FUSA.DE vs. VWRD.L
FUSA.DE (Fidelity US Quality Income UCITS ETF Acc) and VWRD.L (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - FUSA.DE is a Large Cap Value Equities fund tracking the Fidelity US Quality Income NR USD, while VWRD.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, FUSA.DE returned 12.78%/yr vs 12.28%/yr for VWRD.L. Their correlation of 0.83 suggests significant overlap in exposure. FUSA.DE charges 0.30%/yr vs 0.22%/yr for VWRD.L.
Performance
FUSA.DE vs. VWRD.L - Performance Comparison
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Different Trading Currencies
FUSA.DE is traded in EUR, while VWRD.L is traded in USD. To make them comparable, the VWRD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, FUSA.DE achieves a 8.98% return, which is significantly lower than VWRD.L's 12.90% 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*
- —
VWRD.L
- 1D
- -0.24%
- 1M
- 4.98%
- YTD
- 12.90%
- 6M
- 13.31%
- 1Y
- 26.46%
- 3Y*
- 17.87%
- 5Y*
- 12.28%
- 10Y*
- 12.39%
FUSA.DE vs. VWRD.L - 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% |
VWRD.L Vanguard FTSE All-World UCITS ETF | 12.91% | 7.86% | 25.42% | 18.64% | -13.12% | 27.38% | 6.56% | 28.51% | -5.46% | 3.99% |
Correlation
The correlation between FUSA.DE and VWRD.L is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2017 | 0.83 |
The correlation between FUSA.DE and VWRD.L has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
FUSA.DE vs. VWRD.L — Risk / Return Rank
FUSA.DE
VWRD.L
FUSA.DE vs. VWRD.L - 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 Vanguard FTSE All-World UCITS ETF (VWRD.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.
| FUSA.DE | VWRD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 4.11 | -0.03 |
| Martin ratioReturn relative to average drawdown | 15.57 | 15.76 | -0.20 |
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 | VWRD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.13 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.84 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.82 | -0.02 |
Drawdowns
FUSA.DE vs. VWRD.L - Drawdown Comparison
The maximum FUSA.DE drawdown since its inception was -35.37%, which is greater than VWRD.L's maximum drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for FUSA.DE and VWRD.L.
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Drawdown Indicators
| FUSA.DE | VWRD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.37% | -33.27% | -2.10% |
Max Drawdown (1Y)Largest decline over 1 year | -5.24% | -6.40% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -20.08% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -20.08% | -1.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.27% | — |
Current DrawdownCurrent decline from peak | -0.13% | -0.64% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.39% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 1.67% | -0.29% |
Volatility
FUSA.DE vs. VWRD.L - Volatility Comparison
The current volatility for Fidelity US Quality Income UCITS ETF Acc (FUSA.DE) is 2.49%, while Vanguard FTSE All-World UCITS ETF (VWRD.L) has a volatility of 3.46%. This indicates that FUSA.DE experiences smaller price fluctuations and is considered to be less risky than VWRD.L 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 | VWRD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 3.46% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 9.33% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | 12.37% | -2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 14.59% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 15.60% | +0.05% |
FUSA.DE vs. VWRD.L - Expense Ratio Comparison
FUSA.DE has a 0.30% expense ratio, which is higher than VWRD.L's 0.22% expense ratio.
Dividends
FUSA.DE vs. VWRD.L - Dividend Comparison
FUSA.DE has not paid dividends to shareholders, while VWRD.L's dividend yield for the trailing twelve months is around 1.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
VWRD.L Vanguard FTSE All-World UCITS ETF | 1.24% | 1.38% | 1.52% | 1.69% | 2.05% | 1.48% | 1.47% | 1.88% | 2.29% | 1.82% | 2.04% | 2.07% |
Frequently Asked Questions
FUSA.DE and VWRD.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRD.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRD.L is cheaper with a 0.22% expense ratio, compared with 0.30% for FUSA.DE.
FUSA.DE is categorized as Large Cap Value Equities, while VWRD.L is Global Equities. FUSA.DE tracks Fidelity US Quality Income NR USD, while VWRD.L tracks FTSE All-World Index. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.30% for FUSA.DE and 0.22% for VWRD.L.
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