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FCCD.TO vs. SDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCCD.TO vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity Canadian High Dividend Index ETF (FCCD.TO) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

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FCCD.TO vs. SDIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FCCD.TO
Fidelity Canadian High Dividend Index ETF
8.44%25.05%16.92%3.35%-4.04%29.46%-8.44%20.71%-8.21%
SDIV
Global X SuperDividend ETF
8.14%23.19%10.51%3.13%-21.19%2.82%-22.23%7.48%-8.99%
Different Trading Currencies

FCCD.TO is traded in CAD, while SDIV is traded in USD. To make them comparable, the SDIV values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with FCCD.TO having a 8.44% return and SDIV slightly lower at 8.14%.


FCCD.TO

1D
1.80%
1M
-1.40%
YTD
8.44%
6M
12.89%
1Y
30.57%
3Y*
17.29%
5Y*
12.44%
10Y*

SDIV

1D
2.15%
1M
-1.05%
YTD
8.14%
6M
10.27%
1Y
28.54%
3Y*
15.86%
5Y*
2.69%
10Y*
1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCCD.TO vs. SDIV - Expense Ratio Comparison

FCCD.TO has a 0.35% expense ratio, which is lower than SDIV's 0.58% expense ratio.


Return for Risk

FCCD.TO vs. SDIV — Risk / Return Rank

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

FCCD.TO
FCCD.TO Risk / Return Rank: 9595
Overall Rank
FCCD.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FCCD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCCD.TO Omega Ratio Rank: 9797
Omega Ratio Rank
FCCD.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
FCCD.TO Martin Ratio Rank: 9696
Martin Ratio Rank

SDIV
SDIV Risk / Return Rank: 9191
Overall Rank
SDIV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 9292
Sortino Ratio Rank
SDIV Omega Ratio Rank: 9393
Omega Ratio Rank
SDIV Calmar Ratio Rank: 8585
Calmar Ratio Rank
SDIV Martin Ratio Rank: 9292
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.

FCCD.TO vs. SDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian High Dividend Index ETF (FCCD.TO) and Global X SuperDividend ETF (SDIV). 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.


FCCD.TOSDIVDifference

Sharpe ratio

Return per unit of total volatility

2.70

1.89

+0.81

Sortino ratio

Return per unit of downside risk

3.46

2.39

+1.07

Omega ratio

Gain probability vs. loss probability

1.57

1.38

+0.20

Calmar ratio

Return relative to maximum drawdown

3.20

2.11

+1.09

Martin ratio

Return relative to average drawdown

17.33

9.68

+7.65

FCCD.TO vs. SDIV - Sharpe Ratio Comparison

The current FCCD.TO Sharpe Ratio is 2.70, which is higher than the SDIV Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FCCD.TO and SDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCCD.TOSDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

1.89

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.19

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.24

+0.35

Correlation

The correlation between FCCD.TO and SDIV is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCCD.TO vs. SDIV - Dividend Comparison

FCCD.TO's dividend yield for the trailing twelve months is around 2.80%, less than SDIV's 9.10% yield.


TTM20252024202320222021202020192018201720162015
FCCD.TO
Fidelity Canadian High Dividend Index ETF
2.80%3.56%4.27%4.65%4.01%3.02%4.74%3.80%0.47%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF
9.10%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%

Drawdowns

FCCD.TO vs. SDIV - Drawdown Comparison

The maximum FCCD.TO drawdown since its inception was -43.53%, smaller than the maximum SDIV drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for FCCD.TO and SDIV.


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Drawdown Indicators


FCCD.TOSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-43.53%

-56.90%

+13.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-13.37%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

-41.94%

+22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-1.95%

-17.21%

+15.26%

Average Drawdown

Average peak-to-trough decline

-6.52%

-18.63%

+12.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.66%

-0.83%

Volatility

FCCD.TO vs. SDIV - Volatility Comparison

The current volatility for Fidelity Canadian High Dividend Index ETF (FCCD.TO) is 3.96%, while Global X SuperDividend ETF (SDIV) has a volatility of 6.23%. This indicates that FCCD.TO experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCD.TOSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

6.23%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

9.06%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

15.16%

-3.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.49%

14.23%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.26%

+1.00%