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FUSA.L vs. SXR8.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUSA.L and SXR8.DE is 0.86, 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.


-0.50.00.51.00.9

Performance

FUSA.L vs. SXR8.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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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
4.62%
8.57%
FUSA.L
SXR8.DE

Key characteristics

Sharpe Ratio

FUSA.L:

1.32

SXR8.DE:

2.12

Sortino Ratio

FUSA.L:

1.89

SXR8.DE:

2.92

Omega Ratio

FUSA.L:

1.24

SXR8.DE:

1.42

Calmar Ratio

FUSA.L:

2.42

SXR8.DE:

3.26

Martin Ratio

FUSA.L:

6.94

SXR8.DE:

14.16

Ulcer Index

FUSA.L:

2.29%

SXR8.DE:

1.90%

Daily Std Dev

FUSA.L:

12.14%

SXR8.DE:

12.70%

Max Drawdown

FUSA.L:

-35.84%

SXR8.DE:

-33.78%

Current Drawdown

FUSA.L:

-1.59%

SXR8.DE:

0.00%

Returns By Period

In the year-to-date period, FUSA.L achieves a 2.59% return, which is significantly lower than SXR8.DE's 3.87% return.


FUSA.L

YTD

2.59%

1M

1.15%

6M

4.62%

1Y

17.76%

5Y*

11.96%

10Y*

N/A

SXR8.DE

YTD

3.87%

1M

1.57%

6M

17.05%

1Y

29.33%

5Y*

15.16%

10Y*

13.82%

*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. SXR8.DE - Expense Ratio Comparison

FUSA.L has a 0.25% expense ratio, which is higher than SXR8.DE's 0.12% 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 SXR8.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

FUSA.L vs. SXR8.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 5959
Overall Rank
The Sharpe Ratio Rank of FUSA.L is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FUSA.L is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FUSA.L is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FUSA.L is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FUSA.L is 6161
Martin Ratio Rank

SXR8.DE
The Risk-Adjusted Performance Rank of SXR8.DE is 8686
Overall Rank
The Sharpe Ratio Rank of SXR8.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SXR8.DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SXR8.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SXR8.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SXR8.DE is 8888
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. SXR8.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 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.


Sharpe ratio
The chart of Sharpe ratio for FUSA.L, currently valued at 1.32, compared to the broader market0.002.004.001.321.80
The chart of Sortino ratio for FUSA.L, currently valued at 1.89, compared to the broader market-2.000.002.004.006.008.0010.0012.001.892.49
The chart of Omega ratio for FUSA.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.34
The chart of Calmar ratio for FUSA.L, currently valued at 2.42, compared to the broader market0.005.0010.0015.002.422.67
The chart of Martin ratio for FUSA.L, currently valued at 6.92, compared to the broader market0.0020.0040.0060.0080.00100.006.9210.56
FUSA.L
SXR8.DE

The current FUSA.L Sharpe Ratio is 1.32, which is lower than the SXR8.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FUSA.L and SXR8.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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.32
1.80
FUSA.L
SXR8.DE

Dividends

FUSA.L vs. SXR8.DE - Dividend Comparison

Neither FUSA.L nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FUSA.L vs. SXR8.DE - Drawdown Comparison

The maximum FUSA.L drawdown since its inception was -35.84%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for FUSA.L and SXR8.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
-1.59%
-0.75%
FUSA.L
SXR8.DE

Volatility

FUSA.L vs. SXR8.DE - Volatility Comparison

Fidelity US Quality Income ETF Acc (FUSA.L) has a higher volatility of 3.77% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.18%. This indicates that FUSA.L's price experiences larger fluctuations and is considered to be riskier than SXR8.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%SeptemberOctoberNovemberDecember2025February
3.77%
3.18%
FUSA.L
SXR8.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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