FUQA.L vs. SGAS.DE
FUQA.L (Fidelity US Quality Income ETF Acc) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - FUQA.L tracks the Fidelity US Quality Income Index while SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, FUQA.L returned 12.98%/yr vs 14.93%/yr for SGAS.DE. Their correlation of 0.86 suggests significant overlap in exposure. FUQA.L charges 0.25%/yr vs 0.07%/yr for SGAS.DE.
Performance
FUQA.L vs. SGAS.DE - Performance Comparison
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Different Trading Currencies
FUQA.L is traded in GBp, while SGAS.DE is traded in EUR. To make them comparable, the SGAS.DE 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 8.87% return, which is significantly lower than SGAS.DE's 10.02% return.
FUQA.L
- 1D
- 0.81%
- 1M
- 1.64%
- YTD
- 8.87%
- 6M
- 8.75%
- 1Y
- 25.38%
- 3Y*
- 15.18%
- 5Y*
- 12.98%
- 10Y*
- —
SGAS.DE
- 1D
- 1.80%
- 1M
- 1.20%
- YTD
- 10.02%
- 6M
- 10.58%
- 1Y
- 29.14%
- 3Y*
- 19.99%
- 5Y*
- 14.93%
- 10Y*
- —
FUQA.L vs. SGAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FUQA.L Fidelity US Quality Income ETF Acc | 8.87% | 8.56% | 19.50% | 11.85% | -0.00% | 27.82% | 8.23% | 27.23% | -6.19% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 10.02% | 10.64% | 28.04% | 23.82% | -12.48% | 29.78% | 16.88% | 28.31% | -18.96% |
Correlation
The correlation between FUQA.L and SGAS.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.86 |
The correlation between FUQA.L and SGAS.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
FUQA.L vs. SGAS.DE — Risk / Return Rank
FUQA.L
SGAS.DE
FUQA.L vs. SGAS.DE - 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 USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
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.L | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.42 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 3.26 | +0.94 |
| Martin ratioReturn relative to average drawdown | 16.84 | 11.18 | +5.67 |
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Drawdowns
FUQA.L vs. SGAS.DE - Drawdown Comparison
The maximum FUQA.L drawdown since its inception was -27.34%, roughly equal to the maximum SGAS.DE drawdown of -26.07%. Use the drawdown chart below to compare losses from any high point for FUQA.L and SGAS.DE.
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Drawdown Indicators
| FUQA.L | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.34% | -26.07% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.01% | -8.89% | +2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -20.49% | -23.43% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -20.49% | -23.43% | +2.94% |
Current DrawdownCurrent decline from peak | 0.00% | -0.52% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -4.73% | -2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 2.60% | -1.10% |
Volatility
FUQA.L vs. SGAS.DE - Volatility Comparison
The current volatility for Fidelity US Quality Income ETF Acc (FUQA.L) is 2.80%, while iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a volatility of 3.98%. This indicates that FUQA.L experiences smaller price fluctuations and is considered to be less risky than SGAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUQA.L | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 3.98% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 8.75% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.53% | 12.38% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 15.66% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 17.79% | +4.65% |
FUQA.L vs. SGAS.DE - Expense Ratio Comparison
FUQA.L has a 0.25% expense ratio, which is higher than SGAS.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FUQA.L vs. SGAS.DE - Dividend Comparison
Neither FUQA.L nor SGAS.DE has paid dividends to shareholders.
Frequently Asked Questions
FUQA.L and SGAS.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for FUQA.L.
FUQA.L tracks Fidelity US Quality Income Index, while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.25% for FUQA.L and 0.07% for SGAS.DE.
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