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FDIS vs. FDRV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIS vs. FDRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and Fidelity Electric Vehicles and Future Transportation ETF (FDRV). The values are adjusted to include any dividend payments, if applicable.

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FDIS vs. FDRV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
-8.53%5.67%24.43%40.48%-35.23%8.27%
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
0.68%24.32%-21.73%12.27%-44.23%7.00%

Returns By Period

In the year-to-date period, FDIS achieves a -8.53% return, which is significantly lower than FDRV's 0.68% return.


FDIS

1D
3.28%
1M
-6.32%
YTD
-8.53%
6M
-9.00%
1Y
11.19%
3Y*
13.41%
5Y*
4.73%
10Y*
12.66%

FDRV

1D
4.39%
1M
-4.51%
YTD
0.68%
6M
-6.42%
1Y
27.88%
3Y*
-3.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIS vs. FDRV - Expense Ratio Comparison

FDIS has a 0.08% expense ratio, which is lower than FDRV's 0.39% expense ratio.


Return for Risk

FDIS vs. FDRV — Risk / Return Rank

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

FDIS
FDIS Risk / Return Rank: 3030
Overall Rank
FDIS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FDIS Sortino Ratio Rank: 3131
Sortino Ratio Rank
FDIS Omega Ratio Rank: 2929
Omega Ratio Rank
FDIS Calmar Ratio Rank: 3232
Calmar Ratio Rank
FDIS Martin Ratio Rank: 3030
Martin Ratio Rank

FDRV
FDRV Risk / Return Rank: 5454
Overall Rank
FDRV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FDRV Sortino Ratio Rank: 5757
Sortino Ratio Rank
FDRV Omega Ratio Rank: 5050
Omega Ratio Rank
FDRV Calmar Ratio Rank: 5959
Calmar Ratio Rank
FDRV Martin Ratio Rank: 5050
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.

FDIS vs. FDRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and Fidelity Electric Vehicles and Future Transportation ETF (FDRV). 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.


FDISFDRVDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.93

-0.47

Sortino ratio

Return per unit of downside risk

0.86

1.49

-0.63

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

0.71

1.50

-0.79

Martin ratio

Return relative to average drawdown

2.36

4.84

-2.48

FDIS vs. FDRV - Sharpe Ratio Comparison

The current FDIS Sharpe Ratio is 0.46, which is lower than the FDRV Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FDIS and FDRV, 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


FDISFDRVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.93

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

-0.28

+0.86

Correlation

The correlation between FDIS and FDRV is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FDIS vs. FDRV - Dividend Comparison

FDIS's dividend yield for the trailing twelve months is around 0.79%, less than FDRV's 1.33% yield.


TTM20252024202320222021202020192018201720162015
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.79%0.75%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
1.33%1.14%0.43%0.24%0.33%0.04%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDIS vs. FDRV - Drawdown Comparison

The maximum FDIS drawdown since its inception was -39.16%, smaller than the maximum FDRV drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for FDIS and FDRV.


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Drawdown Indicators


FDISFDRVDifference

Max Drawdown

Largest peak-to-trough decline

-39.16%

-63.89%

+24.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-18.04%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-39.16%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

-12.73%

-44.29%

+31.56%

Average Drawdown

Average peak-to-trough decline

-7.52%

-42.62%

+35.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

5.60%

-0.91%

Volatility

FDIS vs. FDRV - Volatility Comparison

The current volatility for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) is 7.39%, while Fidelity Electric Vehicles and Future Transportation ETF (FDRV) has a volatility of 10.74%. This indicates that FDIS experiences smaller price fluctuations and is considered to be less risky than FDRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDISFDRVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.39%

10.74%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

18.85%

-4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

24.22%

30.04%

-5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.82%

32.18%

-8.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

32.18%

-9.96%