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GIN.L vs. FEQT.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIN.L vs. FEQT.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF Dist (GIN.L) and Fidelity All-in-One Equity ETF Fund (FEQT.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GIN.L is traded in GBP, while FEQT.NEO is traded in CAD. To make them comparable, the FEQT.NEO values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GIN.L achieves a 2.94% return, which is significantly lower than FEQT.NEO's 9.92% return.


GIN.L

1D
-0.07%
1M
-0.53%
YTD
2.94%
6M
2.23%
1Y
8.48%
3Y*
3.96%
5Y*
2.26%
10Y*
33.49%

FEQT.NEO

1D
0.46%
1M
2.88%
YTD
9.92%
6M
10.45%
1Y
24.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIN.L vs. FEQT.NEO - Yearly Performance Comparison


Correlation

The correlation between GIN.L and FEQT.NEO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (All Time)
Calculated using the full available price history since May 14, 2024

0.26

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Return for Risk

GIN.L vs. FEQT.NEO — Risk / Return Rank

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

GIN.L
GIN.L Risk / Return Rank: 3131
Overall Rank
GIN.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GIN.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
GIN.L Omega Ratio Rank: 2828
Omega Ratio Rank
GIN.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
GIN.L Martin Ratio Rank: 3030
Martin Ratio Rank

FEQT.NEO
FEQT.NEO Risk / Return Rank: 7272
Overall Rank
FEQT.NEO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FEQT.NEO Sortino Ratio Rank: 7474
Sortino Ratio Rank
FEQT.NEO Omega Ratio Rank: 7575
Omega Ratio Rank
FEQT.NEO Calmar Ratio Rank: 6464
Calmar Ratio Rank
FEQT.NEO Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GIN.L vs. FEQT.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF Dist (GIN.L) and Fidelity All-in-One Equity ETF Fund (FEQT.NEO). 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.


GIN.LFEQT.NEODifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.19

1.43

-0.25

Calmar ratioReturn relative to maximum drawdown

1.88

3.27

-1.39

Martin ratioReturn relative to average drawdown

4.27

14.08

-9.81

GIN.L vs. FEQT.NEO - Sharpe Ratio Comparison

The current GIN.L Sharpe Ratio is 1.04, which is lower than the FEQT.NEO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of GIN.L and FEQT.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GIN.LFEQT.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.35

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

1.42

-1.32

Drawdowns

GIN.L vs. FEQT.NEO - Drawdown Comparison

The maximum GIN.L drawdown since its inception was -15.71%, which is greater than FEQT.NEO's maximum drawdown of -14.74%. Use the drawdown chart below to compare losses from any high point for GIN.L and FEQT.NEO.


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Drawdown Indicators


GIN.LFEQT.NEODifference

Max Drawdown

Largest peak-to-trough decline

-15.71%

-14.74%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-7.66%

+3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-12.40%

Max Drawdown (10Y)

Largest decline over 10 years

-15.71%

Current Drawdown

Current decline from peak

-3.83%

-0.56%

-3.27%

Average Drawdown

Average peak-to-trough decline

-3.87%

-1.94%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.77%

+0.21%

Volatility

GIN.L vs. FEQT.NEO - Volatility Comparison

The current volatility for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF Dist (GIN.L) is 1.91%, while Fidelity All-in-One Equity ETF Fund (FEQT.NEO) has a volatility of 3.49%. This indicates that GIN.L experiences smaller price fluctuations and is considered to be less risky than FEQT.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIN.LFEQT.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

3.49%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.15%

8.30%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

8.14%

10.64%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

12.25%

-2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

311.49%

12.25%

+299.24%

GIN.L vs. FEQT.NEO - Expense Ratio Comparison

GIN.L has a 0.40% expense ratio, which is lower than FEQT.NEO's 0.43% expense ratio.


Dividends

GIN.L vs. FEQT.NEO - Dividend Comparison

GIN.L has not paid dividends to shareholders, while FEQT.NEO's dividend yield for the trailing twelve months is around 0.82%.


PositionTTM20252024202320222021202020192018201720162015
FEQT.NEO
Fidelity All-in-One Equity ETF Fund
0.82%0.91%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GIN.L
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF Dist
0.00%0.00%0.00%2.80%2.47%87.32%2.23%2.37%2.16%2.30%2.17%1.81%

Frequently Asked Questions


GIN.L and FEQT.NEO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GIN.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GIN.L is cheaper with a 0.40% expense ratio, compared with 0.43% for FEQT.NEO.

They also come from different issuers: State Street and Fidelity. Their fees differ too: 0.40% for GIN.L and 0.43% for FEQT.NEO.

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