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

Performance

FCUV.TO vs. WXM - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Fidelity U.S. Value ETF (FCUV.TO) and WF International Ltd (WXM). The values are adjusted to include any dividend payments, if applicable.

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FCUV.TO vs. WXM - Yearly Performance Comparison


2026 (YTD)2025
FCUV.TO
Fidelity U.S. Value ETF
1.19%14.67%
WXM
WF International Ltd
-3.80%-88.59%
Different Trading Currencies

FCUV.TO is traded in CAD, while WXM is traded in USD. To make them comparable, the WXM 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 higher than WXM's -3.80% 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*

WXM

1D
0.89%
1M
15.13%
YTD
-3.80%
6M
-85.90%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FCUV.TO vs. WXM — 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

WXM
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. WXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity U.S. Value ETF (FCUV.TO) and WF International Ltd (WXM). 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.TOWXMDifference

Sharpe ratio

Return per unit of total volatility

0.81

Sortino ratio

Return per unit of downside risk

1.20

Omega ratio

Gain probability vs. loss probability

1.17

Calmar ratio

Return relative to maximum drawdown

1.42

Martin ratio

Return relative to average drawdown

5.06

FCUV.TO vs. WXM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FCUV.TOWXMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

-0.65

+2.06

Correlation

The correlation between FCUV.TO and WXM is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCUV.TO vs. WXM - Dividend Comparison

FCUV.TO's dividend yield for the trailing twelve months is around 1.04%, while WXM has not paid dividends to shareholders.


TTM202520242023202220212020
FCUV.TO
Fidelity U.S. Value ETF
1.04%1.13%1.03%1.42%2.71%1.40%1.14%
WXM
WF International Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCUV.TO vs. WXM - Drawdown Comparison

The maximum FCUV.TO drawdown since its inception was -16.47%, smaller than the maximum WXM drawdown of -91.08%. Use the drawdown chart below to compare losses from any high point for FCUV.TO and WXM.


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Drawdown Indicators


FCUV.TOWXMDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-90.67%

+74.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-16.47%

Current Drawdown

Current decline from peak

-3.77%

-88.72%

+84.95%

Average Drawdown

Average peak-to-trough decline

-2.58%

-55.93%

+53.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

Volatility

FCUV.TO vs. WXM - Volatility Comparison


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Volatility by Period


FCUV.TOWXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.10%

138.11%

-119.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.00%

138.11%

-123.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.72%

138.11%

-123.39%