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FUSA.DE vs. FEUI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUSA.DE vs. FEUI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) and Fidelity Europe Quality Income UCITS ETF (FEUI.DE). The values are adjusted to include any dividend payments, if applicable.

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FUSA.DE vs. FEUI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FUSA.DE
Fidelity US Quality Income UCITS ETF Acc
-1.12%3.93%24.26%14.29%-5.73%37.53%1.62%6.21%
FEUI.DE
Fidelity Europe Quality Income UCITS ETF
2.48%18.53%5.59%18.51%-15.30%26.87%-2.74%8.86%

Returns By Period

In the year-to-date period, FUSA.DE achieves a -1.12% return, which is significantly lower than FEUI.DE's 2.48% return.


FUSA.DE

1D
1.35%
1M
-3.64%
YTD
-1.12%
6M
2.19%
1Y
9.55%
3Y*
12.70%
5Y*
10.93%
10Y*

FEUI.DE

1D
2.25%
1M
-3.18%
YTD
2.48%
6M
7.87%
1Y
14.11%
3Y*
12.17%
5Y*
8.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUSA.DE vs. FEUI.DE - Expense Ratio Comparison

Both FUSA.DE and FEUI.DE have an expense ratio of 0.30%.


Return for Risk

FUSA.DE vs. FEUI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FUSA.DE
FUSA.DE Risk / Return Rank: 3333
Overall Rank
FUSA.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FUSA.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
FUSA.DE Omega Ratio Rank: 3030
Omega Ratio Rank
FUSA.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
FUSA.DE Martin Ratio Rank: 4444
Martin Ratio Rank

FEUI.DE
FEUI.DE Risk / Return Rank: 4848
Overall Rank
FEUI.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FEUI.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEUI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
FEUI.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
FEUI.DE Martin Ratio Rank: 5353
Martin Ratio Rank
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.

FUSA.DE vs. FEUI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) and Fidelity Europe Quality Income UCITS ETF (FEUI.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.


FUSA.DEFEUI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.93

-0.33

Sortino ratio

Return per unit of downside risk

0.90

1.28

-0.38

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

1.10

1.46

-0.37

Martin ratio

Return relative to average drawdown

4.98

5.66

-0.68

FUSA.DE vs. FEUI.DE - Sharpe Ratio Comparison

The current FUSA.DE Sharpe Ratio is 0.60, which is lower than the FEUI.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FUSA.DE and FEUI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FUSA.DEFEUI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.93

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.59

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.52

+0.21

Correlation

The correlation between FUSA.DE and FEUI.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FUSA.DE vs. FEUI.DE - Dividend Comparison

FUSA.DE has not paid dividends to shareholders, while FEUI.DE's dividend yield for the trailing twelve months is around 3.10%.


TTM2025202420232022202120202019
FUSA.DE
Fidelity US Quality Income UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FEUI.DE
Fidelity Europe Quality Income UCITS ETF
3.10%3.09%3.55%4.02%5.06%3.98%2.56%0.41%

Drawdowns

FUSA.DE vs. FEUI.DE - Drawdown Comparison

The maximum FUSA.DE drawdown since its inception was -35.37%, roughly equal to the maximum FEUI.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for FUSA.DE and FEUI.DE.


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Drawdown Indicators


FUSA.DEFEUI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.37%

-33.84%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-12.36%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-24.73%

+2.87%

Current Drawdown

Current decline from peak

-3.75%

-5.11%

+1.36%

Average Drawdown

Average peak-to-trough decline

-4.26%

-6.48%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.57%

-0.63%

Volatility

FUSA.DE vs. FEUI.DE - Volatility Comparison

The current volatility for Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) is 3.13%, while Fidelity Europe Quality Income UCITS ETF (FEUI.DE) has a volatility of 5.15%. This indicates that FUSA.DE experiences smaller price fluctuations and is considered to be less risky than FEUI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUSA.DEFEUI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

5.15%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

8.93%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

15.09%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

14.52%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

16.66%

-0.91%