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Fidelity Sustainable Low Duration Bond ETF (FSLD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Fidelity

Inception Date

Apr 19, 2022

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

FSLD has an expense ratio of 0.20%, which is considered low.


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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S&P 500

Returns By Period

Fidelity Sustainable Low Duration Bond ETF (FSLD) returned 1.41% year-to-date (YTD) and 4.90% over the past 12 months.


FSLD

YTD

1.41%

1M

0.12%

6M

1.93%

1Y

4.90%

3Y*

4.48%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.42%0.31%0.36%0.33%-0.03%1.41%
20240.49%0.19%0.56%0.20%0.64%0.42%0.49%0.70%0.74%0.15%0.46%0.36%5.53%
20230.42%0.26%0.46%0.35%0.38%0.33%0.38%0.50%0.44%0.41%0.57%0.61%5.23%
2022-0.06%0.09%-0.23%0.19%0.16%0.11%0.03%0.40%0.57%1.26%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, FSLD is among the top 3% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FSLD is 9797
Overall Rank
The Sharpe Ratio Rank of FSLD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of FSLD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FSLD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of FSLD is 9898
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 Sustainable Low Duration Bond ETF (FSLD) 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 Sustainable Low Duration Bond ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 2.42
  • All Time: 3.11

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 Sustainable Low Duration Bond ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Fidelity Sustainable Low Duration Bond ETF provided a 4.34% dividend yield over the last twelve months, with an annual payout of $2.18 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.50202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$2.18$2.52$2.40$0.77

Dividend yield

4.34%5.02%4.80%1.54%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Sustainable Low Duration Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.18$0.18$0.19$0.19$0.00$0.74
2024$0.22$0.21$0.21$0.22$0.23$0.21$0.22$0.21$0.18$0.21$0.20$0.21$2.52
2023$0.13$0.16$0.18$0.19$0.19$0.21$0.16$0.22$0.20$0.21$0.19$0.37$2.40
2022$0.08$0.04$0.07$0.09$0.09$0.11$0.13$0.17$0.77

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 Sustainable Low Duration Bond 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 Sustainable Low Duration Bond ETF was 0.55%, occurring on Apr 8, 2025. Recovery took 13 trading sessions.

The current Fidelity Sustainable Low Duration Bond ETF drawdown is 0.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.55%Apr 7, 20252Apr 8, 202513Apr 28, 202515
-0.5%Aug 22, 20241Aug 22, 202416Sep 16, 202417
-0.45%May 26, 202218Jun 22, 202245Aug 25, 202263
-0.36%Dec 9, 20244Dec 12, 20246Dec 20, 202410
-0.36%May 28, 20252May 29, 2025
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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