S600.L vs. FEV.L
Compare and contrast key facts about Invesco STOXX Europe 600 UCITS ETF (S600.L) and Fidelity European Values (FEV.L).
S600.L is a passively managed fund by Invesco that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 1, 2009.
Performance
S600.L vs. FEV.L - Performance Comparison
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S600.L vs. FEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
S600.L Invesco STOXX Europe 600 UCITS ETF | 1.39% | 26.17% | 3.70% | 13.14% | -4.95% | 16.44% | 3.69% | 20.15% | -9.75% | 15.24% |
FEV.L Fidelity European Values | -4.17% | 21.13% | -0.04% | 15.34% | -3.84% | 21.74% | 13.11% | 30.62% | -6.80% | 26.27% |
Returns By Period
In the year-to-date period, S600.L achieves a 1.39% return, which is significantly higher than FEV.L's -4.17% return. Over the past 10 years, S600.L has underperformed FEV.L with an annualized return of 9.82%, while FEV.L has yielded a comparatively higher 11.96% annualized return.
S600.L
- 1D
- 2.30%
- 1M
- -4.00%
- YTD
- 1.39%
- 6M
- 6.60%
- 1Y
- 18.61%
- 3Y*
- 11.98%
- 5Y*
- 10.01%
- 10Y*
- 9.82%
FEV.L
- 1D
- 3.15%
- 1M
- -7.07%
- YTD
- -4.17%
- 6M
- -2.65%
- 1Y
- 4.41%
- 3Y*
- 7.76%
- 5Y*
- 9.67%
- 10Y*
- 11.96%
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Return for Risk
S600.L vs. FEV.L — Risk / Return Rank
S600.L
FEV.L
S600.L vs. FEV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 UCITS ETF (S600.L) and Fidelity European Values (FEV.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.
| S600.L | FEV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.25 | +1.11 |
Sortino ratioReturn per unit of downside risk | 1.80 | 0.46 | +1.34 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.07 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 0.32 | +1.50 |
Martin ratioReturn relative to average drawdown | 7.03 | 1.24 | +5.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| S600.L | FEV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.25 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.55 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.66 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.65 | -0.10 |
Correlation
The correlation between S600.L and FEV.L is 0.78, 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.
Dividends
S600.L vs. FEV.L - Dividend Comparison
S600.L has not paid dividends to shareholders, while FEV.L's dividend yield for the trailing twelve months is around 2.52%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S600.L Invesco STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FEV.L Fidelity European Values | 2.52% | 2.26% | 2.44% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 2.09% |
Drawdowns
S600.L vs. FEV.L - Drawdown Comparison
The maximum S600.L drawdown since its inception was -30.21%, smaller than the maximum FEV.L drawdown of -46.27%. Use the drawdown chart below to compare losses from any high point for S600.L and FEV.L.
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Drawdown Indicators
| S600.L | FEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.21% | -46.27% | +16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -14.42% | +3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -17.04% | -22.46% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -30.21% | -31.10% | +0.89% |
Current DrawdownCurrent decline from peak | -6.06% | -9.59% | +3.53% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -8.15% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 3.78% | -1.06% |
Volatility
S600.L vs. FEV.L - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (S600.L) is 5.75%, while Fidelity European Values (FEV.L) has a volatility of 6.83%. This indicates that S600.L experiences smaller price fluctuations and is considered to be less risky than FEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S600.L | FEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.83% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 11.94% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.59% | 17.34% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 17.58% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 18.09% | -3.28% |