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MOGB.L vs. FUQA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOGB.L vs. FUQA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) and Fidelity US Quality Income ETF Acc (FUQA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MOGB.L is traded in GBP, while FUQA.L is traded in GBp. To make them comparable, the FUQA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period


MOGB.L

1D
0.65%
1M
2.20%
6M
-2.02%
YTD
0.00%
1Y
7.54%
3Y*
6.76%
5Y*
4.16%
10Y*
7.44%

FUQA.L

1D
-0.27%
1M
0.64%
6M
9.08%
YTD
9.57%
1Y
20.00%
3Y*
15.78%
5Y*
12.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOGB.L vs. FUQA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MOGB.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
0.00%0.00%12.94%11.88%-9.07%27.24%9.78%29.63%4.63%-15.00%
FUQA.L
Fidelity US Quality Income ETF Acc
9.57%8.56%19.50%11.85%-0.00%27.82%8.23%27.23%1.10%-13.91%

Correlation

The correlation between MOGB.L and FUQA.L is 0.62, 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

0.62

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

0.77

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

0.84

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

0.83

Over the past year, the correlation between MOGB.L and FUQA.L has dropped to 0.62 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

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Return for Risk

MOGB.L vs. FUQA.L — Risk / Return Rank

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

MOGB.L
MOGB.L Risk / Return Rank: 1919
Overall Rank
MOGB.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MOGB.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
MOGB.L Omega Ratio Rank: 1919
Omega Ratio Rank
MOGB.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
MOGB.L Martin Ratio Rank: 1818
Martin Ratio Rank

FUQA.L
FUQA.L Risk / Return Rank: 8282
Overall Rank
FUQA.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FUQA.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
FUQA.L Omega Ratio Rank: 8282
Omega Ratio Rank
FUQA.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FUQA.L Martin Ratio Rank: 8484
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.

MOGB.L vs. FUQA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.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.

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.


MOGB.LFUQA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.11

1.39

-0.28

Calmar ratioReturn relative to maximum drawdown

0.68

3.31

-2.63

Martin ratioReturn relative to average drawdown

1.57

13.25

-11.68

MOGB.L vs. FUQA.L - Sharpe Ratio Comparison

The current MOGB.L Sharpe Ratio is 0.59, which is lower than the FUQA.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of MOGB.L and FUQA.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

MOGB.L vs. FUQA.L - Drawdown Comparison

The maximum MOGB.L drawdown since its inception was -26.42%, roughly equal to the maximum FUQA.L drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for MOGB.L and FUQA.L.


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Drawdown Indicators


MOGB.LFUQA.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.42%

-27.34%

+0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-6.01%

-5.00%

Max Drawdown (3Y)

Largest decline over 3 years

-22.73%

-20.49%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

-20.49%

-2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-26.42%

Current Drawdown

Current decline from peak

-4.37%

-0.49%

-3.88%

Average Drawdown

Average peak-to-trough decline

-7.83%

-7.04%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

1.51%

+3.28%

Volatility

MOGB.L vs. FUQA.L - Volatility Comparison

VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) has a higher volatility of 5.09% compared to Fidelity US Quality Income ETF Acc (FUQA.L) at 2.42%. This indicates that MOGB.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.


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Volatility by Period


MOGB.LFUQA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

2.42%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

6.85%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

9.58%

+3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

19.12%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

22.35%

+0.38%

MOGB.L vs. FUQA.L - Expense Ratio Comparison

MOGB.L has a 0.49% expense ratio, which is higher than FUQA.L's 0.25% expense ratio.


Dividends

MOGB.L vs. FUQA.L - Dividend Comparison

Neither MOGB.L nor FUQA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MOGB.L and FUQA.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FUQA.L is cheaper with a 0.25% expense ratio, compared with 0.49% for MOGB.L.

MOGB.L tracks Russell 1000 TR USD, while FUQA.L tracks Fidelity US Quality Income Index. They also come from different issuers: VanEck and Fidelity. Their fees differ too: 0.49% for MOGB.L and 0.25% for FUQA.L.

Portfolio Optimizer

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