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WQDA.AS vs. FEUQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WQDA.AS vs. FEUQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) and Fidelity Europe Quality Income UCITS ETF (FEUQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WQDA.AS is traded in USD, while FEUQ.DE is traded in EUR. To make them comparable, the FEUQ.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WQDA.AS achieves a 14.14% return, which is significantly higher than FEUQ.DE's 5.91% return.


WQDA.AS

1D
-0.46%
1M
7.20%
YTD
14.14%
6M
16.12%
1Y
31.46%
3Y*
19.49%
5Y*
11.88%
10Y*

FEUQ.DE

1D
-0.73%
1M
2.29%
YTD
5.91%
6M
9.18%
1Y
18.69%
3Y*
16.01%
5Y*
6.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WQDA.AS vs. FEUQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WQDA.AS
iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc
14.14%24.48%10.10%17.19%-7.37%15.74%10.74%
FEUQ.DE
Fidelity Europe Quality Income UCITS ETF
5.91%33.93%-0.42%21.64%-20.85%15.28%14.21%

Correlation

The correlation between WQDA.AS and FEUQ.DE is 0.80, 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.76

The correlation between WQDA.AS and FEUQ.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

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Return for Risk

WQDA.AS vs. FEUQ.DE — Risk / Return Rank

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

WQDA.AS
WQDA.AS Risk / Return Rank: 8181
Overall Rank
WQDA.AS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WQDA.AS Sortino Ratio Rank: 8585
Sortino Ratio Rank
WQDA.AS Omega Ratio Rank: 7979
Omega Ratio Rank
WQDA.AS Calmar Ratio Rank: 8080
Calmar Ratio Rank
WQDA.AS Martin Ratio Rank: 7878
Martin Ratio Rank

FEUQ.DE
FEUQ.DE Risk / Return Rank: 3838
Overall Rank
FEUQ.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FEUQ.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
FEUQ.DE Omega Ratio Rank: 3636
Omega Ratio Rank
FEUQ.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
FEUQ.DE Martin Ratio Rank: 4242
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.

WQDA.AS vs. FEUQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) and Fidelity Europe Quality Income UCITS ETF (FEUQ.DE). 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.


WQDA.ASFEUQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.47

1.23

+0.24

Calmar ratioReturn relative to maximum drawdown

4.11

1.84

+2.27

Martin ratioReturn relative to average drawdown

14.92

6.02

+8.90

WQDA.AS vs. FEUQ.DE - Sharpe Ratio Comparison

The current WQDA.AS Sharpe Ratio is 2.60, which is higher than the FEUQ.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of WQDA.AS and FEUQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WQDA.ASFEUQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.31

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.37

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.43

+0.64

Drawdowns

WQDA.AS vs. FEUQ.DE - Drawdown Comparison

The maximum WQDA.AS drawdown since its inception was -21.23%, smaller than the maximum FEUQ.DE drawdown of -37.48%. Use the drawdown chart below to compare losses from any high point for WQDA.AS and FEUQ.DE.


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Drawdown Indicators


WQDA.ASFEUQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.23%

-37.48%

+16.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-10.11%

+2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-14.49%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

-37.48%

+16.25%

Current Drawdown

Current decline from peak

-0.46%

-2.49%

+2.03%

Average Drawdown

Average peak-to-trough decline

-3.49%

-8.21%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.10%

-1.01%

Volatility

WQDA.AS vs. FEUQ.DE - Volatility Comparison

The current volatility for iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) is 4.03%, while Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) has a volatility of 4.76%. This indicates that WQDA.AS experiences smaller price fluctuations and is considered to be less risky than FEUQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WQDA.ASFEUQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

4.76%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

11.38%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

14.21%

-2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

17.80%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.49%

17.86%

-3.37%

WQDA.AS vs. FEUQ.DE - Expense Ratio Comparison

WQDA.AS has a 0.38% expense ratio, which is higher than FEUQ.DE's 0.30% expense ratio.


Dividends

WQDA.AS vs. FEUQ.DE - Dividend Comparison

Neither WQDA.AS nor FEUQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WQDA.AS and FEUQ.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FEUQ.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEUQ.DE is cheaper with a 0.30% expense ratio, compared with 0.38% for WQDA.AS.

WQDA.AS is categorized as Dividend, while FEUQ.DE is Europe Equities. WQDA.AS tracks MSCI World High Dividend Yield Advanced Select Index, while FEUQ.DE tracks Fidelity Europe Quality Income. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.38% for WQDA.AS and 0.30% for FEUQ.DE.

Portfolio Optimizer

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