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Fidelity Sustainability U.S. Equity ETF (FSST)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US3160922791
CUSIP
316092279
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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Sustainability U.S. Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period


Fidelity Sustainability U.S. Equity ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.69%-4.81%-7.29%0.85%6.71%8.09%2.20%0.81%3.09%3.22%-0.15%15.40%
20241.68%6.41%3.69%-4.48%4.13%1.84%2.42%1.17%2.54%-1.83%6.24%-3.61%21.40%
20238.35%-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%
20211.89%2.60%3.57%-4.52%8.43%-3.06%3.81%12.81%

Benchmark Metrics

Fidelity Sustainability U.S. Equity ETF has an annualized alpha of 0.24%, beta of 1.02, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since June 18, 2021.

  • This ETF captured 109.44% 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
0.24%
Beta
1.02
0.94
Upside Capture
109.44%
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 a chosen benchmark (S&P 500 Index).


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Dividends

Dividend History

Fidelity Sustainability U.S. Equity ETF provided a 0.14% dividend yield over the last twelve months, with an annual payout of $0.04 per share.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.502021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.04$0.54$0.15$0.18$0.08

Dividend yield

0.14%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.3%Nov 17, 2021219Sep 30, 2022304Dec 15, 2023523
-22.35%Dec 5, 202484Apr 8, 202555Jun 27, 2025139
-8.15%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-6.3%Apr 1, 202415Apr 19, 202418May 15, 202433
-4.82%Sep 3, 202121Oct 4, 202111Oct 19, 202132

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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