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DBSC vs. FESM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBSC vs. FESM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deepwater Beachfront Small Cap ETF (DBSC) and Fidelity Enhanced Small Cap ETF (FESM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBSC achieves a 5.96% return, which is significantly lower than FESM's 19.64% return.


DBSC

1D
0.00%
1M
0.00%
YTD
5.96%
6M
1Y
3Y*
5Y*
10Y*

FESM

1D
-1.51%
1M
3.13%
YTD
19.64%
6M
19.11%
1Y
46.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBSC vs. FESM - Yearly Performance Comparison


2026 (YTD)2025
DBSC
Deepwater Beachfront Small Cap ETF
5.96%-0.65%
FESM
Fidelity Enhanced Small Cap ETF
19.64%-0.85%

Correlation

The correlation between DBSC and FESM is 0.80, 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 Dec 17, 2025

0.80

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Return for Risk

DBSC vs. FESM — Risk / Return Rank

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

DBSC

FESM
FESM Risk / Return Rank: 7676
Overall Rank
FESM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FESM Sortino Ratio Rank: 7272
Sortino Ratio Rank
FESM Omega Ratio Rank: 6666
Omega Ratio Rank
FESM Calmar Ratio Rank: 8484
Calmar Ratio Rank
FESM Martin Ratio Rank: 8282
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.

DBSC vs. FESM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deepwater Beachfront Small Cap ETF (DBSC) and Fidelity Enhanced Small Cap ETF (FESM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DBSC vs. FESM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DBSCFESMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.29

-0.70

Drawdowns

DBSC vs. FESM - Drawdown Comparison

The maximum DBSC drawdown since its inception was -16.61%, smaller than the maximum FESM drawdown of -26.93%. Use the drawdown chart below to compare losses from any high point for DBSC and FESM.


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Drawdown Indicators


DBSCFESMDifference

Max Drawdown

Largest peak-to-trough decline

-16.61%

-26.93%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

Current Drawdown

Current decline from peak

-2.17%

-1.59%

-0.58%

Average Drawdown

Average peak-to-trough decline

-4.69%

-4.79%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

Volatility

DBSC vs. FESM - Volatility Comparison


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Volatility by Period


DBSCFESMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.36%

18.98%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

21.26%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

21.26%

-0.90%

DBSC vs. FESM - Expense Ratio Comparison

DBSC has a 0.85% expense ratio, which is higher than FESM's 0.28% expense ratio.


Dividends

DBSC vs. FESM - Dividend Comparison

DBSC has not paid dividends to shareholders, while FESM's dividend yield for the trailing twelve months is around 0.53%.


PositionTTM202520242023
DBSC
Deepwater Beachfront Small Cap ETF
0.00%0.00%0.00%0.00%
FESM
Fidelity Enhanced Small Cap ETF
0.53%0.82%1.08%0.06%

Frequently Asked Questions


DBSC and FESM have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FESM is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FESM is cheaper with a 0.28% expense ratio, compared with 0.85% for DBSC.

FESM has the higher dividend yield at 0.53%, compared with 0.00% for DBSC.

They also come from different issuers: Deepwater Asset Management and Fidelity. Their fees differ too: 0.85% for DBSC and 0.28% for FESM.

Portfolio Optimizer

Find the right allocation for DBSC and FESM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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