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IEDY.L vs. FUSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEDY.L vs. FUSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and Fidelity US Quality Income UCITS ETF Income USD Shares (FUSD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEDY.L achieves a 8.81% return, which is significantly lower than FUSD.L's 9.61% return.


IEDY.L

1D
-0.48%
1M
-1.73%
6M
4.81%
YTD
8.81%
1Y
21.22%
3Y*
18.40%
5Y*
4.73%
10Y*
6.34%

FUSD.L

1D
-0.74%
1M
1.51%
6M
8.39%
YTD
9.61%
1Y
20.50%
3Y*
16.96%
5Y*
12.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEDY.L vs. FUSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
8.81%27.60%7.02%19.23%-30.77%11.02%-2.56%13.94%-5.15%8.94%
FUSD.L
Fidelity US Quality Income UCITS ETF Income USD Shares
9.61%16.47%18.77%18.47%-10.57%26.18%11.83%31.49%-4.53%16.59%

Correlation

The correlation between IEDY.L and FUSD.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2017

0.57

The correlation between IEDY.L and FUSD.L has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

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Return for Risk

IEDY.L vs. FUSD.L — Risk / Return Rank

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

IEDY.L
IEDY.L Risk / Return Rank: 5757
Overall Rank
IEDY.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IEDY.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IEDY.L Omega Ratio Rank: 5555
Omega Ratio Rank
IEDY.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IEDY.L Martin Ratio Rank: 5454
Martin Ratio Rank

FUSD.L
FUSD.L Risk / Return Rank: 7575
Overall Rank
FUSD.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FUSD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
FUSD.L Omega Ratio Rank: 7575
Omega Ratio Rank
FUSD.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
FUSD.L Martin Ratio Rank: 7676
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.

IEDY.L vs. FUSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and Fidelity US Quality Income UCITS ETF Income USD Shares (FUSD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEDY.LFUSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

2.35

2.57

-0.22

Martin ratioReturn relative to average drawdown

6.85

11.07

-4.22

IEDY.L vs. FUSD.L - Sharpe Ratio Comparison

The current IEDY.L Sharpe Ratio is 1.47, which is comparable to the FUSD.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of IEDY.L and FUSD.L, 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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Drawdowns

IEDY.L vs. FUSD.L - Drawdown Comparison

The maximum IEDY.L drawdown since its inception was -48.42%, which is greater than FUSD.L's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for IEDY.L and FUSD.L.


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Drawdown Indicators


IEDY.LFUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.42%

-35.89%

-12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-7.94%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

-17.60%

+3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-41.24%

-19.33%

-21.91%

Max Drawdown (10Y)

Largest decline over 10 years

-41.24%

Current Drawdown

Current decline from peak

-5.65%

-0.74%

-4.91%

Average Drawdown

Average peak-to-trough decline

-15.43%

-3.82%

-11.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.85%

+1.24%

Volatility

IEDY.L vs. FUSD.L - Volatility Comparison

iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) has a higher volatility of 3.69% compared to Fidelity US Quality Income UCITS ETF Income USD Shares (FUSD.L) at 2.47%. This indicates that IEDY.L's price experiences larger fluctuations and is considered to be riskier than FUSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEDY.LFUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

2.47%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

8.18%

+3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

10.53%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

14.65%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

15.70%

+2.66%

IEDY.L vs. FUSD.L - Expense Ratio Comparison

IEDY.L has a 0.65% expense ratio, which is higher than FUSD.L's 0.25% expense ratio.


Dividends

IEDY.L vs. FUSD.L - Dividend Comparison

IEDY.L's dividend yield for the trailing twelve months is around 5.12%, more than FUSD.L's 1.40% yield.


PositionTTM20252024202320222021202020192018201720162015
FUSD.L
Fidelity US Quality Income UCITS ETF Income USD Shares
1.40%1.47%2.79%2.10%2.31%2.30%2.30%1.95%2.19%1.24%0.00%0.00%
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
5.12%5.72%7.94%7.91%9.38%6.57%4.79%5.59%5.69%3.96%4.59%6.51%

Frequently Asked Questions


IEDY.L and FUSD.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUSD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUSD.L is cheaper with a 0.25% expense ratio, compared with 0.65% for IEDY.L.

IEDY.L tracks Dow Jones Emerging Markets Select Dividend Index (USD) CLOSE NTR, while FUSD.L tracks Fidelity US Quality Income Index NR. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.65% for IEDY.L and 0.25% for FUSD.L.

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