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BTHM vs. FDIF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BTHM and FDIF 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.


Performance

BTHM vs. FDIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Future U.S. Themes ETF (BTHM) and Fidelity Disruptors ETF (FDIF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BTHM:

7.73%

FDIF:

12.72%

Max Drawdown

BTHM:

-0.58%

FDIF:

-1.02%

Current Drawdown

BTHM:

-0.21%

FDIF:

0.00%

Returns By Period


BTHM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FDIF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BTHM vs. FDIF - Expense Ratio Comparison

BTHM has a 0.60% expense ratio, which is higher than FDIF's 0.50% expense ratio.


Risk-Adjusted Performance

BTHM vs. FDIF — Risk-Adjusted Performance Rank

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

BTHM
The Risk-Adjusted Performance Rank of BTHM is 6868
Overall Rank
The Sharpe Ratio Rank of BTHM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BTHM is 6868
Sortino Ratio Rank
The Omega Ratio Rank of BTHM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of BTHM is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BTHM is 6868
Martin Ratio Rank

FDIF
The Risk-Adjusted Performance Rank of FDIF is 5353
Overall Rank
The Sharpe Ratio Rank of FDIF is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIF is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDIF is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDIF is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FDIF is 5252
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.

BTHM vs. FDIF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Future U.S. Themes ETF (BTHM) and Fidelity Disruptors ETF (FDIF). 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.



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Dividends

BTHM vs. FDIF - Dividend Comparison

BTHM has not paid dividends to shareholders, while FDIF's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023
BTHM
Blackrock Future U.S. Themes ETF
0.00%0.00%0.00%
FDIF
Fidelity Disruptors ETF
0.45%0.00%0.00%

Drawdowns

BTHM vs. FDIF - Drawdown Comparison

The maximum BTHM drawdown since its inception was -0.58%, smaller than the maximum FDIF drawdown of -1.02%. Use the drawdown chart below to compare losses from any high point for BTHM and FDIF. For additional features, visit the drawdowns tool.


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Volatility

BTHM vs. FDIF - Volatility Comparison


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