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FCRR.TO vs. XDUH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCRR.TO vs. XDUH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) and iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.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, FCRR.TO achieves a 14.88% return, which is significantly higher than XDUH.TO's 9.87% return.


FCRR.TO

1D
-0.03%
1M
0.87%
6M
12.05%
YTD
14.88%
1Y
15.20%
3Y*
17.64%
5Y*
12.52%
10Y*

XDUH.TO

1D
-0.51%
1M
-0.83%
6M
6.62%
YTD
9.87%
1Y
13.26%
3Y*
10.91%
5Y*
6.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCRR.TO vs. XDUH.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FCRR.TO
Fidelity U.S. Dividend for Rising Rates ETF
14.88%3.53%29.84%12.53%-6.47%29.36%2.65%24.40%-10.27%
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)
9.87%8.08%9.51%5.63%-6.27%22.61%-2.02%21.45%-9.68%

Correlation

The correlation between FCRR.TO and XDUH.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.30

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

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2018

0.38

Over the past year, the correlation between FCRR.TO and XDUH.TO has dropped to 0.17 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

FCRR.TO vs. XDUH.TO — Risk / Return Rank

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

FCRR.TO
FCRR.TO Risk / Return Rank: 2424
Overall Rank
FCRR.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FCRR.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
FCRR.TO Omega Ratio Rank: 3434
Omega Ratio Rank
FCRR.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
FCRR.TO Martin Ratio Rank: 1818
Martin Ratio Rank

XDUH.TO
XDUH.TO Risk / Return Rank: 4242
Overall Rank
XDUH.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XDUH.TO Sortino Ratio Rank: 3838
Sortino Ratio Rank
XDUH.TO Omega Ratio Rank: 3838
Omega Ratio Rank
XDUH.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
XDUH.TO Martin Ratio Rank: 4444
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.

FCRR.TO vs. XDUH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) and iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.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.


FCRR.TOXDUH.TODifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.20

1.21

-0.02

Calmar ratioReturn relative to maximum drawdown

0.82

2.19

-1.37

Martin ratioReturn relative to average drawdown

1.64

5.81

-4.17

FCRR.TO vs. XDUH.TO - Sharpe Ratio Comparison

The current FCRR.TO Sharpe Ratio is 0.74, which is lower than the XDUH.TO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FCRR.TO and XDUH.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

FCRR.TO vs. XDUH.TO - Drawdown Comparison

The maximum FCRR.TO drawdown since its inception was -31.45%, smaller than the maximum XDUH.TO drawdown of -34.91%. Use the drawdown chart below to compare losses from any high point for FCRR.TO and XDUH.TO.


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Drawdown Indicators


FCRR.TOXDUH.TODifference

Max Drawdown

Largest peak-to-trough decline

-31.45%

-34.91%

+3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-18.61%

-6.08%

-12.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.61%

-14.35%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-17.33%

-1.28%

Current Drawdown

Current decline from peak

-3.84%

-2.27%

-1.57%

Average Drawdown

Average peak-to-trough decline

-4.65%

-4.40%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.29%

2.29%

+7.00%

Volatility

FCRR.TO vs. XDUH.TO - Volatility Comparison

The current volatility for Fidelity U.S. Dividend for Rising Rates ETF (FCRR.TO) is 2.41%, while iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.TO) has a volatility of 3.54%. This indicates that FCRR.TO experiences smaller price fluctuations and is considered to be less risky than XDUH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCRR.TOXDUH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

3.54%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

7.30%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

11.73%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

13.61%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

16.43%

+0.39%

FCRR.TO vs. XDUH.TO - Expense Ratio Comparison

FCRR.TO has a 0.35% expense ratio, which is higher than XDUH.TO's 0.16% expense ratio.


Dividends

FCRR.TO vs. XDUH.TO - Dividend Comparison

FCRR.TO's dividend yield for the trailing twelve months is around 1.55%, less than XDUH.TO's 2.27% yield.


PositionTTM202520242023202220212020201920182017
FCRR.TO
Fidelity U.S. Dividend for Rising Rates ETF
1.55%1.86%1.65%2.01%2.08%1.59%2.53%2.27%0.61%0.00%
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)
2.27%2.46%2.67%2.55%2.40%2.62%2.67%2.36%2.75%0.76%

Frequently Asked Questions


FCRR.TO and XDUH.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDUH.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDUH.TO is cheaper with a 0.16% expense ratio, compared with 0.35% for FCRR.TO.

FCRR.TO is categorized as Dividend, while XDUH.TO is Large Cap Value Equities. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.35% for FCRR.TO and 0.16% for XDUH.TO.

Portfolio Optimizer

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