SDUS.L vs. FUQA.L

Last updated Jul 18, 2026

SDUS.L (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and FUQA.L (Fidelity US Quality Income ETF Acc) are both Large Cap Blend Equities funds - SDUS.L tracks the Russell 1000 TR USD while FUQA.L tracks the Fidelity US Quality Income Index. Both are passively managed. Over the past 5 years, SDUS.L returned 12.89%/yr vs 11.82%/yr for FUQA.L. Their correlation of 0.85 suggests significant overlap in exposure. SDUS.L charges 0.07%/yr vs 0.25%/yr for FUQA.L.

Performance

SDUS.L vs. FUQA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and Fidelity US Quality Income ETF Acc (FUQA.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, SDUS.L achieves a 8.53% return, which is significantly lower than FUQA.L's 9.67% return.

SDUS.L

• 1D: -1.38%
• 1M: -0.51%
• 6M: 7.96%
• YTD: 8.53%
• 1Y: 20.07%
• 3Y*: 20.13%
• 5Y*: 12.89%
• 10Y*: —

FUQA.L

• 1D: -0.80%
• 1M: 2.14%
• 6M: 8.41%
• YTD: 9.67%
• 1Y: 20.51%
• 3Y*: 16.63%
• 5Y*: 11.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	8.53%	17.72%	26.98%	30.63%	-21.32%	28.21%	22.07%	31.03%	-8.83%
FUQA.L Fidelity US Quality Income ETF Acc	9.67%	16.75%	17.51%	17.75%	-10.69%	26.66%	11.54%	32.33%	-8.20%

Correlation

The correlation between SDUS.L and FUQA.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018	0.85

The correlation between SDUS.L and FUQA.L has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

SDUS.L vs. FUQA.L - Sectors Allocation Comparison

Sectors	SDUS.L	FUQA.L
Technology	40.1%	35.3%
Financial Services	12.4%	12.9%
Communication Services	10.5%	9.6%
Consumer Cyclical	10.2%	9.4%
Healthcare	9.7%	9.8%
Industrials	7.5%	8.9%
Consumer Defensive	2.4%	4.8%
Real Estate	1.9%	2.0%
Basic Materials	1.8%	2.2%
Energy	1.7%	3.1%
Utilities	1.7%	2.1%

Return for Risk

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

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

SDUS.L

SDUS.L Risk / Return Rank: 60
SDUS.L Sharpe Ratio Rank: 60
SDUS.L Sortino Ratio Rank: 65
SDUS.L Omega Ratio Rank: 58
SDUS.L Calmar Ratio Rank: 55
SDUS.L Martin Ratio Rank: 62

FUQA.L

FUQA.L Risk / Return Rank: 84
FUQA.L Sharpe Ratio Rank: 84
FUQA.L Sortino Ratio Rank: 83
FUQA.L Omega Ratio Rank: 84
FUQA.L Calmar Ratio Rank: 81
FUQA.L Martin Ratio Rank: 85

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.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.

	SDUS.L	FUQA.L	Difference
Sharpe ratio: Return per unit of total volatility	1.53	2.05	-0.51
Sortino ratio: Return per unit of downside risk	2.30	3.13	-0.83
Omega ratio: Gain probability vs. loss probability	1.28	1.37	-0.09
Calmar ratio: Return relative to maximum drawdown	2.11	2.56	-0.45
Martin ratio: Return relative to average drawdown	8.28	11.21	-2.92

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

The current SDUS.L Sharpe Ratio is 1.53, which is comparable to the FUQA.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SDUS.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.

Drawdowns

SDUS.L vs. FUQA.L - Drawdown Comparison

The maximum SDUS.L drawdown since its inception was -33.87%, roughly equal to the maximum FUQA.L drawdown of -35.38%. Use the drawdown chart below to compare losses from any high point for SDUS.L and FUQA.L.

Drawdown Indicators

	SDUS.L	FUQA.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.87%	-35.38%	+1.51%
Max Drawdown (1Y) Largest decline over 1 year	-9.45%	-7.97%	-1.48%
Max Drawdown (3Y) Largest decline over 3 years	-20.24%	-19.14%	-1.10%
Max Drawdown (5Y) Largest decline over 5 years	-26.23%	-20.19%	-6.04%
Current Drawdown Current decline from peak	-2.08%	-0.80%	-1.28%
Average Drawdown Average peak-to-trough decline	-5.39%	-6.76%	+1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	1.83%	+0.59%

Volatility

SDUS.L vs. FUQA.L - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) has a higher volatility of 3.49% compared to Fidelity US Quality Income ETF Acc (FUQA.L) at 2.57%. This indicates that SDUS.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.

Volatility by Period

	SDUS.L	FUQA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.49%	2.57%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	10.23%	7.54%	+2.69%
Volatility (1Y) Calculated over the trailing 1-year period	13.06%	10.04%	+3.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.91%	19.97%	-3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.19%	22.99%	-4.80%

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

SDUS.L has a 0.07% expense ratio, which is lower than FUQA.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SDUS.L vs. FUQA.L - Dividend Comparison

SDUS.L's dividend yield for the trailing twelve months is around 0.77%, while FUQA.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FUQA.L Fidelity US Quality Income ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	0.77%	0.80%	0.90%	1.06%	1.32%	0.95%	1.18%	1.40%	0.22%

Frequently Asked Questions

Can I hold both SDUS.L and FUQA.L in my portfolio?

SDUS.L and FUQA.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SDUS.L or FUQA.L?

On fees, SDUS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SDUS.L or FUQA.L?

SDUS.L is cheaper with a 0.07% expense ratio, compared with 0.25% for FUQA.L.

What is the main difference between SDUS.L and FUQA.L?

SDUS.L tracks Russell 1000 TR USD, while FUQA.L tracks Fidelity US Quality Income Index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.07% for SDUS.L and 0.25% for FUQA.L.