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

Performance

FCCD.TO vs. SPDG - 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 SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG). The values are adjusted to include any dividend payments, if applicable.

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FCCD.TO vs. SPDG - Yearly Performance Comparison


2026 (YTD)202520242023
FCCD.TO
Fidelity Canadian High Dividend Index ETF
8.44%25.05%16.92%2.06%
SPDG
SPDR Portfolio S&P Sector Neutral Dividend ETF
4.37%6.54%30.55%5.67%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FCCD.TO achieves a 8.44% return, which is significantly higher than SPDG's 4.37% return.


FCCD.TO

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

SPDG

1D
1.50%
1M
-3.16%
YTD
4.37%
6M
5.15%
1Y
9.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCCD.TO vs. SPDG - Expense Ratio Comparison

FCCD.TO has a 0.35% expense ratio, which is higher than SPDG's 0.05% expense ratio.


Return for Risk

FCCD.TO vs. SPDG — 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

SPDG
SPDG Risk / Return Rank: 5050
Overall Rank
SPDG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPDG Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPDG Omega Ratio Rank: 4949
Omega Ratio Rank
SPDG Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPDG Martin Ratio Rank: 5353
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. SPDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canadian High Dividend Index ETF (FCCD.TO) and SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG). 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.TOSPDGDifference

Sharpe ratio

Return per unit of total volatility

2.70

0.61

+2.09

Sortino ratio

Return per unit of downside risk

3.46

0.92

+2.54

Omega ratio

Gain probability vs. loss probability

1.57

1.13

+0.44

Calmar ratio

Return relative to maximum drawdown

3.20

0.93

+2.27

Martin ratio

Return relative to average drawdown

17.33

3.07

+14.26

FCCD.TO vs. SPDG - Sharpe Ratio Comparison

The current FCCD.TO Sharpe Ratio is 2.70, which is higher than the SPDG Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FCCD.TO and SPDG, 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.TOSPDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

0.61

+2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.34

-0.75

Correlation

The correlation between FCCD.TO and SPDG is 0.49, 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. SPDG - Dividend Comparison

FCCD.TO's dividend yield for the trailing twelve months is around 2.80%, less than SPDG's 2.94% yield.


TTM20252024202320222021202020192018
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%
SPDG
SPDR Portfolio S&P Sector Neutral Dividend ETF
2.94%2.87%2.61%0.90%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCCD.TO vs. SPDG - Drawdown Comparison

The maximum FCCD.TO drawdown since its inception was -43.53%, which is greater than SPDG's maximum drawdown of -15.82%. Use the drawdown chart below to compare losses from any high point for FCCD.TO and SPDG.


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Drawdown Indicators


FCCD.TOSPDGDifference

Max Drawdown

Largest peak-to-trough decline

-43.53%

-15.67%

-27.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-11.84%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

Current Drawdown

Current decline from peak

-1.95%

-6.79%

+4.84%

Average Drawdown

Average peak-to-trough decline

-6.52%

-2.21%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

3.05%

-1.22%

Volatility

FCCD.TO vs. SPDG - Volatility Comparison

Fidelity Canadian High Dividend Index ETF (FCCD.TO) and SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) have volatilities of 3.96% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCD.TOSPDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

4.10%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

9.42%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

16.23%

-4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.49%

13.70%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

13.70%

+3.56%