- ISIN
- US3160922791
- CUSIP
- 316092279
- Delisting Date
- Nov 14, 2025
- Issuer
- Fidelity
- Inception Date
- Jun 15, 2021
- Region
- North America (U.S.)
- Category
- Sustainable
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 3000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Assets Under Management
- $13M
Share Price Chart
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Performance
FSST Performance Chart
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Returns By Period
Fidelity Sustainability U.S. Equity ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FSST Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.69% | -4.81% | -7.29% | 0.85% | 6.71% | 8.09% | 2.20% | 0.81% | 3.09% | 3.22% | -0.15% | 15.40% | |
| 2024 | 1.68% | 6.41% | 3.69% | -4.48% | 4.13% | 1.84% | 2.42% | 1.17% | 2.54% | -1.83% | 6.24% | -3.61% | 21.40% |
| 2023 | 8.35% | -2.16% | 2.22% | -0.30% | 1.57% | 6.44% | 3.02% | -1.92% | -5.35% | -2.92% | 9.21% | 5.96% | 25.49% |
| 2022 | -6.05% | -3.32% | 3.24% | -8.64% | -0.22% | -8.03% | 9.57% | -4.27% | -9.52% | 8.57% | 7.09% | -5.82% | -18.30% |
| 2021 | 1.63% | 2.60% | 3.57% | -4.52% | 8.43% | -3.06% | 3.81% | 12.52% |
Benchmark Metrics
Fidelity Sustainability U.S. Equity ETF has an annualized alpha of 0.19%, beta of 1.02, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since June 17, 2021.
- This ETF captured 109.23% of S&P 500 Index gains and 107.48% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.02 and R2 of 0.94, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.19%
- Beta
- 1.02
- R²
- 0.94
- Upside Capture
- 109.23%
- Downside Capture
- 107.48%
Expense Ratio
FSST has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity Sustainability U.S. Equity ETF (FSST) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSST | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
Fidelity Sustainability U.S. Equity ETF provided a 0.10% dividend yield over the last twelve months, with an annual payout of $0.03 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|
| Dividend | $0.03 | $0.54 | $0.15 | $0.18 | $0.08 |
Dividend yield | 0.10% | 2.01% | 0.68% | 1.00% | 0.34% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity Sustainability U.S. Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.42 | $0.54 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.15 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.18 |
| 2021 | $0.02 | $0.00 | $0.00 | $0.06 | $0.08 |
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 Sustainability U.S. Equity 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 Sustainability U.S. Equity ETF was 26.30%, occurring on Sep 30, 2022. Recovery took 304 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -26.30%Sep 2022 | 10mo 17d | 1y 2mo | 2y 28dNov 2021 - Dec 2023 |
2025 selloff2025 | -22.35%Apr 2025 | 4mo 4d | 2mo 20d | 6mo 24dDec 2024 - Jun 2025 |
2024 pullback2024 | -8.15%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2024 pullback2024 | -6.30%Apr 2024 | 18d | 26d | 1mo 14dApr 2024 - May 2024 |
2021 pullback2021 | -4.82%Oct 2021 | 1mo 1d | 15d | 1mo 16dSep 2021 - Oct 2021 |
Drawdown Indicators
| FSST | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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