCITS ETF (FSED.L) is 2.65%, while Fidelity Emerging Markets Quality Income UCITS ETF (FEMQ.L) has a volatility of 5.60%. This indicates that FSED.L experiences smaller price fluctuations and is considered to be less risky than FEMQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSED.LFEMQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

5.60%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

Volatility (1Y)

Calculated over the trailing 1-year period

434.41%

14.99%

+419.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,175.67%

14.33%

+2,161.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,173.09%

17.22%

+2,155.87%