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Fidelity Women's Leadership ETF (FDWM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US3160922874

Issuer

Fidelity

Inception Date

Jun 15, 2021

Region

Global (Broad)

Category

ESG

Leveraged

1x

Index Tracked

Russell 3000

Asset Class

Equity

Expense Ratio

FDWM has an expense ratio of 0.59%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

Fidelity Women's Leadership ETF (FDWM) returned 0.08% year-to-date (YTD) and 3.70% over the past 12 months.


FDWM

YTD

0.08%

1M

12.42%

6M

-1.45%

1Y

3.70%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

The table below presents the monthly returns of FDWM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.98%-3.34%-6.25%-1.14%7.43%0.08%
2024-0.10%5.31%4.31%-5.15%3.36%0.95%1.63%1.48%2.19%-2.88%5.73%-3.96%12.89%
20238.33%-1.63%0.54%-0.63%-0.40%6.82%3.07%-1.83%-6.08%-2.71%9.91%6.68%22.79%
2022-8.30%-2.46%1.76%-8.82%0.03%-7.96%9.72%-3.60%-9.22%10.39%6.08%-5.69%-18.96%
20212.07%0.79%2.28%-5.16%6.49%-3.05%2.27%5.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDWM is 31, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FDWM is 3131
Overall Rank
The Sharpe Ratio Rank of FDWM is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FDWM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FDWM is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FDWM is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FDWM is 3232
Martin 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 Women's Leadership ETF (FDWM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Women's Leadership ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.19
  • All Time: 0.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fidelity Women's Leadership ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Fidelity Women's Leadership ETF provided a 0.55% dividend yield over the last twelve months, with an annual payout of $0.13 per share.


0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.152021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.13$0.12$0.16$0.15$0.04

Dividend yield

0.55%0.54%0.80%0.90%0.19%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Women's Leadership ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.04$0.00$0.00$0.04
2024$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.12
2023$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.16
2022$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.06$0.15
2021$0.02$0.00$0.00$0.02$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Women's Leadership ETF. 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 Women's Leadership ETF was 29.13%, occurring on Sep 30, 2022. Recovery took 345 trading sessions.

The current Fidelity Women's Leadership ETF drawdown is 4.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.13%Nov 9, 2021225Sep 30, 2022345Feb 15, 2024570
-21.26%Dec 5, 202484Apr 8, 2025
-9.45%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-6.12%Apr 1, 202415Apr 19, 202455Jul 10, 202470
-6%Sep 7, 202120Oct 4, 202115Oct 25, 202135

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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