FCUH.TO vs. BLOV.TO
FCUH.TO (Fidelity U.S. High Dividend Currency Neutral ETF) and BLOV.TO (Brompton North American Low Volatility Dividend ETF) are both Dividend funds. Both are actively managed. Over the past 5 years, FCUH.TO returned 8.27%/yr vs 8.19%/yr for BLOV.TO. At a 0.25 correlation, their price movements are largely independent.
Performance
FCUH.TO vs. BLOV.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FCUH.TO achieves a 10.30% return, which is significantly lower than BLOV.TO's 13.38% return.
FCUH.TO
- 1D
- 0.16%
- 1M
- -0.28%
- 6M
- 8.91%
- YTD
- 10.30%
- 1Y
- 10.83%
- 3Y*
- 11.42%
- 5Y*
- 8.27%
- 10Y*
- —
BLOV.TO
- 1D
- 0.22%
- 1M
- 1.49%
- 6M
- 12.19%
- YTD
- 13.38%
- 1Y
- 19.69%
- 3Y*
- 12.75%
- 5Y*
- 8.19%
- 10Y*
- —
FCUH.TO vs. BLOV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FCUH.TO Fidelity U.S. High Dividend Currency Neutral ETF | 10.30% | 7.12% | 12.67% | 9.08% | -6.43% | 31.92% | 24.78% |
BLOV.TO Brompton North American Low Volatility Dividend ETF | 13.38% | 14.08% | 11.35% | -1.53% | -6.53% | 21.12% | 8.97% |
Correlation
The correlation between FCUH.TO and BLOV.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 | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.25 |
The correlation between FCUH.TO and BLOV.TO shifts across timeframes, from 0.17 (1 year) to 0.31 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FCUH.TO vs. BLOV.TO — Risk / Return Rank
FCUH.TO
BLOV.TO
FCUH.TO vs. BLOV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. High Dividend Currency Neutral ETF (FCUH.TO) and Brompton North American Low Volatility Dividend ETF (BLOV.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.
| FCUH.TO | BLOV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.45 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 3.95 | -2.50 |
| Martin ratioReturn relative to average drawdown | 4.41 | 13.24 | -8.83 |
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Drawdowns
FCUH.TO vs. BLOV.TO - Drawdown Comparison
The maximum FCUH.TO drawdown since its inception was -45.06%, roughly equal to the maximum BLOV.TO drawdown of -46.98%. Use the drawdown chart below to compare losses from any high point for FCUH.TO and BLOV.TO.
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Drawdown Indicators
| FCUH.TO | BLOV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.06% | -46.98% | +1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -5.23% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -41.86% | +25.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.80% | -46.98% | +25.18% |
Current DrawdownCurrent decline from peak | -1.29% | -1.43% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -4.48% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.56% | +0.81% |
Volatility
FCUH.TO vs. BLOV.TO - Volatility Comparison
The current volatility for Fidelity U.S. High Dividend Currency Neutral ETF (FCUH.TO) is 2.55%, while Brompton North American Low Volatility Dividend ETF (BLOV.TO) has a volatility of 4.96%. This indicates that FCUH.TO experiences smaller price fluctuations and is considered to be less risky than BLOV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCUH.TO | BLOV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 4.96% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 6.36% | 7.78% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 9.20% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 33.19% | -18.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.14% | 30.18% | -10.04% |
Dividends
FCUH.TO vs. BLOV.TO - Dividend Comparison
FCUH.TO's dividend yield for the trailing twelve months is around 2.48%, less than BLOV.TO's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BLOV.TO Brompton North American Low Volatility Dividend ETF | 3.71% | 4.13% | 4.51% | 4.80% | 4.25% | 3.19% | 2.45% | 0.00% | 0.00% |
FCUH.TO Fidelity U.S. High Dividend Currency Neutral ETF | 2.48% | 2.72% | 2.41% | 2.57% | 3.05% | 2.32% | 4.23% | 2.99% | 0.29% |
Frequently Asked Questions
FCUH.TO and BLOV.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.
They also come from different issuers: Fidelity and Brompton.
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