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FUSA.DE vs. VWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUSA.DE vs. VWRD.L - 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 Vanguard FTSE All-World UCITS ETF (VWRD.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUSA.DE vs. VWRD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

FUSA.DE
FUSA.DE Risk / Return Rank: 7171
Overall Rank
FUSA.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FUSA.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
FUSA.DE Omega Ratio Rank: 6666
Omega Ratio Rank
FUSA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FUSA.DE Martin Ratio Rank: 8080
Martin Ratio Rank

VWRD.L
VWRD.L Risk / Return Rank: 7272
Overall Rank
VWRD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7373
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7373
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. 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.DEVWRD.LDifference
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

FUSA.DE vs. VWRD.L - Sharpe Ratio Comparison

The current FUSA.DE Sharpe Ratio is 2.10, which is comparable to the VWRD.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FUSA.DE and VWRD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FUSA.DEVWRD.LDifference

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.DEVWRD.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.13%

-0.64%

+0.51%

Average Drawdown

Average peak-to-trough decline

-4.19%

-4.39%

+0.20%

Ulcer Index

Depth 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.DEVWRD.LDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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