FUQA.L vs. VUSA.L
Compare and contrast key facts about Fidelity US Quality Income ETF Acc (FUQA.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
FUQA.L and VUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FUQA.L is a passively managed fund by Fidelity that tracks the performance of the Fidelity US Quality Income Index. It was launched on Mar 27, 2017. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012. Both FUQA.L and VUSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUQA.L or VUSA.L.
Key characteristics
| FUQA.L | VUSA.L | |
|---|---|---|
| YTD Return | 20.50% | 24.57% |
| 1Y Return | 27.23% | 31.34% |
| 3Y Return (Ann) | 11.88% | 11.95% |
| 5Y Return (Ann) | 13.55% | 15.83% |
| Sharpe Ratio | 2.56 | 2.78 |
| Sortino Ratio | 3.74 | 3.94 |
| Omega Ratio | 1.49 | 1.54 |
| Calmar Ratio | 5.35 | 4.93 |
| Martin Ratio | 19.19 | 19.41 |
| Ulcer Index | 1.40% | 1.59% |
| Daily Std Dev | 10.47% | 11.09% |
| Max Drawdown | -27.34% | -25.47% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FUQA.L and VUSA.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FUQA.L vs. VUSA.L - Performance Comparison
In the year-to-date period, FUQA.L achieves a 20.50% return, which is significantly lower than VUSA.L's 24.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FUQA.L vs. VUSA.L - Expense Ratio Comparison
FUQA.L has a 0.25% expense ratio, which is higher than VUSA.L'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%.
Risk-Adjusted Performance
FUQA.L vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income ETF Acc (FUQA.L) and Vanguard S&P 500 UCITS ETF (VUSA.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.
Dividends
FUQA.L vs. VUSA.L - Dividend Comparison
FUQA.L has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.75%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.75% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
FUQA.L vs. VUSA.L - Drawdown Comparison
The maximum FUQA.L drawdown since its inception was -27.34%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for FUQA.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
FUQA.L vs. VUSA.L - Volatility Comparison
The current volatility for Fidelity US Quality Income ETF Acc (FUQA.L) is 2.87%, while Vanguard S&P 500 UCITS ETF (VUSA.L) has a volatility of 3.39%. This indicates that FUQA.L experiences smaller price fluctuations and is considered to be less risky than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.