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FUQA.L vs. XNAQ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FUQA.LXNAQ.L
YTD Return13.32%12.13%
1Y Return18.92%21.26%
3Y Return (Ann)12.12%10.48%
Sharpe Ratio1.841.37
Daily Std Dev10.77%16.16%
Max Drawdown-27.34%-27.52%
Current Drawdown-0.22%-7.33%

Correlation

-0.50.00.51.00.8

The correlation between FUQA.L and XNAQ.L is 0.81, 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. XNAQ.L - Performance Comparison

In the year-to-date period, FUQA.L achieves a 13.32% return, which is significantly higher than XNAQ.L's 12.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.85%
9.31%
FUQA.L
XNAQ.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

FUQA.L has a 0.25% expense ratio, which is higher than XNAQ.L's 0.20% 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%.


FUQA.L
Fidelity US Quality Income ETF Acc
Expense ratio chart for FUQA.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for XNAQ.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

FUQA.L vs. XNAQ.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 Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.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.L
Sharpe ratio
The chart of Sharpe ratio for FUQA.L, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for FUQA.L, currently valued at 3.19, compared to the broader market-2.000.002.004.006.008.0010.0012.003.19
Omega ratio
The chart of Omega ratio for FUQA.L, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.41
Calmar ratio
The chart of Calmar ratio for FUQA.L, currently valued at 2.71, compared to the broader market0.005.0010.0015.002.71
Martin ratio
The chart of Martin ratio for FUQA.L, currently valued at 11.96, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.96
XNAQ.L
Sharpe ratio
The chart of Sharpe ratio for XNAQ.L, currently valued at 1.75, compared to the broader market0.002.004.001.75
Sortino ratio
The chart of Sortino ratio for XNAQ.L, currently valued at 2.34, compared to the broader market-2.000.002.004.006.008.0010.0012.002.34
Omega ratio
The chart of Omega ratio for XNAQ.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.31
Calmar ratio
The chart of Calmar ratio for XNAQ.L, currently valued at 2.23, compared to the broader market0.005.0010.0015.002.23
Martin ratio
The chart of Martin ratio for XNAQ.L, currently valued at 7.87, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.87

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

The current FUQA.L Sharpe Ratio is 1.84, which is higher than the XNAQ.L Sharpe Ratio of 1.37. The chart below compares the 12-month rolling Sharpe Ratio of FUQA.L and XNAQ.L.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.22
1.75
FUQA.L
XNAQ.L

Dividends

FUQA.L vs. XNAQ.L - Dividend Comparison

Neither FUQA.L nor XNAQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FUQA.L vs. XNAQ.L - Drawdown Comparison

The maximum FUQA.L drawdown since its inception was -27.34%, roughly equal to the maximum XNAQ.L drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for FUQA.L and XNAQ.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-5.01%
FUQA.L
XNAQ.L

Volatility

FUQA.L vs. XNAQ.L - Volatility Comparison

The current volatility for Fidelity US Quality Income ETF Acc (FUQA.L) is 4.54%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAQ.L) has a volatility of 5.85%. This indicates that FUQA.L experiences smaller price fluctuations and is considered to be less risky than XNAQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
4.54%
5.85%
FUQA.L
XNAQ.L