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FDRV vs. IYT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDRV vs. IYT - Performance Comparison

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

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FDRV vs. IYT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
1.81%24.32%-21.73%12.27%-44.23%7.00%
IYT
iShares Transportation Average ETF
1.39%11.48%4.10%24.62%-21.74%9.76%

Returns By Period

In the year-to-date period, FDRV achieves a 1.81% return, which is significantly higher than IYT's 1.39% return.


FDRV

1D
1.12%
1M
-3.04%
YTD
1.81%
6M
-5.75%
1Y
28.31%
3Y*
-3.28%
5Y*
10Y*

IYT

1D
0.90%
1M
-7.82%
YTD
1.39%
6M
6.28%
1Y
19.03%
3Y*
11.04%
5Y*
4.22%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDRV vs. IYT - Expense Ratio Comparison

FDRV has a 0.39% expense ratio, which is lower than IYT's 0.42% expense ratio.


Return for Risk

FDRV vs. IYT — Risk / Return Rank

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

FDRV
FDRV Risk / Return Rank: 5252
Overall Rank
FDRV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FDRV Sortino Ratio Rank: 5555
Sortino Ratio Rank
FDRV Omega Ratio Rank: 4848
Omega Ratio Rank
FDRV Calmar Ratio Rank: 5959
Calmar Ratio Rank
FDRV Martin Ratio Rank: 5050
Martin Ratio Rank

IYT
IYT Risk / Return Rank: 4141
Overall Rank
IYT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IYT Sortino Ratio Rank: 4242
Sortino Ratio Rank
IYT Omega Ratio Rank: 3939
Omega Ratio Rank
IYT Calmar Ratio Rank: 4646
Calmar Ratio Rank
IYT Martin Ratio Rank: 4343
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.

FDRV vs. IYT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Electric Vehicles and Future Transportation ETF (FDRV) and iShares Transportation Average ETF (IYT). 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.


FDRVIYTDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.73

+0.21

Sortino ratio

Return per unit of downside risk

1.51

1.22

+0.29

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

1.62

1.26

+0.37

Martin ratio

Return relative to average drawdown

5.21

4.24

+0.97

FDRV vs. IYT - Sharpe Ratio Comparison

The current FDRV Sharpe Ratio is 0.95, which is comparable to the IYT Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FDRV and IYT, 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


FDRVIYTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.73

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.40

-0.67

Correlation

The correlation between FDRV and IYT 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

FDRV vs. IYT - Dividend Comparison

FDRV's dividend yield for the trailing twelve months is around 1.32%, more than IYT's 1.06% yield.


TTM20252024202320222021202020192018201720162015
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
1.32%1.14%0.43%0.24%0.33%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
IYT
iShares Transportation Average ETF
1.06%1.00%1.08%1.26%1.40%0.77%0.93%1.29%1.35%0.92%0.96%1.28%

Drawdowns

FDRV vs. IYT - Drawdown Comparison

The maximum FDRV drawdown since its inception was -63.89%, which is greater than IYT's maximum drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for FDRV and IYT.


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Drawdown Indicators


FDRVIYTDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-60.39%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-18.04%

-15.01%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.28%

Current Drawdown

Current decline from peak

-43.67%

-8.32%

-35.35%

Average Drawdown

Average peak-to-trough decline

-42.62%

-9.37%

-33.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

4.45%

+1.17%

Volatility

FDRV vs. IYT - Volatility Comparison

Fidelity Electric Vehicles and Future Transportation ETF (FDRV) has a higher volatility of 9.66% compared to iShares Transportation Average ETF (IYT) at 7.84%. This indicates that FDRV's price experiences larger fluctuations and is considered to be riskier than IYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDRVIYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

7.84%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

18.87%

14.66%

+4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

30.05%

26.03%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.17%

22.07%

+10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.17%

23.04%

+9.13%