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

Performance

FCUH.TO vs. PDIV.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 Purpose Enhanced Dividend Fund ETF (PDIV.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FCUH.TO having a 10.30% return and PDIV.TO slightly higher at 10.43%.


FCUH.TO

1D
0.16%
1M
-0.28%
6M
8.91%
YTD
10.30%
1Y
10.83%
3Y*
11.42%
5Y*
8.27%
10Y*

PDIV.TO

1D
0.41%
1M
1.92%
6M
8.93%
YTD
10.43%
1Y
20.67%
3Y*
12.26%
5Y*
8.03%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
FCUH.TO
Fidelity U.S. High Dividend Currency Neutral ETF
10.30%7.12%12.67%9.08%-6.43%31.92%-6.08%22.45%-13.39%
PDIV.TO
Purpose Enhanced Dividend Fund ETF
10.43%14.66%10.71%4.64%-4.39%20.18%-1.15%23.57%-9.03%

Correlation

The correlation between FCUH.TO and PDIV.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

0.36

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

0.40

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

0.36

The correlation between FCUH.TO and PDIV.TO shifts across timeframes, from 0.17 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FCUH.TO vs. PDIV.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

PDIV.TO
PDIV.TO Risk / Return Rank: 9393
Overall Rank
PDIV.TO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PDIV.TO Sortino Ratio Rank: 9595
Sortino Ratio Rank
PDIV.TO Omega Ratio Rank: 9595
Omega Ratio Rank
PDIV.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
PDIV.TO Martin Ratio Rank: 9191
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. PDIV.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 Purpose Enhanced Dividend Fund ETF (PDIV.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.TOPDIV.TODifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

1.18

1.62

-0.44

Calmar ratioReturn relative to maximum drawdown

1.45

3.94

-2.49

Martin ratioReturn relative to average drawdown

4.41

17.19

-12.78

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

The current FCUH.TO Sharpe Ratio is 0.84, which is lower than the PDIV.TO Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of FCUH.TO and PDIV.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. PDIV.TO - Drawdown Comparison

The maximum FCUH.TO drawdown since its inception was -45.06%, which is greater than PDIV.TO's maximum drawdown of -30.64%. Use the drawdown chart below to compare losses from any high point for FCUH.TO and PDIV.TO.


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Drawdown Indicators


FCUH.TOPDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.06%

-30.64%

-14.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-5.27%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-8.82%

-7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-15.93%

-5.87%

Max Drawdown (10Y)

Largest decline over 10 years

-30.64%

Current Drawdown

Current decline from peak

-1.29%

0.00%

-1.29%

Average Drawdown

Average peak-to-trough decline

-6.07%

-4.33%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.21%

+1.16%

Volatility

FCUH.TO vs. PDIV.TO - Volatility Comparison

Fidelity U.S. High Dividend Currency Neutral ETF (FCUH.TO) has a higher volatility of 2.55% compared to Purpose Enhanced Dividend Fund ETF (PDIV.TO) at 1.38%. This indicates that FCUH.TO's price experiences larger fluctuations and is considered to be riskier than PDIV.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.TOPDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

1.38%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

5.50%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

12.43%

6.88%

+5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

10.06%

+5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.14%

13.91%

+6.23%

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

FCUH.TO has a 0.38% expense ratio, which is lower than PDIV.TO's 0.77% expense ratio.


Dividends

FCUH.TO vs. PDIV.TO - Dividend Comparison

FCUH.TO's dividend yield for the trailing twelve months is around 2.48%, less than PDIV.TO's 11.61% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
PDIV.TO
Purpose Enhanced Dividend Fund ETF
11.61%11.23%12.35%11.84%6.38%5.59%6.33%5.85%6.80%25.71%5.38%8.10%

Frequently Asked Questions


FCUH.TO and PDIV.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, 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 0.77% for PDIV.TO.

They also come from different issuers: Fidelity and Purpose Investments. Their fees differ too: 0.38% for FCUH.TO and 0.77% for PDIV.TO.

Portfolio Optimizer

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