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Fidelity Digital Health UCITS ETF ACC-USD (FDHT.DE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE000BPQIAA3
WKNA3DNZJ
IssuerFidelity International
Inception DateAug 24, 2022
CategoryHealth & Biotech Equities
Index TrackedFidelity Digital Health ESG Tilted
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

FDHT.DE has a high expense ratio of 0.50%, indicating higher-than-average management fees.


Expense ratio chart for FDHT.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fidelity Digital Health UCITS ETF ACC-USD

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Fidelity Digital Health UCITS ETF ACC-USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%December2024FebruaryMarchAprilMay
-7.25%
20.85%
FDHT.DE (Fidelity Digital Health UCITS ETF ACC-USD)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity Digital Health UCITS ETF ACC-USD had a return of -2.09% year-to-date (YTD) and -4.49% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-2.09%7.50%
1 month-0.40%-1.61%
6 months14.22%17.65%
1 year-4.49%26.26%
5 years (annualized)N/A11.73%
10 years (annualized)N/A10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.84%1.52%2.72%-5.66%
2023-11.35%11.70%9.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDHT.DE is 8, indicating that it is in the bottom 8% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FDHT.DE is 88
Fidelity Digital Health UCITS ETF ACC-USD(FDHT.DE)
The Sharpe Ratio Rank of FDHT.DE is 99Sharpe Ratio Rank
The Sortino Ratio Rank of FDHT.DE is 99Sortino Ratio Rank
The Omega Ratio Rank of FDHT.DE is 88Omega Ratio Rank
The Calmar Ratio Rank of FDHT.DE is 66Calmar Ratio Rank
The Martin Ratio Rank of FDHT.DE is 99Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Digital Health UCITS ETF ACC-USD (FDHT.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FDHT.DE
Sharpe ratio
The chart of Sharpe ratio for FDHT.DE, currently valued at -0.26, compared to the broader market0.002.004.00-0.26
Sortino ratio
The chart of Sortino ratio for FDHT.DE, currently valued at -0.26, compared to the broader market-2.000.002.004.006.008.0010.00-0.26
Omega ratio
The chart of Omega ratio for FDHT.DE, currently valued at 0.97, compared to the broader market0.501.001.502.002.500.97
Calmar ratio
The chart of Calmar ratio for FDHT.DE, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.17
Martin ratio
The chart of Martin ratio for FDHT.DE, currently valued at -0.46, compared to the broader market0.0020.0040.0060.0080.00-0.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.0014.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market0.0020.0040.0060.0080.008.41

Sharpe Ratio

The current Fidelity Digital Health UCITS ETF ACC-USD Sharpe ratio is -0.26. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Digital Health UCITS ETF ACC-USD with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.26
2.58
FDHT.DE (Fidelity Digital Health UCITS ETF ACC-USD)
Benchmark (^GSPC)

Dividends

Dividend History


Fidelity Digital Health UCITS ETF ACC-USD doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-10.56%
-2.38%
FDHT.DE (Fidelity Digital Health UCITS ETF ACC-USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Digital Health UCITS ETF ACC-USD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Digital Health UCITS ETF ACC-USD was 25.64%, occurring on Oct 31, 2023. The portfolio has not yet recovered.

The current Fidelity Digital Health UCITS ETF ACC-USD drawdown is 10.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.64%Feb 6, 2023189Oct 31, 2023
-13.2%Sep 13, 202223Oct 13, 202280Feb 3, 2023103
-0.7%Sep 6, 20221Sep 6, 20222Sep 8, 20223

Volatility

Volatility Chart

The current Fidelity Digital Health UCITS ETF ACC-USD volatility is 4.57%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
4.57%
3.64%
FDHT.DE (Fidelity Digital Health UCITS ETF ACC-USD)
Benchmark (^GSPC)