FUQA.L vs. UBUS.DE

Last updated Jun 16, 2026

FUQA.L (Fidelity US Quality Income ETF Acc) and UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) are both exchange-traded funds - FUQA.L is a Large Cap Blend Equities fund tracking the Fidelity US Quality Income Index, while UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value. Both are passively managed. Over the past 5 years, FUQA.L returned 12.98%/yr vs 9.70%/yr for UBUS.DE. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

FUQA.L vs. UBUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Fidelity US Quality Income ETF Acc (FUQA.L) and UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

FUQA.L is traded in GBp, while UBUS.DE is traded in EUR. To make them comparable, the UBUS.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 higher than UBUS.DE's 8.36% 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*: —

UBUS.DE

• 1D: 1.04%
• 1M: 3.21%
• YTD: 8.36%
• 6M: 7.79%
• 1Y: 21.88%
• 3Y*: 10.97%
• 5Y*: 9.70%
• 10Y*: 12.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FUQA.L vs. UBUS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FUQA.L Fidelity US Quality Income ETF Acc	8.87%	8.56%	19.50%	11.85%	-0.00%	27.82%	8.23%	27.23%	1.10%	-13.91%
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis	8.36%	5.62%	9.00%	10.14%	2.42%	31.56%	1.62%	26.62%	-2.90%	8.41%

Correlation

The correlation between FUQA.L and UBUS.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Mar 27, 2017	0.64

The correlation between FUQA.L and UBUS.DE shifts across timeframes, from 0.64 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

FUQA.L vs. UBUS.DE — 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: 87
FUQA.L Sharpe Ratio Rank: 88
FUQA.L Sortino Ratio Rank: 88
FUQA.L Omega Ratio Rank: 88
FUQA.L Calmar Ratio Rank: 84
FUQA.L Martin Ratio Rank: 87

UBUS.DE

UBUS.DE Risk / Return Rank: 56
UBUS.DE Sharpe Ratio Rank: 52
UBUS.DE Sortino Ratio Rank: 53
UBUS.DE Omega Ratio Rank: 48
UBUS.DE Calmar Ratio Rank: 68
UBUS.DE Martin Ratio Rank: 61

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. UBUS.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 UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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	UBUS.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.66	1.92	+0.73
Sortino ratio: Return per unit of downside risk	3.67	2.75	+0.92
Omega ratio: Gain probability vs. loss probability	1.50	1.33	+0.17
Calmar ratio: Return relative to maximum drawdown	4.20	3.21	+0.99
Martin ratio: Return relative to average drawdown	16.84	10.46	+6.39

FUQA.L vs. UBUS.DE - Sharpe Ratio Comparison

The current FUQA.L Sharpe Ratio is 2.66, which is higher than the UBUS.DE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FUQA.L and UBUS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FUQA.L vs. UBUS.DE - Drawdown Comparison

The maximum FUQA.L drawdown since its inception was -27.34%, which is greater than UBUS.DE's maximum drawdown of -25.53%. Use the drawdown chart below to compare losses from any high point for FUQA.L and UBUS.DE.

Drawdown Indicators

	FUQA.L	UBUS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-27.34%	-25.53%	-1.81%
Max Drawdown (1Y) Largest decline over 1 year	-6.01%	-6.78%	+0.77%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	-20.09%	-0.40%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	-20.09%	-0.40%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.53%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.10%	-4.07%	-3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.50%	2.09%	-0.59%

Volatility

FUQA.L vs. UBUS.DE - Volatility Comparison

Fidelity US Quality Income ETF Acc (FUQA.L) and UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) have volatilities of 2.80% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FUQA.L	UBUS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.80%	2.78%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	6.75%	8.04%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	9.53%	11.35%	-1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.12%	14.43%	+4.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.44%	16.10%	+6.34%

FUQA.L vs. UBUS.DE - Expense Ratio Comparison

Both FUQA.L and UBUS.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

FUQA.L vs. UBUS.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis	1.13%	1.24%	0.67%	1.52%	1.62%	1.56%	1.89%	1.30%	1.93%	1.60%	1.41%

Frequently Asked Questions

Can I hold both FUQA.L and UBUS.DE in my portfolio?

FUQA.L and UBUS.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FUQA.L or UBUS.DE?

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FUQA.L or UBUS.DE?

FUQA.L and UBUS.DE have the same expense ratio: 0.25% per year.

What is the main difference between FUQA.L and UBUS.DE?

FUQA.L is categorized as Large Cap Blend Equities, while UBUS.DE is Large Cap Value Equities. FUQA.L tracks Fidelity US Quality Income Index, while UBUS.DE tracks MSCI USA Prime Value. They also come from different issuers: Fidelity and UBS.