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S600.L vs. FEV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

S600.L vs. FEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco STOXX Europe 600 UCITS ETF (S600.L) and Fidelity European Values (FEV.L). The values are adjusted to include any dividend payments, if applicable.

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S600.L vs. FEV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

S600.L vs. FEV.L — Risk / Return Rank

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

S600.L
S600.L Risk / Return Rank: 6969
Overall Rank
S600.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
S600.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
S600.L Omega Ratio Rank: 7171
Omega Ratio Rank
S600.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
S600.L Martin Ratio Rank: 6565
Martin Ratio Rank

FEV.L
FEV.L Risk / Return Rank: 4747
Overall Rank
FEV.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FEV.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
FEV.L Omega Ratio Rank: 4141
Omega Ratio Rank
FEV.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
FEV.L Martin Ratio Rank: 5454
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.

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.LFEV.LDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.25

+1.11

Sortino ratio

Return per unit of downside risk

1.80

0.46

+1.34

Omega ratio

Gain probability vs. loss probability

1.27

1.07

+0.21

Calmar ratio

Return relative to maximum drawdown

1.83

0.32

+1.50

Martin ratio

Return relative to average drawdown

7.03

1.24

+5.79

S600.L vs. FEV.L - Sharpe Ratio Comparison

The current S600.L Sharpe Ratio is 1.37, which is higher than the FEV.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of S600.L and FEV.L, 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


S600.LFEV.LDifference

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%.


TTM20252024202320222021202020192018201720162015
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.LFEV.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.06%

-9.59%

+3.53%

Average Drawdown

Average peak-to-trough decline

-4.32%

-8.15%

+3.83%

Ulcer Index

Depth 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.LFEV.LDifference

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%