FUSR.DE vs. QQQ
Compare and contrast key facts about Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and Invesco QQQ (QQQ).
FUSR.DE and QQQ 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 International that tracks the performance of the Fidelity Sustainable Research Enhanced US Equity. It was launched on May 21, 2020. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both FUSR.DE and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUSR.DE or QQQ.
Key characteristics
| FUSR.DE | QQQ | |
|---|---|---|
| YTD Return | 33.77% | 26.02% |
| 1Y Return | 41.05% | 36.73% |
| 3Y Return (Ann) | 12.63% | 9.97% |
| Sharpe Ratio | 3.17 | 2.28 |
| Sortino Ratio | 4.32 | 2.98 |
| Omega Ratio | 1.66 | 1.41 |
| Calmar Ratio | 4.66 | 2.94 |
| Martin Ratio | 20.77 | 10.71 |
| Ulcer Index | 1.87% | 3.72% |
| Daily Std Dev | 12.24% | 17.35% |
| Max Drawdown | -18.41% | -82.98% |
| Current Drawdown | 0.00% | -0.06% |
Correlation
The correlation between FUSR.DE and QQQ is 0.59, 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.
Performance
FUSR.DE vs. QQQ - Performance Comparison
In the year-to-date period, FUSR.DE achieves a 33.77% return, which is significantly higher than QQQ's 26.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FUSR.DE vs. QQQ - Expense Ratio Comparison
FUSR.DE has a 0.30% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
FUSR.DE vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and Invesco QQQ (QQQ). 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.
Dividends
FUSR.DE vs. QQQ - Dividend Comparison
FUSR.DE has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUSR.DE Fidelity Sustainable Research Enhanced US Equity 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% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
FUSR.DE vs. QQQ - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -18.41%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and QQQ. For additional features, visit the drawdowns tool.
Volatility
FUSR.DE vs. QQQ - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 3.63%, while Invesco QQQ (QQQ) has a volatility of 5.18%. This indicates that FUSR.DE experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.