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FDRV vs. FREL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDRV vs. FREL - Performance Comparison

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

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Returns By Period

In the year-to-date period, FDRV achieves a 9.64% return, which is significantly lower than FREL's 13.99% return.


FDRV

1D
0.74%
1M
-5.30%
6M
8.32%
YTD
9.64%
1Y
21.47%
3Y*
-2.81%
5Y*
10Y*
ALL TIME*
-6.71%

FREL

1D
0.13%
1M
1.01%
6M
12.32%
YTD
13.99%
1Y
15.37%
3Y*
10.31%
5Y*
2.52%
10Y*
5.52%
ALL TIME*
5.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$89.45K$140.01K$198.80K
$5.93M$7.27M$7.17M

FDRV vs. FREL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
9.64%24.32%-21.73%12.27%-44.23%7.10%
FREL
Fidelity MSCI Real Estate Index ETF
13.99%3.09%5.05%11.74%-26.21%12.98%

Correlation

The correlation between FDRV and FREL is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2021

0.48

Over the past year, the correlation between FDRV and FREL has dropped to 0.16 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

FDRV vs. FREL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDRV
FDRV Risk / Return Rank: 3232
Overall Rank
FDRV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FDRV Sortino Ratio Rank: 3131
Sortino Ratio Rank
FDRV Omega Ratio Rank: 3131
Omega Ratio Rank
FDRV Calmar Ratio Rank: 3333
Calmar Ratio Rank
FDRV Martin Ratio Rank: 3232
Martin Ratio Rank

FREL
FREL Risk / Return Rank: 4646
Overall Rank
FREL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 4343
Sortino Ratio Rank
FREL Omega Ratio Rank: 4242
Omega Ratio Rank
FREL Calmar Ratio Rank: 5050
Calmar Ratio Rank
FREL Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDRV vs. FREL - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FDRVFRELDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratioReturn relative to maximum drawdown

1.14

1.83

-0.68

Martin ratioReturn relative to average drawdown

2.98

5.90

-2.91

FDRV vs. FREL - Sharpe Ratio Comparison

The current FDRV Sharpe Ratio is 0.78, which is lower than the FREL Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of FDRV and FREL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDRV vs. FREL - Drawdown Comparison

The maximum FDRV drawdown since its inception was -63.89%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for FDRV and FREL.


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Drawdown Indicators


FDRVFRELDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-42.61%

-21.28%

Max Drawdown (1Y)

Largest decline over 1 year

-18.84%

-8.45%

-10.39%

Max Drawdown (3Y)

Largest decline over 3 years

-45.42%

-17.54%

-27.88%

Max Drawdown (5Y)

Largest decline over 5 years

-34.40%

Max Drawdown (10Y)

Largest decline over 10 years

-42.61%

Current Drawdown

Current decline from peak

-39.34%

-1.88%

-37.46%

Average Drawdown

Average peak-to-trough decline

-42.10%

-9.82%

-32.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

2.61%

+4.61%

Volatility

FDRV vs. FREL - Volatility Comparison

Fidelity Electric Vehicles and Future Transportation ETF (FDRV) has a higher volatility of 7.75% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.30%. This indicates that FDRV's price experiences larger fluctuations and is considered to be riskier than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDRVFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

4.30%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

22.53%

10.70%

+11.83%

Volatility (1Y)

Calculated over the trailing 1-year period

27.71%

13.83%

+13.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.16%

18.93%

+13.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.16%

20.73%

+11.43%

FDRV vs. FREL - Expense Ratio Comparison

FDRV has a 0.39% expense ratio, which is higher than FREL's 0.08% expense ratio.


Dividends

FDRV vs. FREL - Dividend Comparison

FDRV's dividend yield for the trailing twelve months is around 1.30%, less than FREL's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
1.30%1.14%0.43%0.24%0.33%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
FREL
Fidelity MSCI Real Estate Index ETF
3.21%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%

Frequently Asked Questions


FDRV and FREL have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDRV has higher volatility (7.75%) compared to FREL (4.30%). In terms of maximum drawdown, FDRV dropped -63.89% vs FREL's -42.61%.

On 3-year performance, FREL leads with 10.31% vs -2.81% for FDRV. On fees, FREL is cheaper at 0.08% per year. On volatility, FREL has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FREL has performed better with a 10.31% return vs -2.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FREL is cheaper with a 0.08% expense ratio, compared with 0.39% for FDRV.

FREL has the higher dividend yield at 3.21%, compared with 1.30% for FDRV.

FDRV is categorized as Technology Equities, while FREL is REIT. Their fees differ too: 0.39% for FDRV and 0.08% for FREL.

FREL currently has the higher Sharpe Ratio (1.12 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FDRV and FREL

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