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EXI vs. FIDU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EXI and FIDU is 0.93, 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.


-0.50.00.51.00.9

Performance

EXI vs. FIDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Industrials ETF (EXI) and Fidelity MSCI Industrials Index ETF (FIDU). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
152.80%
234.50%
EXI
FIDU

Key characteristics

Sharpe Ratio

EXI:

1.25

FIDU:

1.39

Sortino Ratio

EXI:

1.79

FIDU:

2.03

Omega Ratio

EXI:

1.22

FIDU:

1.25

Calmar Ratio

EXI:

2.16

FIDU:

2.32

Martin Ratio

EXI:

6.98

FIDU:

8.11

Ulcer Index

EXI:

2.30%

FIDU:

2.51%

Daily Std Dev

EXI:

12.86%

FIDU:

14.58%

Max Drawdown

EXI:

-62.60%

FIDU:

-42.31%

Current Drawdown

EXI:

-5.92%

FIDU:

-7.77%

Returns By Period

In the year-to-date period, EXI achieves a 13.20% return, which is significantly lower than FIDU's 17.64% return. Over the past 10 years, EXI has underperformed FIDU with an annualized return of 8.93%, while FIDU has yielded a comparatively higher 11.16% annualized return.


EXI

YTD

13.20%

1M

-2.51%

6M

5.87%

1Y

14.41%

5Y*

9.60%

10Y*

8.93%

FIDU

YTD

17.64%

1M

-4.23%

6M

9.01%

1Y

18.82%

5Y*

12.70%

10Y*

11.16%

Compare stocks, funds, or ETFs

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


EXI vs. FIDU - Expense Ratio Comparison

EXI has a 0.43% expense ratio, which is higher than FIDU's 0.08% expense ratio.


EXI
iShares Global Industrials ETF
Expense ratio chart for EXI: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for FIDU: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

EXI vs. FIDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Industrials ETF (EXI) and Fidelity MSCI Industrials Index ETF (FIDU). 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.


Sharpe ratio
The chart of Sharpe ratio for EXI, currently valued at 1.25, compared to the broader market0.002.004.001.251.39
The chart of Sortino ratio for EXI, currently valued at 1.79, compared to the broader market-2.000.002.004.006.008.0010.001.792.03
The chart of Omega ratio for EXI, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.25
The chart of Calmar ratio for EXI, currently valued at 2.16, compared to the broader market0.005.0010.0015.002.162.32
The chart of Martin ratio for EXI, currently valued at 6.98, compared to the broader market0.0020.0040.0060.0080.00100.006.988.11
EXI
FIDU

The current EXI Sharpe Ratio is 1.25, which is comparable to the FIDU Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of EXI and FIDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.25
1.39
EXI
FIDU

Dividends

EXI vs. FIDU - Dividend Comparison

EXI's dividend yield for the trailing twelve months is around 1.46%, more than FIDU's 1.41% yield.


TTM20232022202120202019201820172016201520142013
EXI
iShares Global Industrials ETF
1.46%1.84%1.63%1.42%1.39%1.72%2.21%1.48%1.74%1.95%1.93%1.51%
FIDU
Fidelity MSCI Industrials Index ETF
1.41%1.42%1.48%1.12%1.28%1.73%1.99%1.60%1.63%1.98%1.55%0.31%

Drawdowns

EXI vs. FIDU - Drawdown Comparison

The maximum EXI drawdown since its inception was -62.60%, which is greater than FIDU's maximum drawdown of -42.31%. Use the drawdown chart below to compare losses from any high point for EXI and FIDU. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.92%
-7.77%
EXI
FIDU

Volatility

EXI vs. FIDU - Volatility Comparison

The current volatility for iShares Global Industrials ETF (EXI) is 3.54%, while Fidelity MSCI Industrials Index ETF (FIDU) has a volatility of 4.59%. This indicates that EXI experiences smaller price fluctuations and is considered to be less risky than FIDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.54%
4.59%
EXI
FIDU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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