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FCQH.TO vs. FCUV.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCQH.TO vs. FCUV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity U.S. High Quality Currency Neutral ETF (FCQH.TO) and Fidelity U.S. Value ETF (FCUV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCQH.TO achieves a 5.08% return, which is significantly lower than FCUV.TO's 17.80% return.


FCQH.TO

1D
-0.15%
1M
-0.15%
6M
5.76%
YTD
5.08%
1Y
10.06%
3Y*
13.98%
5Y*
9.60%
10Y*

FCUV.TO

1D
-0.68%
1M
1.95%
6M
13.24%
YTD
17.80%
1Y
34.68%
3Y*
25.54%
5Y*
21.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCQH.TO vs. FCUV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCQH.TO
Fidelity U.S. High Quality Currency Neutral ETF
5.08%9.95%22.06%21.43%-17.97%33.05%3.15%
FCUV.TO
Fidelity U.S. Value ETF
17.80%14.83%35.81%19.99%2.58%38.13%13.42%

Correlation

The correlation between FCQH.TO and FCUV.TO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2020

0.45

The correlation between FCQH.TO and FCUV.TO has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.

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Return for Risk

FCQH.TO vs. FCUV.TO — Risk / Return Rank

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

FCQH.TO
FCQH.TO Risk / Return Rank: 2626
Overall Rank
FCQH.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FCQH.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
FCQH.TO Omega Ratio Rank: 2828
Omega Ratio Rank
FCQH.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
FCQH.TO Martin Ratio Rank: 3131
Martin Ratio Rank

FCUV.TO
FCUV.TO Risk / Return Rank: 9090
Overall Rank
FCUV.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FCUV.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
FCUV.TO Omega Ratio Rank: 8787
Omega Ratio Rank
FCUV.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
FCUV.TO 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.

FCQH.TO vs. FCUV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. High Quality Currency Neutral ETF (FCQH.TO) and Fidelity U.S. Value ETF (FCUV.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCQH.TOFCUV.TODifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.16

1.42

-0.26

Calmar ratioReturn relative to maximum drawdown

0.92

5.20

-4.28

Martin ratioReturn relative to average drawdown

3.77

17.47

-13.71

FCQH.TO vs. FCUV.TO - Sharpe Ratio Comparison

The current FCQH.TO Sharpe Ratio is 0.79, which is lower than the FCUV.TO Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FCQH.TO and FCUV.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCQH.TO vs. FCUV.TO - Drawdown Comparison

The maximum FCQH.TO drawdown since its inception was -30.90%, which is greater than FCUV.TO's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for FCQH.TO and FCUV.TO.


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Drawdown Indicators


FCQH.TOFCUV.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.90%

-16.47%

-14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-6.70%

-4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-15.32%

-16.47%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-26.96%

-16.47%

-10.49%

Current Drawdown

Current decline from peak

-0.67%

-1.60%

+0.93%

Average Drawdown

Average peak-to-trough decline

-5.98%

-2.50%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.99%

+0.69%

Volatility

FCQH.TO vs. FCUV.TO - Volatility Comparison

The current volatility for Fidelity U.S. High Quality Currency Neutral ETF (FCQH.TO) is 4.27%, while Fidelity U.S. Value ETF (FCUV.TO) has a volatility of 4.64%. This indicates that FCQH.TO experiences smaller price fluctuations and is considered to be less risky than FCUV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCQH.TOFCUV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

4.64%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

11.17%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

14.97%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

15.36%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.86%

14.85%

+21.01%

FCQH.TO vs. FCUV.TO - Expense Ratio Comparison

Both FCQH.TO and FCUV.TO have an expense ratio of 0.38%.


Dividends

FCQH.TO vs. FCUV.TO - Dividend Comparison

FCQH.TO's dividend yield for the trailing twelve months is around 0.69%, less than FCUV.TO's 0.88% yield.


PositionTTM2025202420232022202120202019
FCQH.TO
Fidelity U.S. High Quality Currency Neutral ETF
0.69%0.58%0.80%0.87%1.13%0.80%1.18%0.88%
FCUV.TO
Fidelity U.S. Value ETF
0.88%1.14%1.03%1.43%2.71%1.10%3.42%0.00%

Frequently Asked Questions


FCQH.TO and FCUV.TO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.38% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FCQH.TO and FCUV.TO have the same expense ratio: 0.38% per year.

FCQH.TO is categorized as Large Cap Blend Equities, while FCUV.TO is Large Cap Value Equities.

Portfolio Optimizer

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