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BPAY vs. FNCL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPAY vs. FNCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Future Financial and Technology ETF (BPAY) and Fidelity MSCI Financials Index ETF (FNCL). The values are adjusted to include any dividend payments, if applicable.

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BPAY vs. FNCL - Yearly Performance Comparison


2026 (YTD)2025202420232022
BPAY
BlackRock Future Financial and Technology ETF
-18.58%8.54%17.28%13.19%-16.39%
FNCL
Fidelity MSCI Financials Index ETF
-9.17%14.94%30.44%14.10%-4.56%

Returns By Period

In the year-to-date period, BPAY achieves a -18.58% return, which is significantly lower than FNCL's -9.17% return.


BPAY

1D
3.03%
1M
-6.21%
YTD
-18.58%
6M
-26.92%
1Y
-3.62%
3Y*
8.30%
5Y*
10Y*

FNCL

1D
2.23%
1M
-3.42%
YTD
-9.17%
6M
-7.18%
1Y
2.69%
3Y*
17.96%
5Y*
9.30%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPAY vs. FNCL - Expense Ratio Comparison

BPAY has a 0.70% expense ratio, which is higher than FNCL's 0.08% expense ratio.


Return for Risk

BPAY vs. FNCL — Risk / Return Rank

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

BPAY
BPAY Risk / Return Rank: 1010
Overall Rank
BPAY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BPAY Sortino Ratio Rank: 1010
Sortino Ratio Rank
BPAY Omega Ratio Rank: 1010
Omega Ratio Rank
BPAY Calmar Ratio Rank: 1010
Calmar Ratio Rank
BPAY Martin Ratio Rank: 1010
Martin Ratio Rank

FNCL
FNCL Risk / Return Rank: 1717
Overall Rank
FNCL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FNCL Sortino Ratio Rank: 1515
Sortino Ratio Rank
FNCL Omega Ratio Rank: 1616
Omega Ratio Rank
FNCL Calmar Ratio Rank: 1818
Calmar Ratio Rank
FNCL Martin Ratio Rank: 1818
Martin Ratio Rank
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.

BPAY vs. FNCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Future Financial and Technology ETF (BPAY) and Fidelity MSCI Financials Index ETF (FNCL). 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.


BPAYFNCLDifference

Sharpe ratio

Return per unit of total volatility

-0.12

0.14

-0.26

Sortino ratio

Return per unit of downside risk

0.03

0.32

-0.29

Omega ratio

Gain probability vs. loss probability

1.00

1.05

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.12

0.26

-0.38

Martin ratio

Return relative to average drawdown

-0.30

0.79

-1.09

BPAY vs. FNCL - Sharpe Ratio Comparison

The current BPAY Sharpe Ratio is -0.12, which is lower than the FNCL Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of BPAY and FNCL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BPAYFNCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.14

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.52

-0.54

Correlation

The correlation between BPAY and FNCL is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BPAY vs. FNCL - Dividend Comparison

BPAY's dividend yield for the trailing twelve months is around 7.97%, more than FNCL's 1.75% yield.


TTM20252024202320222021202020192018201720162015
BPAY
BlackRock Future Financial and Technology ETF
7.97%6.49%0.48%1.18%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNCL
Fidelity MSCI Financials Index ETF
1.75%1.45%1.52%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.81%2.17%

Drawdowns

BPAY vs. FNCL - Drawdown Comparison

The maximum BPAY drawdown since its inception was -33.62%, smaller than the maximum FNCL drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for BPAY and FNCL.


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Drawdown Indicators


BPAYFNCLDifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

-44.38%

+10.76%

Max Drawdown (1Y)

Largest decline over 1 year

-33.62%

-14.78%

-18.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.68%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-31.22%

-11.94%

-19.28%

Average Drawdown

Average peak-to-trough decline

-9.86%

-6.89%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.63%

4.92%

+8.71%

Volatility

BPAY vs. FNCL - Volatility Comparison

BlackRock Future Financial and Technology ETF (BPAY) has a higher volatility of 7.93% compared to Fidelity MSCI Financials Index ETF (FNCL) at 4.88%. This indicates that BPAY's price experiences larger fluctuations and is considered to be riskier than FNCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPAYFNCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.93%

4.88%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

19.05%

11.75%

+7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

20.02%

+9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.20%

19.34%

+4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

22.35%

+1.85%