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FUSD.L vs. TDIV.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUSD.L and TDIV.AS is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FUSD.L vs. TDIV.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity US Quality Income ETF Inc (FUSD.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.77%
10.05%
FUSD.L
TDIV.AS

Key characteristics

Sharpe Ratio

FUSD.L:

1.36

TDIV.AS:

2.45

Sortino Ratio

FUSD.L:

1.93

TDIV.AS:

3.15

Omega Ratio

FUSD.L:

1.25

TDIV.AS:

1.45

Calmar Ratio

FUSD.L:

2.53

TDIV.AS:

3.52

Martin Ratio

FUSD.L:

6.97

TDIV.AS:

14.90

Ulcer Index

FUSD.L:

2.22%

TDIV.AS:

1.68%

Daily Std Dev

FUSD.L:

11.46%

TDIV.AS:

10.23%

Max Drawdown

FUSD.L:

-35.82%

TDIV.AS:

-36.06%

Current Drawdown

FUSD.L:

-1.31%

TDIV.AS:

-0.07%

Returns By Period

In the year-to-date period, FUSD.L achieves a 2.66% return, which is significantly lower than TDIV.AS's 9.22% return.


FUSD.L

YTD

2.66%

1M

1.14%

6M

4.77%

1Y

17.83%

5Y*

11.97%

10Y*

N/A

TDIV.AS

YTD

9.22%

1M

4.38%

6M

16.45%

1Y

25.46%

5Y*

12.90%

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.


FUSD.L vs. TDIV.AS - Expense Ratio Comparison

FUSD.L has a 0.25% expense ratio, which is lower than TDIV.AS's 0.38% expense ratio.


TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
Expense ratio chart for TDIV.AS: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for FUSD.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%

Risk-Adjusted Performance

FUSD.L vs. TDIV.AS — Risk-Adjusted Performance Rank

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

FUSD.L
The Risk-Adjusted Performance Rank of FUSD.L is 6161
Overall Rank
The Sharpe Ratio Rank of FUSD.L is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FUSD.L is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FUSD.L is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FUSD.L is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FUSD.L is 6161
Martin Ratio Rank

TDIV.AS
The Risk-Adjusted Performance Rank of TDIV.AS is 8989
Overall Rank
The Sharpe Ratio Rank of TDIV.AS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TDIV.AS is 8888
Sortino Ratio Rank
The Omega Ratio Rank of TDIV.AS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TDIV.AS is 8888
Calmar Ratio Rank
The Martin Ratio Rank of TDIV.AS is 9090
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.

FUSD.L vs. TDIV.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income ETF Inc (FUSD.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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 FUSD.L, currently valued at 1.40, compared to the broader market0.002.004.001.401.76
The chart of Sortino ratio for FUSD.L, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.0012.001.982.33
The chart of Omega ratio for FUSD.L, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.30
The chart of Calmar ratio for FUSD.L, currently valued at 2.60, compared to the broader market0.005.0010.0015.0020.002.603.00
The chart of Martin ratio for FUSD.L, currently valued at 7.14, compared to the broader market0.0020.0040.0060.0080.00100.007.147.64
FUSD.L
TDIV.AS

The current FUSD.L Sharpe Ratio is 1.36, which is lower than the TDIV.AS Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of FUSD.L and TDIV.AS, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.40
1.76
FUSD.L
TDIV.AS

Dividends

FUSD.L vs. TDIV.AS - Dividend Comparison

FUSD.L's dividend yield for the trailing twelve months is around 1.77%, less than TDIV.AS's 3.83% yield.


TTM202420232022202120202019201820172016
FUSD.L
Fidelity US Quality Income ETF Inc
1.77%1.85%2.10%2.31%2.30%2.30%1.95%2.19%1.24%0.00%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.83%4.19%4.98%4.55%3.98%4.12%4.40%4.93%3.95%1.11%

Drawdowns

FUSD.L vs. TDIV.AS - Drawdown Comparison

The maximum FUSD.L drawdown since its inception was -35.82%, roughly equal to the maximum TDIV.AS drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for FUSD.L and TDIV.AS. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.31%
0
FUSD.L
TDIV.AS

Volatility

FUSD.L vs. TDIV.AS - Volatility Comparison

Fidelity US Quality Income ETF Inc (FUSD.L) has a higher volatility of 3.43% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) at 2.17%. This indicates that FUSD.L's price experiences larger fluctuations and is considered to be riskier than TDIV.AS 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
3.43%
2.17%
FUSD.L
TDIV.AS
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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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