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

Performance

FUQA.L vs. PMLP.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 HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
FUQA.L
Fidelity US Quality Income ETF Acc
-0.62%7.90%19.50%11.85%-0.00%27.82%11.82%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
22.21%-1.40%35.81%7.61%35.33%34.88%8.45%

Returns By Period

In the year-to-date period, FUQA.L achieves a -0.62% return, which is significantly lower than PMLP.L's 22.21% return.


FUQA.L

1D
1.18%
1M
-4.33%
YTD
-0.62%
6M
2.20%
1Y
13.94%
3Y*
12.34%
5Y*
11.44%
10Y*

PMLP.L

1D
-4.20%
1M
-0.12%
YTD
22.21%
6M
21.02%
1Y
15.92%
3Y*
21.55%
5Y*
21.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FUQA.L has a 0.25% expense ratio, which is lower than PMLP.L's 0.40% expense ratio.


Return for Risk

FUQA.L vs. PMLP.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: 5959
Overall Rank
FUQA.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FUQA.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
FUQA.L Omega Ratio Rank: 5050
Omega Ratio Rank
FUQA.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
FUQA.L Martin Ratio Rank: 7272
Martin Ratio Rank

PMLP.L
PMLP.L Risk / Return Rank: 3737
Overall Rank
PMLP.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PMLP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PMLP.L Omega Ratio Rank: 3535
Omega Ratio Rank
PMLP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
PMLP.L Martin Ratio Rank: 3232
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. PMLP.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 HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.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.


FUQA.LPMLP.LDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.79

+0.19

Sortino ratio

Return per unit of downside risk

1.37

1.11

+0.26

Omega ratio

Gain probability vs. loss probability

1.20

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

2.03

1.21

+0.82

Martin ratio

Return relative to average drawdown

7.98

2.93

+5.05

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

The current FUQA.L Sharpe Ratio is 0.97, which is comparable to the PMLP.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FUQA.L and PMLP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FUQA.LPMLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.79

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.14

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.29

-0.44

Correlation

The correlation between FUQA.L and PMLP.L is 0.38, 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

FUQA.L vs. PMLP.L - Dividend Comparison

FUQA.L has not paid dividends to shareholders, while PMLP.L's dividend yield for the trailing twelve months is around 2.84%.


TTM202520242023202220212020
FUQA.L
Fidelity US Quality Income ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.84%3.31%3.37%6.48%6.12%6.57%4.17%

Drawdowns

FUQA.L vs. PMLP.L - Drawdown Comparison

The maximum FUQA.L drawdown since its inception was -27.34%, which is greater than PMLP.L's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for FUQA.L and PMLP.L.


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Drawdown Indicators


FUQA.LPMLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.34%

-20.50%

-6.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-14.95%

+4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

-20.50%

+1.51%

Current Drawdown

Current decline from peak

-4.33%

-5.50%

+1.17%

Average Drawdown

Average peak-to-trough decline

-3.25%

-5.91%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

5.01%

-3.24%

Volatility

FUQA.L vs. PMLP.L - Volatility Comparison

The current volatility for Fidelity US Quality Income ETF Acc (FUQA.L) is 3.59%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L) has a volatility of 6.82%. This indicates that FUQA.L experiences smaller price fluctuations and is considered to be less risky than PMLP.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.LPMLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

6.82%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

12.21%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.31%

20.17%

-5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

19.54%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

21.13%

-4.73%