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FCUH.TO vs. CWIN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCUH.TO vs. CWIN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity U.S. High Dividend Currency Neutral ETF (FCUH.TO) and HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.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, FCUH.TO achieves a 10.30% return, which is significantly lower than CWIN.TO's 21.69% 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*

CWIN.TO

1D
0.04%
1M
2.88%
6M
17.48%
YTD
21.69%
1Y
40.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCUH.TO vs. CWIN.TO - Yearly Performance Comparison


Correlation

The correlation between FCUH.TO and CWIN.TO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2025

0.15

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Return for Risk

FCUH.TO vs. CWIN.TO — Risk / Return Rank

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

FCUH.TO
FCUH.TO Risk / Return Rank: 3030
Overall Rank
FCUH.TO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FCUH.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
FCUH.TO Omega Ratio Rank: 3131
Omega Ratio Rank
FCUH.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
FCUH.TO Martin Ratio Rank: 3535
Martin Ratio Rank

CWIN.TO
CWIN.TO Risk / Return Rank: 9595
Overall Rank
CWIN.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CWIN.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
CWIN.TO Omega Ratio Rank: 9595
Omega Ratio Rank
CWIN.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
CWIN.TO Martin Ratio Rank: 9494
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.

FCUH.TO vs. CWIN.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 HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.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.TOCWIN.TODifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

1.18

1.60

-0.42

Calmar ratioReturn relative to maximum drawdown

1.45

5.53

-4.09

Martin ratioReturn relative to average drawdown

4.41

20.47

-16.06

FCUH.TO vs. CWIN.TO - Sharpe Ratio Comparison

The current FCUH.TO Sharpe Ratio is 0.84, which is lower than the CWIN.TO Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of FCUH.TO and CWIN.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

FCUH.TO vs. CWIN.TO - Drawdown Comparison

The maximum FCUH.TO drawdown since its inception was -45.06%, which is greater than CWIN.TO's maximum drawdown of -10.87%. Use the drawdown chart below to compare losses from any high point for FCUH.TO and CWIN.TO.


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Drawdown Indicators


FCUH.TOCWIN.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.06%

-10.87%

-34.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-7.15%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

Current Drawdown

Current decline from peak

-1.29%

-0.09%

-1.20%

Average Drawdown

Average peak-to-trough decline

-6.07%

-1.35%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.93%

+0.44%

Volatility

FCUH.TO vs. CWIN.TO - Volatility Comparison

The current volatility for Fidelity U.S. High Dividend Currency Neutral ETF (FCUH.TO) is 2.55%, while HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units (CWIN.TO) has a volatility of 2.77%. This indicates that FCUH.TO experiences smaller price fluctuations and is considered to be less risky than CWIN.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.TOCWIN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

2.77%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

9.81%

-3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

12.43%

12.49%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

13.75%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.14%

13.75%

+6.39%

FCUH.TO vs. CWIN.TO - Expense Ratio Comparison

FCUH.TO has a 0.38% expense ratio, which is lower than CWIN.TO's 0.65% expense ratio.


Dividends

FCUH.TO vs. CWIN.TO - Dividend Comparison

FCUH.TO's dividend yield for the trailing twelve months is around 2.48%, less than CWIN.TO's 3.08% yield.


PositionTTM20252024202320222021202020192018
CWIN.TO
HAMILTON CHAMPIONS Enhanced Canadian Dividend ETF Class E Units
3.08%3.21%0.00%0.00%0.00%0.00%0.00%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 CWIN.TO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FCUH.TO is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FCUH.TO is cheaper with a 0.38% expense ratio, compared with 0.65% for CWIN.TO.

They also come from different issuers: Fidelity and Hamilton. Their fees differ too: 0.38% for FCUH.TO and 0.65% for CWIN.TO.

Portfolio Optimizer

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