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

FCUV.TO vs. VLUE

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity U.S. Value ETF (FCUV.TO) and iShares Edge MSCI USA Value Factor ETF (VLUE).

FCUV.TO and VLUE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCUV.TO is a passively managed fund by Fidelity that tracks the performance of the Fidelity Canada U.S. Value Index. It was launched on Jun 5, 2020. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. Both FCUV.TO and VLUE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FCUV.TO vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity U.S. Value ETF (FCUV.TO) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

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FCUV.TO vs. VLUE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
FCUV.TO
Fidelity U.S. Value ETF		1.19%14.80%35.81%19.98%2.58%38.55%10.80%
VLUE
iShares Edge MSCI USA Value Factor ETF		5.86%26.58%16.46%11.75%-8.05%27.77%9.32%
Different Trading Currencies

FCUV.TO is traded in CAD, while VLUE is traded in USD. To make them comparable, the VLUE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FCUV.TO achieves a 1.19% return, which is significantly lower than VLUE's 5.86% return.

FCUV.TO

1D
0.51%
1M
-2.03%
YTD
1.19%
6M
5.84%
1Y
15.29%
3Y*
21.79%
5Y*
19.38%
10Y*
—

VLUE

1D
2.56%
1M
-3.42%
YTD
5.86%
6M
14.78%
1Y
31.81%
3Y*
19.46%
5Y*
11.73%
10Y*
12.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Fidelity U.S. Value ETF

iShares Edge MSCI USA Value Factor ETF

Often compared with FCUV.TO:
FCUV.TO vs. VGG.TOFCUV.TO vs. VFV.TOFCUV.TO vs. XCV.TOFCUV.TO vs. FXM.TOFCUV.TO vs. XSP.TOFCUV.TO vs. RUD.TOFCUV.TO vs. QQC.TO
Often compared with VLUE:
VLUE vs. VLUVLUE vs. AVLVVLUE vs. IUSVVLUE vs. QVALVLUE vs. VOOVLUE vs. SCHVVLUE vs. SCHD

FCUV.TO vs. VLUE - Expense Ratio Comparison

FCUV.TO has a 0.38% expense ratio, which is higher than VLUE's 0.15% expense ratio.

FCUV.TO
Fidelity U.S. Value ETF
VLUE
iShares Edge MSCI USA Value Factor ETF

Return for Risk

FCUV.TO vs. VLUE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FCUV.TO
FCUV.TO Risk / Return Rank: 4949
Overall Rank
FCUV.TO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FCUV.TO Sortino Ratio Rank: 4444
Sortino Ratio Rank
FCUV.TO Omega Ratio Rank: 4646
Omega Ratio Rank
FCUV.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
FCUV.TO Martin Ratio Rank: 5353
Martin Ratio Rank
VLUE
VLUE Risk / Return Rank: 9090
Overall Rank
VLUE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9090
Sortino Ratio Rank
VLUE Omega Ratio Rank: 8989
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9090
Calmar Ratio Rank
VLUE 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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Value ETF (FCUV.TO) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.

FCUV.TOVLUEDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.64

-0.84

Sortino ratio

Return per unit of downside risk

1.20

2.20

-1.00

Omega ratio

Gain probability vs. loss probability

1.17

1.32

-0.14

Calmar ratio

Return relative to maximum drawdown

1.42

2.56

-1.14

Martin ratio

Return relative to average drawdown

5.06

9.63

-4.57

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCUV.TO vs. VLUE - Sharpe Ratio Comparison

The current FCUV.TO Sharpe Ratio is 0.81, which is lower than the VLUE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FCUV.TO and VLUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FCUV.TOVLUEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.64

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.30

0.77

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.70

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.83

+0.59

Correlation

The correlation between FCUV.TO and VLUE is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FCUV.TO vs. VLUE - Dividend Comparison

FCUV.TO's dividend yield for the trailing twelve months is around 1.04%, less than VLUE's 2.00% yield.

TTM20252024202320222021202020192018201720162015
FCUV.TO
Fidelity U.S. Value ETF		1.04%1.13%1.03%1.42%2.71%1.40%1.14%0.00%0.00%0.00%0.00%0.00%
VLUE
iShares Edge MSCI USA Value Factor ETF		2.00%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Drawdowns

FCUV.TO vs. VLUE - Drawdown Comparison

The maximum FCUV.TO drawdown since its inception was -16.47%, smaller than the maximum VLUE drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FCUV.TO and VLUE.

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Drawdown Indicators

FCUV.TOVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-39.47%

+23.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-12.81%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-16.47%

-27.12%

+10.65%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.47%

—

Current Drawdown

Current decline from peak

-3.77%

-6.60%

+2.83%

Average Drawdown

Average peak-to-trough decline

-2.58%

-6.08%

+3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.94%

+0.40%

Volatility

FCUV.TO vs. VLUE - Volatility Comparison

The current volatility for Fidelity U.S. Value ETF (FCUV.TO) is 4.76%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 6.38%. This indicates that FCUV.TO experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FCUV.TOVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

6.38%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

12.33%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

19.10%

19.48%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.00%

15.24%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

17.68%

-2.96%