PortfoliosLab logoPortfoliosLab logo
CLOU vs. FCLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLOU vs. FCLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cloud Computing ETF (CLOU) and Fidelity Cloud Computing ETF (FCLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CLOU vs. FCLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CLOU
Global X Cloud Computing ETF
-13.79%-5.59%5.74%41.36%-39.56%-9.01%
FCLD
Fidelity Cloud Computing ETF
-8.71%8.19%21.80%53.05%-41.32%-1.32%

Returns By Period

In the year-to-date period, CLOU achieves a -13.79% return, which is significantly lower than FCLD's -8.71% return.


CLOU

1D
3.45%
1M
3.94%
YTD
-13.79%
6M
-16.17%
1Y
-7.10%
3Y*
2.05%
5Y*
-5.59%
10Y*

FCLD

1D
3.43%
1M
-2.59%
YTD
-8.71%
6M
-7.18%
1Y
14.12%
3Y*
16.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CLOU vs. FCLD - Expense Ratio Comparison

CLOU has a 0.68% expense ratio, which is higher than FCLD's 0.39% expense ratio.


Return for Risk

CLOU vs. FCLD — Risk / Return Rank

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

CLOU
CLOU Risk / Return Rank: 77
Overall Rank
CLOU Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CLOU Sortino Ratio Rank: 88
Sortino Ratio Rank
CLOU Omega Ratio Rank: 88
Omega Ratio Rank
CLOU Calmar Ratio Rank: 77
Calmar Ratio Rank
CLOU Martin Ratio Rank: 55
Martin Ratio Rank

FCLD
FCLD Risk / Return Rank: 2929
Overall Rank
FCLD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FCLD Sortino Ratio Rank: 3131
Sortino Ratio Rank
FCLD Omega Ratio Rank: 2929
Omega Ratio Rank
FCLD Calmar Ratio Rank: 3030
Calmar Ratio Rank
FCLD Martin Ratio Rank: 2626
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.

CLOU vs. FCLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cloud Computing ETF (CLOU) and Fidelity Cloud Computing ETF (FCLD). 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.


CLOUFCLDDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.44

-0.69

Sortino ratio

Return per unit of downside risk

-0.15

0.87

-1.02

Omega ratio

Gain probability vs. loss probability

0.98

1.11

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.32

0.69

-1.01

Martin ratio

Return relative to average drawdown

-0.86

1.94

-2.80

CLOU vs. FCLD - Sharpe Ratio Comparison

The current CLOU Sharpe Ratio is -0.24, which is lower than the FCLD Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CLOU and FCLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CLOUFCLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.44

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.05

+0.09

Correlation

The correlation between CLOU and FCLD is 0.92, 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

CLOU vs. FCLD - Dividend Comparison

CLOU has not paid dividends to shareholders, while FCLD's dividend yield for the trailing twelve months is around 0.03%.


TTM2025202420232022202120202019
CLOU
Global X Cloud Computing ETF
0.00%0.00%0.00%0.00%0.00%1.76%0.00%0.05%
FCLD
Fidelity Cloud Computing ETF
0.03%0.03%0.13%0.17%0.26%0.13%0.00%0.00%

Drawdowns

CLOU vs. FCLD - Drawdown Comparison

The maximum CLOU drawdown since its inception was -53.74%, which is greater than FCLD's maximum drawdown of -50.85%. Use the drawdown chart below to compare losses from any high point for CLOU and FCLD.


Loading graphics...

Drawdown Indicators


CLOUFCLDDifference

Max Drawdown

Largest peak-to-trough decline

-53.74%

-50.85%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

-18.53%

-6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-53.74%

Current Drawdown

Current decline from peak

-38.26%

-14.65%

-23.61%

Average Drawdown

Average peak-to-trough decline

-24.21%

-21.14%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.47%

6.56%

+2.91%

Volatility

CLOU vs. FCLD - Volatility Comparison

The current volatility for Global X Cloud Computing ETF (CLOU) is 7.92%, while Fidelity Cloud Computing ETF (FCLD) has a volatility of 8.46%. This indicates that CLOU experiences smaller price fluctuations and is considered to be less risky than FCLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CLOUFCLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

8.46%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

18.82%

19.66%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

32.15%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.63%

30.24%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.31%

30.24%

+0.07%