FSEU.L vs. GOOG
Compare and contrast key facts about iShares Edge MSCI Europe Multifactor UCITS (FSEU.L) and Alphabet Inc (GOOG).
FSEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 4, 2015.
Performance
FSEU.L vs. GOOG - Performance Comparison
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FSEU.L vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSEU.L iShares Edge MSCI Europe Multifactor UCITS | 4.35% | 27.11% | 9.24% | 16.69% | -10.53% | 18.42% | 5.03% | 18.30% | -10.14% | 16.67% |
GOOG Alphabet Inc | -4.40% | 53.63% | 37.99% | 50.89% | -31.38% | 66.73% | 27.18% | 24.19% | 4.84% | 23.85% |
Different Trading Currencies
FSEU.L is traded in GBp, while GOOG is traded in USD. To make them comparable, the GOOG values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FSEU.L achieves a 4.35% return, which is significantly higher than GOOG's -4.40% return. Over the past 10 years, FSEU.L has underperformed GOOG with an annualized return of 10.50%, while GOOG has yielded a comparatively higher 23.88% annualized return.
FSEU.L
- 1D
- 2.45%
- 1M
- -2.52%
- YTD
- 4.35%
- 6M
- 10.75%
- 1Y
- 23.22%
- 3Y*
- 16.00%
- 5Y*
- 11.51%
- 10Y*
- 10.50%
GOOG
- 1D
- 2.57%
- 1M
- -2.58%
- YTD
- -4.40%
- 6M
- 22.30%
- 1Y
- 81.58%
- 3Y*
- 38.56%
- 5Y*
- 23.75%
- 10Y*
- 23.88%
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Return for Risk
FSEU.L vs. GOOG — Risk / Return Rank
FSEU.L
GOOG
FSEU.L vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS (FSEU.L) and Alphabet Inc (GOOG). 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.
| FSEU.L | GOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 2.70 | -0.98 |
Sortino ratioReturn per unit of downside risk | 2.26 | 3.61 | -1.35 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.45 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 4.66 | -1.88 |
Martin ratioReturn relative to average drawdown | 10.07 | 16.46 | -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
| FSEU.L | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 2.70 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.80 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.83 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.84 | -0.12 |
Correlation
The correlation between FSEU.L and GOOG is 0.29, 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
FSEU.L vs. GOOG - Dividend Comparison
FSEU.L has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.28%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
FSEU.L iShares Edge MSCI Europe Multifactor UCITS | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc | 0.28% | 0.26% | 0.32% |
Drawdowns
FSEU.L vs. GOOG - Drawdown Comparison
The maximum FSEU.L drawdown since its inception was -29.40%, smaller than the maximum GOOG drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for FSEU.L and GOOG.
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Drawdown Indicators
| FSEU.L | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.40% | -44.60% | +15.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.35% | -20.75% | +11.40% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -44.60% | +24.27% |
Max Drawdown (10Y)Largest decline over 10 years | -29.40% | -44.60% | +15.20% |
Current DrawdownCurrent decline from peak | -4.32% | -14.44% | +10.12% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -8.97% | +4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 5.41% | -3.04% |
Volatility
FSEU.L vs. GOOG - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Multifactor UCITS (FSEU.L) is 5.48%, while Alphabet Inc (GOOG) has a volatility of 8.39%. This indicates that FSEU.L experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSEU.L | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 8.39% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 19.13% | -10.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.49% | 30.39% | -16.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 29.93% | -16.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 28.94% | -14.33% |