SGAS.DE vs. FGQD.L
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and FGQD.L (Fidelity Global Quality Income ETF) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while FGQD.L is a Global Equities fund tracking the Fidelity Global Quality Income index. Both are passively managed. Over the past 5 years, SGAS.DE returned 14.75%/yr vs 11.67%/yr for FGQD.L. Their correlation of 0.84 suggests significant overlap in exposure. SGAS.DE charges 0.07%/yr vs 0.40%/yr for FGQD.L.
Performance
SGAS.DE vs. FGQD.L - Performance Comparison
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Different Trading Currencies
SGAS.DE is traded in EUR, while FGQD.L is traded in GBp. To make them comparable, the FGQD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.05% return, which is significantly lower than FGQD.L's 11.85% return.
SGAS.DE
- 1D
- 1.65%
- 1M
- 2.18%
- YTD
- 11.05%
- 6M
- 12.43%
- 1Y
- 27.18%
- 3Y*
- 19.46%
- 5Y*
- 14.75%
- 10Y*
- —
FGQD.L
- 1D
- 0.84%
- 1M
- 3.73%
- YTD
- 11.85%
- 6M
- 12.72%
- 1Y
- 25.62%
- 3Y*
- 14.61%
- 5Y*
- 11.67%
- 10Y*
- —
SGAS.DE vs. FGQD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.05% | 5.16% | 33.87% | 26.35% | -17.03% | 39.63% | 10.63% | 35.35% | -20.64% |
FGQD.L Fidelity Global Quality Income ETF | 11.85% | 6.30% | 18.68% | 13.87% | -5.39% | 31.83% | 0.64% | 31.71% | -7.33% |
Correlation
The correlation between SGAS.DE and FGQD.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.84 |
The correlation between SGAS.DE and FGQD.L has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
SGAS.DE vs. FGQD.L — Risk / Return Rank
SGAS.DE
FGQD.L
SGAS.DE vs. FGQD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and Fidelity Global Quality Income ETF (FGQD.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.
| SGAS.DE | FGQD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.45 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.84 | -0.66 |
| Martin ratioReturn relative to average drawdown | 11.05 | 17.82 | -6.77 |
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Drawdowns
SGAS.DE vs. FGQD.L - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.50%, roughly equal to the maximum FGQD.L drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and FGQD.L.
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Drawdown Indicators
| SGAS.DE | FGQD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -33.91% | +0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -6.65% | -1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -19.10% | -5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -19.10% | -5.59% |
Current DrawdownCurrent decline from peak | -0.59% | 0.00% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -7.31% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.43% | +1.02% |
Volatility
SGAS.DE vs. FGQD.L - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.75% compared to Fidelity Global Quality Income ETF (FGQD.L) at 2.99%. This indicates that SGAS.DE's price experiences larger fluctuations and is considered to be riskier than FGQD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAS.DE | FGQD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 2.99% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.69% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 10.50% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 13.08% | +3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 16.24% | +2.00% |
SGAS.DE vs. FGQD.L - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than FGQD.L's 0.40% expense ratio.
Dividends
SGAS.DE vs. FGQD.L - Dividend Comparison
SGAS.DE has not paid dividends to shareholders, while FGQD.L's dividend yield for the trailing twelve months is around 1.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FGQD.L Fidelity Global Quality Income ETF | 1.80% | 1.86% | 2.31% | 2.78% | 2.70% | 2.46% | 2.60% | 2.44% | 2.70% | 1.10% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGAS.DE and FGQD.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.40% for FGQD.L.
SGAS.DE is categorized as Large Cap Blend Equities, while FGQD.L is Global Equities. SGAS.DE tracks MSCI USA ESG Screened, while FGQD.L tracks Fidelity Global Quality Income index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.07% for SGAS.DE and 0.40% for FGQD.L.
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