PortfoliosLab logoPortfoliosLab logo
FDLO vs. XSLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDLO vs. XSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Volatility Factor ETF (FDLO) and Invesco S&P SmallCap Low Volatility ETF (XSLV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FDLO vs. XSLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDLO
Fidelity Low Volatility Factor ETF
-2.35%11.77%16.06%16.38%-10.38%24.00%12.19%31.10%-0.26%20.44%
XSLV
Invesco S&P SmallCap Low Volatility ETF
2.92%0.31%9.81%1.34%-11.83%29.34%-17.40%22.35%-5.41%8.57%

Returns By Period

In the year-to-date period, FDLO achieves a -2.35% return, which is significantly lower than XSLV's 2.92% return.


FDLO

1D
0.48%
1M
-4.39%
YTD
-2.35%
6M
-0.81%
1Y
8.58%
3Y*
12.59%
5Y*
9.51%
10Y*

XSLV

1D
0.45%
1M
-3.94%
YTD
2.92%
6M
3.66%
1Y
5.06%
3Y*
6.31%
5Y*
2.78%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDLO vs. XSLV - Expense Ratio Comparison

FDLO has a 0.29% expense ratio, which is higher than XSLV's 0.25% expense ratio.


Return for Risk

FDLO vs. XSLV — Risk / Return Rank

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

FDLO
FDLO Risk / Return Rank: 3434
Overall Rank
FDLO Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDLO Sortino Ratio Rank: 3232
Sortino Ratio Rank
FDLO Omega Ratio Rank: 3434
Omega Ratio Rank
FDLO Calmar Ratio Rank: 3232
Calmar Ratio Rank
FDLO Martin Ratio Rank: 4040
Martin Ratio Rank

XSLV
XSLV Risk / Return Rank: 2121
Overall Rank
XSLV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XSLV Sortino Ratio Rank: 2020
Sortino Ratio Rank
XSLV Omega Ratio Rank: 1919
Omega Ratio Rank
XSLV Calmar Ratio Rank: 2222
Calmar Ratio Rank
XSLV Martin Ratio Rank: 2323
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.

FDLO vs. XSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Volatility Factor ETF (FDLO) and Invesco S&P SmallCap Low Volatility ETF (XSLV). 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.


FDLOXSLVDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.32

+0.31

Sortino ratio

Return per unit of downside risk

0.99

0.58

+0.41

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

0.82

0.49

+0.33

Martin ratio

Return relative to average drawdown

3.92

1.70

+2.22

FDLO vs. XSLV - Sharpe Ratio Comparison

The current FDLO Sharpe Ratio is 0.63, which is higher than the XSLV Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FDLO and XSLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FDLOXSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.32

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.17

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.40

+0.38

Correlation

The correlation between FDLO and XSLV is 0.69, 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.


Dividends

FDLO vs. XSLV - Dividend Comparison

FDLO's dividend yield for the trailing twelve months is around 1.46%, less than XSLV's 2.69% yield.


TTM20252024202320222021202020192018201720162015
FDLO
Fidelity Low Volatility Factor ETF
1.46%1.37%1.40%1.35%1.49%1.11%1.38%1.55%1.76%1.61%0.55%0.00%
XSLV
Invesco S&P SmallCap Low Volatility ETF
2.69%2.14%2.55%2.35%2.78%1.05%2.49%2.43%2.75%1.87%1.96%2.20%

Drawdowns

FDLO vs. XSLV - Drawdown Comparison

The maximum FDLO drawdown since its inception was -34.35%, smaller than the maximum XSLV drawdown of -44.34%. Use the drawdown chart below to compare losses from any high point for FDLO and XSLV.


Loading graphics...

Drawdown Indicators


FDLOXSLVDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-44.34%

+9.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-11.26%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-24.72%

+5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-44.34%

Current Drawdown

Current decline from peak

-5.06%

-4.82%

-0.24%

Average Drawdown

Average peak-to-trough decline

-3.42%

-7.37%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

3.26%

-1.05%

Volatility

FDLO vs. XSLV - Volatility Comparison

Fidelity Low Volatility Factor ETF (FDLO) and Invesco S&P SmallCap Low Volatility ETF (XSLV) have volatilities of 3.48% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FDLOXSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

3.58%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

8.87%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

15.86%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

16.67%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

19.93%

-4.33%