FUSS.L vs. FUQA.L
Compare and contrast key facts about Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and Fidelity US Quality Income ETF Acc (FUQA.L).
FUSS.L and FUQA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FUSS.L is a passively managed fund by Fidelity International that tracks the performance of the Russell 1000 TR USD. It was launched on May 21, 2020. FUQA.L is a passively managed fund by Fidelity that tracks the performance of the Fidelity US Quality Income Index. It was launched on Mar 27, 2017. Both FUSS.L and FUQA.L 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: FUSS.L or FUQA.L.
Key characteristics
| FUSS.L | FUQA.L | |
|---|---|---|
| YTD Return | 28.33% | 20.61% |
| 1Y Return | 33.83% | 26.78% |
| 3Y Return (Ann) | 11.94% | 11.29% |
| Sharpe Ratio | 2.92 | 2.48 |
| Sortino Ratio | 4.17 | 3.63 |
| Omega Ratio | 1.56 | 1.47 |
| Calmar Ratio | 5.37 | 5.18 |
| Martin Ratio | 21.01 | 18.60 |
| Ulcer Index | 1.59% | 1.40% |
| Daily Std Dev | 11.39% | 10.49% |
| Max Drawdown | -16.99% | -27.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FUSS.L and FUQA.L is 0.92, 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.
Performance
FUSS.L vs. FUQA.L - Performance Comparison
In the year-to-date period, FUSS.L achieves a 28.33% return, which is significantly higher than FUQA.L's 20.61% 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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FUSS.L vs. FUQA.L - Expense Ratio Comparison
FUSS.L has a 0.30% expense ratio, which is higher than FUQA.L's 0.25% expense ratio.
Risk-Adjusted Performance
FUSS.L vs. FUQA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) and Fidelity US Quality Income ETF Acc (FUQA.L). 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
FUSS.L vs. FUQA.L - Dividend Comparison
Neither FUSS.L nor FUQA.L has paid dividends to shareholders.
Drawdowns
FUSS.L vs. FUQA.L - Drawdown Comparison
The maximum FUSS.L drawdown since its inception was -16.99%, smaller than the maximum FUQA.L drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for FUSS.L and FUQA.L. For additional features, visit the drawdowns tool.
Volatility
FUSS.L vs. FUQA.L - Volatility Comparison
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSS.L) has a higher volatility of 3.31% compared to Fidelity US Quality Income ETF Acc (FUQA.L) at 2.98%. This indicates that FUSS.L's price experiences larger fluctuations and is considered to be riskier than FUQA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.