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FUSA.L vs. SPYL.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUSA.L and SPYL.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

FUSA.L vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity US Quality Income ETF Acc (FUSA.L) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.68%
8.79%
FUSA.L
SPYL.DE

Key characteristics

Sharpe Ratio

FUSA.L:

1.40

SPYL.DE:

2.21

Sortino Ratio

FUSA.L:

2.01

SPYL.DE:

3.06

Omega Ratio

FUSA.L:

1.25

SPYL.DE:

1.44

Calmar Ratio

FUSA.L:

2.60

SPYL.DE:

3.38

Martin Ratio

FUSA.L:

7.49

SPYL.DE:

14.72

Ulcer Index

FUSA.L:

2.28%

SPYL.DE:

1.89%

Daily Std Dev

FUSA.L:

12.18%

SPYL.DE:

12.63%

Max Drawdown

FUSA.L:

-35.84%

SPYL.DE:

-8.25%

Current Drawdown

FUSA.L:

-1.87%

SPYL.DE:

-0.31%

Returns By Period

In the year-to-date period, FUSA.L achieves a 2.30% return, which is significantly lower than SPYL.DE's 3.51% return.


FUSA.L

YTD

2.30%

1M

1.47%

6M

4.91%

1Y

16.46%

5Y*

11.65%

10Y*

N/A

SPYL.DE

YTD

3.51%

1M

0.56%

6M

16.80%

1Y

26.96%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FUSA.L vs. SPYL.DE - Expense Ratio Comparison

FUSA.L has a 0.25% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FUSA.L
Fidelity US Quality Income ETF Acc
Expense ratio chart for FUSA.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FUSA.L vs. SPYL.DE — Risk-Adjusted Performance Rank

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

FUSA.L
The Risk-Adjusted Performance Rank of FUSA.L is 6060
Overall Rank
The Sharpe Ratio Rank of FUSA.L is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FUSA.L is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FUSA.L is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FUSA.L is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FUSA.L is 6363
Martin Ratio Rank

SPYL.DE
The Risk-Adjusted Performance Rank of SPYL.DE is 8787
Overall Rank
The Sharpe Ratio Rank of SPYL.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYL.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SPYL.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SPYL.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPYL.DE is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FUSA.L vs. SPYL.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income ETF Acc (FUSA.L) and SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.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.


Sharpe ratio
The chart of Sharpe ratio for FUSA.L, currently valued at 1.29, compared to the broader market0.002.004.001.291.82
The chart of Sortino ratio for FUSA.L, currently valued at 1.85, compared to the broader market-2.000.002.004.006.008.0010.0012.001.852.52
The chart of Omega ratio for FUSA.L, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.34
The chart of Calmar ratio for FUSA.L, currently valued at 2.37, compared to the broader market0.005.0010.0015.002.372.69
The chart of Martin ratio for FUSA.L, currently valued at 6.80, compared to the broader market0.0020.0040.0060.0080.00100.006.8010.65
FUSA.L
SPYL.DE

The current FUSA.L Sharpe Ratio is 1.40, which is lower than the SPYL.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FUSA.L and SPYL.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.


Rolling 12-month Sharpe Ratio1.502.002.503.00Dec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
1.29
1.82
FUSA.L
SPYL.DE

Dividends

FUSA.L vs. SPYL.DE - Dividend Comparison

Neither FUSA.L nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FUSA.L vs. SPYL.DE - Drawdown Comparison

The maximum FUSA.L drawdown since its inception was -35.84%, which is greater than SPYL.DE's maximum drawdown of -8.25%. Use the drawdown chart below to compare losses from any high point for FUSA.L and SPYL.DE. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.87%
-0.54%
FUSA.L
SPYL.DE

Volatility

FUSA.L vs. SPYL.DE - Volatility Comparison

Fidelity US Quality Income ETF Acc (FUSA.L) has a higher volatility of 3.82% compared to SPDR S&P 500 UCITS ETF USD Unhedged Acc (SPYL.DE) at 3.36%. This indicates that FUSA.L's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.82%
3.36%
FUSA.L
SPYL.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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