FUSR.DE vs. FEUQ.DE
Compare and contrast key facts about Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and Fidelity Europe Quality Income UCITS ETF (FEUQ.DE).
FUSR.DE and FEUQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FUSR.DE is a passively managed fund by Fidelity that tracks the performance of the Fidelity Sustainable Research Enhanced US Equity. It was launched on May 21, 2020. FEUQ.DE is a passively managed fund by Fidelity that tracks the performance of the Fidelity Europe Quality Income. It was launched on Oct 30, 2017. Both FUSR.DE and FEUQ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FUSR.DE vs. FEUQ.DE - Performance Comparison
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FUSR.DE vs. FEUQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | -3.21% | 5.18% | 33.40% | 24.94% | -16.94% | 38.09% | 12.94% |
FEUQ.DE Fidelity Europe Quality Income UCITS ETF | 2.63% | 18.63% | 5.62% | 17.92% | -16.24% | 25.15% | 7.38% |
Returns By Period
In the year-to-date period, FUSR.DE achieves a -3.21% return, which is significantly lower than FEUQ.DE's 2.63% return.
FUSR.DE
- 1D
- 0.14%
- 1M
- -2.82%
- YTD
- -3.21%
- 6M
- -0.66%
- 1Y
- 11.56%
- 3Y*
- 16.87%
- 5Y*
- 11.97%
- 10Y*
- —
FEUQ.DE
- 1D
- -0.03%
- 1M
- -0.44%
- YTD
- 2.63%
- 6M
- 7.26%
- 1Y
- 14.37%
- 3Y*
- 12.32%
- 5Y*
- 8.10%
- 10Y*
- —
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FUSR.DE vs. FEUQ.DE - Expense Ratio Comparison
Both FUSR.DE and FEUQ.DE have an expense ratio of 0.30%.
Return for Risk
FUSR.DE vs. FEUQ.DE — Risk / Return Rank
FUSR.DE
FEUQ.DE
FUSR.DE vs. FEUQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and Fidelity Europe Quality Income UCITS ETF (FEUQ.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.
| FUSR.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.94 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.30 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.19 | +0.17 |
Martin ratioReturn relative to average drawdown | 8.04 | 7.74 | +0.29 |
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
| FUSR.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.94 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.55 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.46 | +0.42 |
Correlation
The correlation between FUSR.DE and FEUQ.DE is 0.66, 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.
Dividends
FUSR.DE vs. FEUQ.DE - Dividend Comparison
Neither FUSR.DE nor FEUQ.DE has paid dividends to shareholders.
Drawdowns
FUSR.DE vs. FEUQ.DE - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -24.29%, smaller than the maximum FEUQ.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and FEUQ.DE.
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Drawdown Indicators
| FUSR.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -33.84% | +9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.43% | -10.01% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.29% | -25.53% | +1.24% |
Current DrawdownCurrent decline from peak | -5.42% | -4.85% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -5.96% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.30% | 0.00% |
Volatility
FUSR.DE vs. FEUQ.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 3.73%, while Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) has a volatility of 4.91%. This indicates that FUSR.DE experiences smaller price fluctuations and is considered to be less risky than FEUQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUSR.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 4.91% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 8.74% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 15.22% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 14.57% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 15.58% | +0.54% |