FUSA.DE vs. SXR8.DE
FUSA.DE (Fidelity US Quality Income UCITS ETF Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - FUSA.DE is a Large Cap Value Equities fund tracking the Fidelity US Quality Income NR USD, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, FUSA.DE returned 12.78%/yr vs 14.77%/yr for SXR8.DE. With a 0.95 correlation, they move nearly in lockstep. FUSA.DE charges 0.30%/yr vs 0.07%/yr for SXR8.DE.
Performance
FUSA.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FUSA.DE achieves a 8.98% return, which is significantly lower than SXR8.DE's 11.37% return.
FUSA.DE
- 1D
- -0.10%
- 1M
- 3.18%
- YTD
- 8.98%
- 6M
- 8.57%
- 1Y
- 21.54%
- 3Y*
- 14.80%
- 5Y*
- 12.78%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
FUSA.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUSA.DE Fidelity US Quality Income UCITS ETF Acc | 8.98% | 3.93% | 24.26% | 14.29% | -5.73% | 37.53% | 1.62% | 35.26% | -0.02% | 3.04% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 3.16% |
Correlation
The correlation between FUSA.DE and SXR8.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017 | 0.95 |
The correlation between FUSA.DE and SXR8.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
FUSA.DE vs. SXR8.DE — Risk / Return Rank
FUSA.DE
SXR8.DE
FUSA.DE vs. SXR8.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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.58 | +0.50 |
| Martin ratioReturn relative to average drawdown | 15.57 | 12.71 | +2.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FUSA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.21 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.96 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.79 | +0.01 |
Drawdowns
FUSA.DE vs. SXR8.DE - Drawdown Comparison
The maximum FUSA.DE drawdown since its inception was -35.37%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for FUSA.DE and SXR8.DE.
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Drawdown Indicators
| FUSA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.37% | -33.78% | -1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -5.24% | -7.13% | +1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -23.32% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -23.32% | +1.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.13% | -0.45% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -5.17% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.01% | -0.63% |
Volatility
FUSA.DE vs. SXR8.DE - Volatility Comparison
The current volatility for Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) is 2.49%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that FUSA.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.65% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 7.57% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 11.56% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 15.16% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 16.09% | -0.44% |
FUSA.DE vs. SXR8.DE - Expense Ratio Comparison
FUSA.DE has a 0.30% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
FUSA.DE vs. SXR8.DE - Dividend Comparison
Neither FUSA.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, FUSA.DE and SXR8.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for FUSA.DE.
FUSA.DE is categorized as Large Cap Value Equities, while SXR8.DE is S&P 500. FUSA.DE tracks Fidelity US Quality Income NR USD, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.30% for FUSA.DE and 0.07% for SXR8.DE.
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