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BELT vs. FITZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BELT vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Select Equity Active ETF (BELT) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BELT

1D
-3.42%
1M
-4.62%
YTD
13.00%
6M
10.80%
1Y
21.23%
3Y*
5Y*
10Y*

FITZ

1D
-2.89%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BELT vs. FITZ - Yearly Performance Comparison


Correlation

The correlation between BELT and FITZ is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.83

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Return for Risk

BELT vs. FITZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BELT
BELT Risk / Return Rank: 3939
Overall Rank
BELT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BELT Sortino Ratio Rank: 3737
Sortino Ratio Rank
BELT Omega Ratio Rank: 3535
Omega Ratio Rank
BELT Calmar Ratio Rank: 4040
Calmar Ratio Rank
BELT Martin Ratio Rank: 4848
Martin Ratio Rank

FITZ
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BELT vs. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Select Equity Active ETF (BELT) and Fitz-Gerald Must Have Portfolio ETF (FITZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BELTFITZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.86

Martin ratioReturn relative to average drawdown

7.38

BELT vs. FITZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BELTFITZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

-5.11

+5.67

Drawdowns

BELT vs. FITZ - Drawdown Comparison

The maximum BELT drawdown since its inception was -23.05%, which is greater than FITZ's maximum drawdown of -4.81%. Use the drawdown chart below to compare losses from any high point for BELT and FITZ.


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Drawdown Indicators


BELTFITZDifference

Max Drawdown

Largest peak-to-trough decline

-23.05%

-4.81%

-18.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

Current Drawdown

Current decline from peak

-5.50%

-4.81%

-0.69%

Average Drawdown

Average peak-to-trough decline

-3.51%

-1.70%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

Volatility

BELT vs. FITZ - Volatility Comparison


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Volatility by Period


BELTFITZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

18.34%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

18.34%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.32%

18.34%

+2.98%

BELT vs. FITZ - Expense Ratio Comparison

Both BELT and FITZ have an expense ratio of 0.75%.


Dividends

BELT vs. FITZ - Dividend Comparison

Neither BELT nor FITZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BELT and FITZ have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BELT and FITZ have the same expense ratio: 0.75% per year.

BELT and FITZ have nearly identical dividend yields, around 0.00%.

They also come from different issuers: iShares and Nicholas.

Portfolio Optimizer

Find the right allocation for BELT and FITZ

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