FUQA.L vs. ZPRV.DE
FUQA.L (Fidelity US Quality Income ETF Acc) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - FUQA.L is a Large Cap Blend Equities fund tracking the Fidelity US Quality Income Index, while ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. Over the past 5 years, FUQA.L returned 12.98%/yr vs 11.29%/yr for ZPRV.DE. A 0.68 correlation means they provide meaningful diversification when combined. FUQA.L charges 0.25%/yr vs 0.30%/yr for ZPRV.DE.
Performance
FUQA.L vs. ZPRV.DE - Performance Comparison
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Different Trading Currencies
FUQA.L is traded in GBp, while ZPRV.DE is traded in EUR. To make them comparable, the ZPRV.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 ZPRV.DE's 16.83% 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*
- —
ZPRV.DE
- 1D
- 0.04%
- 1M
- 6.00%
- YTD
- 16.83%
- 6M
- 15.48%
- 1Y
- 40.03%
- 3Y*
- 17.34%
- 5Y*
- 11.29%
- 10Y*
- 13.18%
FUQA.L vs. ZPRV.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% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 16.83% | 8.35% | 9.10% | 16.73% | -0.22% | 37.76% | 3.67% | 20.78% | -10.52% | 3.93% |
Correlation
The correlation between FUQA.L and ZPRV.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2017 | 0.68 |
The correlation between FUQA.L and ZPRV.DE has been stable across timeframes, ranging from 0.61 to 0.71 - a consistent structural relationship.
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Return for Risk
FUQA.L vs. ZPRV.DE — Risk / Return Rank
FUQA.L
ZPRV.DE
FUQA.L vs. ZPRV.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 SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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 | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.47 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 6.10 | -1.90 |
| Martin ratioReturn relative to average drawdown | 16.84 | 19.94 | -3.10 |
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Drawdowns
FUQA.L vs. ZPRV.DE - Drawdown Comparison
The maximum FUQA.L drawdown since its inception was -27.34%, smaller than the maximum ZPRV.DE drawdown of -43.48%. Use the drawdown chart below to compare losses from any high point for FUQA.L and ZPRV.DE.
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Drawdown Indicators
| FUQA.L | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.34% | -43.48% | +16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -6.01% | -6.53% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -20.49% | -29.61% | +9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.49% | -29.61% | +9.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.48% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -8.72% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 2.00% | -0.50% |
Volatility
FUQA.L vs. ZPRV.DE - Volatility Comparison
Fidelity US Quality Income ETF Acc (FUQA.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) have volatilities of 2.80% and 2.94%, 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.
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Volatility by Period
| FUQA.L | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 2.94% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 9.55% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.53% | 15.14% | -5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 19.84% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 22.26% | +0.18% |
FUQA.L vs. ZPRV.DE - Expense Ratio Comparison
FUQA.L has a 0.25% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
FUQA.L vs. ZPRV.DE - Dividend Comparison
Neither FUQA.L nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
FUQA.L and ZPRV.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUQA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUQA.L is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRV.DE.
FUQA.L is categorized as Large Cap Blend Equities, while ZPRV.DE is Small Cap Value Equities. FUQA.L tracks Fidelity US Quality Income Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: Fidelity and State Street. Their fees differ too: 0.25% for FUQA.L and 0.30% for ZPRV.DE.
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