SPYW.DE vs. FUSD.L
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and FUSD.L (Fidelity US Quality Income ETF Inc) are both exchange-traded funds - SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats, while FUSD.L is a Large Cap Blend Equities fund tracking the Fidelity US Quality Income Index NR. Both are passively managed. Over the past 5 years, SPYW.DE returned 8.16%/yr vs 11.33%/yr for FUSD.L. A 0.54 correlation means they provide meaningful diversification when combined. SPYW.DE charges 0.30%/yr vs 0.25%/yr for FUSD.L.
Performance
SPYW.DE vs. FUSD.L - Performance Comparison
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Different Trading Currencies
SPYW.DE is traded in EUR, while FUSD.L is traded in USD. To make them comparable, the FUSD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPYW.DE achieves a 6.28% return, which is significantly lower than FUSD.L's 7.59% return.
SPYW.DE
- 1D
- 0.52%
- 1M
- 0.94%
- YTD
- 6.28%
- 6M
- 8.54%
- 1Y
- 8.48%
- 3Y*
- 13.79%
- 5Y*
- 8.16%
- 10Y*
- 7.13%
FUSD.L
- 1D
- -1.19%
- 1M
- 2.26%
- YTD
- 7.59%
- 6M
- 7.16%
- 1Y
- 19.21%
- 3Y*
- 13.35%
- 5Y*
- 11.33%
- 10Y*
- —
SPYW.DE vs. FUSD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 6.28% | 20.21% | 8.31% | 17.92% | -11.22% | 14.38% | -11.88% | 23.33% | -8.56% | 6.78% |
FUSD.L Fidelity US Quality Income ETF Inc | 7.59% | 2.65% | 23.51% | 13.63% | -6.63% | 33.67% | 1.35% | 31.58% | -2.05% | 4.11% |
Correlation
The correlation between SPYW.DE and FUSD.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2017 | 0.54 |
The correlation between SPYW.DE and FUSD.L shifts across timeframes, from 0.39 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYW.DE vs. FUSD.L — Risk / Return Rank
SPYW.DE
FUSD.L
SPYW.DE vs. FUSD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and Fidelity US Quality Income ETF Inc (FUSD.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.
| SPYW.DE | FUSD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.32 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 3.60 | -2.54 |
| Martin ratioReturn relative to average drawdown | 3.45 | 13.21 | -9.77 |
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
| SPYW.DE | FUSD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.72 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.77 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.69 | -0.15 |
Drawdowns
SPYW.DE vs. FUSD.L - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.67%, which is greater than FUSD.L's maximum drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and FUSD.L.
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Drawdown Indicators
| SPYW.DE | FUSD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.67% | -35.23% | -3.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -5.32% | -2.67% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -20.74% | +9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.99% | -20.74% | -3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -38.67% | — | — |
Current DrawdownCurrent decline from peak | -1.71% | -1.85% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -4.64% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.44% | +1.01% |
Volatility
SPYW.DE vs. FUSD.L - Volatility Comparison
The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.74%, while Fidelity US Quality Income ETF Inc (FUSD.L) has a volatility of 3.06%. This indicates that SPYW.DE experiences smaller price fluctuations and is considered to be less risky than FUSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYW.DE | FUSD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 3.06% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 7.90% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 11.11% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.29% | 14.71% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 16.12% | -1.26% |
SPYW.DE vs. FUSD.L - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is higher than FUSD.L's 0.25% expense ratio.
Dividends
SPYW.DE vs. FUSD.L - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.57%, more than FUSD.L's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUSD.L Fidelity US Quality Income ETF Inc | 1.45% | 1.47% | 0.47% | 1.04% | 0.56% | 0.94% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.57% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
SPYW.DE and FUSD.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUSD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUSD.L is cheaper with a 0.25% expense ratio, compared with 0.30% for SPYW.DE.
SPYW.DE is categorized as Europe Equities, while FUSD.L is Large Cap Blend Equities. SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while FUSD.L tracks Fidelity US Quality Income Index NR. They also come from different issuers: State Street and Fidelity. Their fees differ too: 0.30% for SPYW.DE and 0.25% for FUSD.L.
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