FDIS vs. BUYZ

In the year-to-date period, FDIS achieves a -4.98% return, which is significantly lower than BUYZ's 5.36% return.

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FDIS has a 0.08% expense ratio, which is lower than BUYZ's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and Franklin Disruptive Commerce ETF (BUYZ). 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.

The current FDIS Sharpe Ratio is 0.71, which is lower than the BUYZ Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FDIS and BUYZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDIS's dividend yield for the trailing twelve months is around 0.78%, more than BUYZ's 0.07% yield.

The maximum FDIS drawdown since its inception was -39.16%, smaller than the maximum BUYZ drawdown of -68.06%. Use the drawdown chart below to compare losses from any high point for FDIS and BUYZ.

Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a higher volatility of 7.16% compared to Franklin Disruptive Commerce ETF (BUYZ) at 5.57%. This indicates that FDIS's price experiences larger fluctuations and is considered to be riskier than BUYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.