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FUQA.L vs. IDFF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUQA.L vs. IDFF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity US Quality Income ETF Acc (FUQA.L) and iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FUQA.L is traded in GBp, while IDFF.L is traded in USD. To make them comparable, the IDFF.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FUQA.L achieves a 9.73% return, which is significantly lower than IDFF.L's 24.04% return.


FUQA.L

1D
-0.59%
1M
0.93%
6M
7.84%
YTD
9.73%
1Y
20.21%
3Y*
15.42%
5Y*
12.32%
10Y*

IDFF.L

1D
-2.46%
1M
-11.85%
6M
14.81%
YTD
24.04%
1Y
42.57%
3Y*
21.92%
5Y*
7.09%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUQA.L vs. IDFF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUQA.L
Fidelity US Quality Income ETF Acc
9.73%8.56%19.50%11.85%-0.00%27.82%8.23%27.23%1.10%-13.91%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)
24.04%29.55%14.11%-3.61%-12.49%-8.34%22.21%12.81%-10.15%14.51%

Correlation

The correlation between FUQA.L and IDFF.L 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

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2017

0.48

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Return for Risk

FUQA.L vs. IDFF.L — Risk / Return Rank

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

FUQA.L
FUQA.L Risk / Return Rank: 8484
Overall Rank
FUQA.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FUQA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
FUQA.L Omega Ratio Rank: 8484
Omega Ratio Rank
FUQA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
FUQA.L Martin Ratio Rank: 8585
Martin Ratio Rank

IDFF.L
IDFF.L Risk / Return Rank: 7373
Overall Rank
IDFF.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IDFF.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IDFF.L Omega Ratio Rank: 7171
Omega Ratio Rank
IDFF.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDFF.L Martin Ratio Rank: 7272
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.

FUQA.L vs. IDFF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income ETF Acc (FUQA.L) and iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FUQA.LIDFF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.40

1.33

+0.07

Calmar ratioReturn relative to maximum drawdown

3.35

2.95

+0.39

Martin ratioReturn relative to average drawdown

13.38

10.11

+3.27

FUQA.L vs. IDFF.L - Sharpe Ratio Comparison

The current FUQA.L Sharpe Ratio is 2.13, which is comparable to the IDFF.L Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of FUQA.L and IDFF.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FUQA.L vs. IDFF.L - Drawdown Comparison

The maximum FUQA.L drawdown since its inception was -27.34%, smaller than the maximum IDFF.L drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for FUQA.L and IDFF.L.


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Drawdown Indicators


FUQA.LIDFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.34%

-51.16%

+23.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.01%

-14.35%

+8.34%

Max Drawdown (3Y)

Largest decline over 3 years

-20.49%

-19.80%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-20.49%

-32.24%

+11.75%

Max Drawdown (10Y)

Largest decline over 10 years

-39.79%

Current Drawdown

Current decline from peak

-0.59%

-14.35%

+13.76%

Average Drawdown

Average peak-to-trough decline

-7.03%

-12.97%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

4.20%

-2.69%

Volatility

FUQA.L vs. IDFF.L - Volatility Comparison

The current volatility for Fidelity US Quality Income ETF Acc (FUQA.L) is 2.59%, while iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist) (IDFF.L) has a volatility of 10.22%. This indicates that FUQA.L experiences smaller price fluctuations and is considered to be less risky than IDFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUQA.LIDFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

10.22%

-7.63%

Volatility (6M)

Calculated over the trailing 6-month period

6.80%

21.04%

-14.24%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

23.79%

-14.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

20.68%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

20.13%

+2.21%

FUQA.L vs. IDFF.L - Expense Ratio Comparison

FUQA.L has a 0.25% expense ratio, which is lower than IDFF.L's 0.74% expense ratio.


Dividends

FUQA.L vs. IDFF.L - Dividend Comparison

FUQA.L has not paid dividends to shareholders, while IDFF.L's dividend yield for the trailing twelve months is around 1.13%.


PositionTTM20252024202320222021202020192018201720162015
FUQA.L
Fidelity US Quality Income ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Dist)
1.13%1.46%1.85%1.85%2.07%1.39%1.13%1.67%2.04%1.50%1.92%2.29%

Frequently Asked Questions


FUQA.L and IDFF.L 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.

On fees, FUQA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUQA.L is cheaper with a 0.25% expense ratio, compared with 0.74% for IDFF.L.

FUQA.L is categorized as Large Cap Blend Equities, while IDFF.L is Asia Pacific Equities. FUQA.L tracks Fidelity US Quality Income Index, while IDFF.L tracks MSCI All Country World Far East Ex Japan USD Index (USD). They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.25% for FUQA.L and 0.74% for IDFF.L.

Portfolio Optimizer

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