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

Performance

MACG.L vs. FEQT.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BlackRock ESG Multi-Asset Conservative Portfolio UCITS ETF GBP Hedged (Acc) (MACG.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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MACG.L vs. FEQT.NEO - Yearly Performance Comparison


Different Trading Currencies

MACG.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, MACG.L achieves a -0.36% return, which is significantly lower than FEQT.NEO's 2.94% return.


MACG.L

1D
-0.16%
1M
-1.35%
YTD
-0.36%
6M
1.38%
1Y
5.58%
3Y*
5.03%
5Y*
1.53%
10Y*

FEQT.NEO

1D
0.50%
1M
-2.23%
YTD
2.94%
6M
5.43%
1Y
18.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MACG.L has a 0.25% expense ratio, which is lower than FEQT.NEO's 0.43% expense ratio.


Return for Risk

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

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

MACG.L
MACG.L Risk / Return Rank: 5252
Overall Rank
MACG.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MACG.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
MACG.L Omega Ratio Rank: 5353
Omega Ratio Rank
MACG.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
MACG.L Martin Ratio Rank: 5858
Martin Ratio Rank

FEQT.NEO
FEQT.NEO Risk / Return Rank: 6262
Overall Rank
FEQT.NEO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FEQT.NEO Sortino Ratio Rank: 6262
Sortino Ratio Rank
FEQT.NEO Omega Ratio Rank: 6464
Omega Ratio Rank
FEQT.NEO Calmar Ratio Rank: 5656
Calmar Ratio Rank
FEQT.NEO Martin Ratio Rank: 6363
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.

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

This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Multi-Asset Conservative Portfolio UCITS ETF GBP Hedged (Acc) (MACG.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.


MACG.LFEQT.NEODifference

Sharpe ratio

Return per unit of total volatility

0.99

1.24

-0.25

Sortino ratio

Return per unit of downside risk

1.47

1.80

-0.33

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.47

2.01

-0.54

Martin ratio

Return relative to average drawdown

6.93

8.54

-1.61

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

The current MACG.L Sharpe Ratio is 0.99, which is comparable to the FEQT.NEO Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of MACG.L and FEQT.NEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MACG.LFEQT.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.24

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.04

-0.69

Correlation

The correlation between MACG.L and FEQT.NEO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MACG.L vs. FEQT.NEO - Dividend Comparison

Neither MACG.L nor FEQT.NEO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MACG.L vs. FEQT.NEO - Drawdown Comparison

The maximum MACG.L drawdown since its inception was -14.85%, roughly equal to the maximum FEQT.NEO drawdown of -14.68%. Use the drawdown chart below to compare losses from any high point for MACG.L and FEQT.NEO.


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Drawdown Indicators


MACG.LFEQT.NEODifference

Max Drawdown

Largest peak-to-trough decline

-14.85%

-13.24%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-8.31%

+4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-14.85%

Current Drawdown

Current decline from peak

-2.55%

-3.93%

+1.38%

Average Drawdown

Average peak-to-trough decline

-4.89%

-1.50%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

2.56%

-1.72%

Volatility

MACG.L vs. FEQT.NEO - Volatility Comparison

The current volatility for BlackRock ESG Multi-Asset Conservative Portfolio UCITS ETF GBP Hedged (Acc) (MACG.L) is 2.30%, while Fidelity All-in-One Equity ETF Fund (FEQT.NEO) has a volatility of 4.96%. This indicates that MACG.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


MACG.LFEQT.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

4.96%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

8.99%

-5.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

15.07%

-9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.05%

13.39%

-8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

13.39%

-8.44%