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FDIS vs. XRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIS and XRT is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FDIS vs. XRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and SPDR S&P Retail ETF (XRT). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
275.47%
92.92%
FDIS
XRT

Key characteristics

Sharpe Ratio

FDIS:

0.41

XRT:

-0.19

Sortino Ratio

FDIS:

0.75

XRT:

-0.11

Omega Ratio

FDIS:

1.10

XRT:

0.99

Calmar Ratio

FDIS:

0.38

XRT:

-0.13

Martin Ratio

FDIS:

1.21

XRT:

-0.57

Ulcer Index

FDIS:

8.55%

XRT:

8.35%

Daily Std Dev

FDIS:

25.61%

XRT:

24.89%

Max Drawdown

FDIS:

-39.16%

XRT:

-65.82%

Current Drawdown

FDIS:

-18.42%

XRT:

-29.81%

Returns By Period

In the year-to-date period, FDIS achieves a -12.90% return, which is significantly higher than XRT's -13.73% return. Over the past 10 years, FDIS has outperformed XRT with an annualized return of 11.79%, while XRT has yielded a comparatively lower 4.85% annualized return.


FDIS

YTD

-12.90%

1M

-3.00%

6M

-3.41%

1Y

10.10%

5Y*

14.87%

10Y*

11.79%

XRT

YTD

-13.73%

1M

-2.62%

6M

-8.42%

1Y

-3.62%

5Y*

16.54%

10Y*

4.85%

*Annualized

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FDIS vs. XRT - Expense Ratio Comparison

FDIS has a 0.08% expense ratio, which is lower than XRT's 0.35% expense ratio.


Expense ratio chart for XRT: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XRT: 0.35%
Expense ratio chart for FDIS: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDIS: 0.08%

Risk-Adjusted Performance

FDIS vs. XRT — Risk-Adjusted Performance Rank

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

FDIS
The Risk-Adjusted Performance Rank of FDIS is 5050
Overall Rank
The Sharpe Ratio Rank of FDIS is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FDIS is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FDIS is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FDIS is 4444
Martin Ratio Rank

XRT
The Risk-Adjusted Performance Rank of XRT is 1111
Overall Rank
The Sharpe Ratio Rank of XRT is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of XRT is 1212
Sortino Ratio Rank
The Omega Ratio Rank of XRT is 1212
Omega Ratio Rank
The Calmar Ratio Rank of XRT is 1212
Calmar Ratio Rank
The Martin Ratio Rank of XRT is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDIS vs. XRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Discretionary Index ETF (FDIS) and SPDR S&P Retail ETF (XRT). 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 chart of Sharpe ratio for FDIS, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.00
FDIS: 0.41
XRT: -0.19
The chart of Sortino ratio for FDIS, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
FDIS: 0.75
XRT: -0.11
The chart of Omega ratio for FDIS, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
FDIS: 1.10
XRT: 0.99
The chart of Calmar ratio for FDIS, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.00
FDIS: 0.38
XRT: -0.13
The chart of Martin ratio for FDIS, currently valued at 1.21, compared to the broader market0.0020.0040.0060.00
FDIS: 1.21
XRT: -0.57

The current FDIS Sharpe Ratio is 0.41, which is higher than the XRT Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of FDIS and XRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.41
-0.19
FDIS
XRT

Dividends

FDIS vs. XRT - Dividend Comparison

FDIS's dividend yield for the trailing twelve months is around 0.85%, less than XRT's 1.82% yield.


TTM20242023202220212020201920182017201620152014
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.85%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%1.01%
XRT
SPDR S&P Retail ETF
1.82%1.52%1.40%2.15%1.55%1.01%1.57%1.51%1.52%1.36%1.29%0.74%

Drawdowns

FDIS vs. XRT - Drawdown Comparison

The maximum FDIS drawdown since its inception was -39.16%, smaller than the maximum XRT drawdown of -65.82%. Use the drawdown chart below to compare losses from any high point for FDIS and XRT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.42%
-29.81%
FDIS
XRT

Volatility

FDIS vs. XRT - Volatility Comparison

Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a higher volatility of 16.30% compared to SPDR S&P Retail ETF (XRT) at 14.76%. This indicates that FDIS's price experiences larger fluctuations and is considered to be riskier than XRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.30%
14.76%
FDIS
XRT