FDCF vs. DXJ

In the year-to-date period, FDCF achieves a 8.20% return, which is significantly higher than DXJ's 2.13% return.

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FDCF has a 0.50% expense ratio, which is higher than DXJ's 0.48% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Communications ETF (FDCF) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.

The current FDCF Sharpe Ratio is 0.96, which is higher than the DXJ Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FDCF and DXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDCF's dividend yield for the trailing twelve months is around 0.06%, less than DXJ's 3.14% yield.

The maximum FDCF drawdown since its inception was -22.59%, smaller than the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for FDCF and DXJ. For additional features, visit the drawdowns tool.

Fidelity Disruptive Communications ETF (FDCF) has a higher volatility of 6.48% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.07%. This indicates that FDCF's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.