FDIS vs. ONLN
Compare and contrast key facts about Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and ProShares Online Retail ETF (ONLN).
FDIS and ONLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDIS is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Consumer Discretionary Index. It was launched on Oct 21, 2013. ONLN is a passively managed fund by ProShares that tracks the performance of the ProShares Online Retail Index. It was launched on Jul 13, 2018. Both FDIS and ONLN 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
FDIS vs. ONLN - Performance Comparison
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FDIS vs. ONLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FDIS Fidelity MSCI Consumer Discretionary Index ETF | -8.53% | 5.67% | 24.43% | 40.48% | -35.23% | 24.25% | 49.50% | 27.44% | -12.37% |
ONLN ProShares Online Retail ETF | -10.07% | 33.03% | 24.85% | 27.37% | -50.07% | -25.22% | 111.82% | 19.93% | -24.73% |
Returns By Period
In the year-to-date period, FDIS achieves a -8.53% return, which is significantly higher than ONLN's -10.07% 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%
ONLN
- 1D
- 4.24%
- 1M
- -4.35%
- YTD
- -10.07%
- 6M
- -12.24%
- 1Y
- 23.10%
- 3Y*
- 19.36%
- 5Y*
- -7.47%
- 10Y*
- —
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FDIS vs. ONLN - Expense Ratio Comparison
FDIS has a 0.08% expense ratio, which is lower than ONLN's 0.58% expense ratio.
Return for Risk
FDIS vs. ONLN — Risk / Return Rank
FDIS
ONLN
FDIS vs. ONLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and ProShares Online Retail ETF (ONLN). 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.
| FDIS | ONLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.82 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.27 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.12 | -0.40 |
Martin ratioReturn relative to average drawdown | 2.36 | 3.08 | -0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDIS | ONLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.82 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.23 | +0.43 |
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 | 0.13 | +0.45 |
Correlation
The correlation between FDIS and ONLN is 0.81, 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. ONLN - Dividend Comparison
FDIS's dividend yield for the trailing twelve months is around 0.79%, more than ONLN's 0.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ONLN ProShares Online Retail ETF | 0.36% | 0.30% | 0.75% | 0.00% | 0.00% | 0.00% | 1.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDIS vs. ONLN - Drawdown Comparison
The maximum FDIS drawdown since its inception was -39.16%, smaller than the maximum ONLN drawdown of -71.77%. Use the drawdown chart below to compare losses from any high point for FDIS and ONLN.
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Drawdown Indicators
| FDIS | ONLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.16% | -71.77% | +32.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.50% | -19.75% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -39.16% | -69.19% | +30.03% |
Max Drawdown (10Y)Largest decline over 10 years | -39.16% | — | — |
Current DrawdownCurrent decline from peak | -12.73% | -41.77% | +29.04% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -35.41% | +27.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 7.15% | -2.46% |
Volatility
FDIS vs. ONLN - Volatility Comparison
The current volatility for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) is 7.39%, while ProShares Online Retail ETF (ONLN) has a volatility of 9.23%. This indicates that FDIS experiences smaller price fluctuations and is considered to be less risky than ONLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDIS | ONLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 9.23% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.86% | 18.52% | -4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.22% | 28.36% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.82% | 33.10% | -9.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.22% | 32.27% | -10.05% |