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FDRV vs. TSXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDRV vs. TSXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Electric Vehicles and Future Transportation ETF (FDRV) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). 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 TSXU's 81.53% 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%

TSXU

1D
1.53%
1M
-8.30%
6M
48.90%
YTD
81.53%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*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
$8.58M$5.40M$2.96M

FDRV vs. TSXU - Yearly Performance Comparison


Correlation

The correlation between FDRV and TSXU is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.71

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Return for Risk

FDRV vs. TSXU — 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

TSXU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TSXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Electric Vehicles and Future Transportation ETF (FDRV) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). 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.


FDRVTSXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.14

Martin ratioReturn relative to average drawdown

2.98

FDRV vs. TSXU - Sharpe Ratio Comparison


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Drawdowns

FDRV vs. TSXU - Drawdown Comparison

The maximum FDRV drawdown since its inception was -63.89%, which is greater than TSXU's maximum drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for FDRV and TSXU.


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Drawdown Indicators


FDRVTSXUDifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-38.13%

-25.76%

Max Drawdown (1Y)

Largest decline over 1 year

-18.84%

Max Drawdown (3Y)

Largest decline over 3 years

-45.42%

Current Drawdown

Current decline from peak

-39.34%

-26.61%

-12.73%

Average Drawdown

Average peak-to-trough decline

-42.10%

-11.77%

-30.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

Volatility

FDRV vs. TSXU - Volatility Comparison


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Volatility by Period


FDRVTSXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

Volatility (6M)

Calculated over the trailing 6-month period

22.53%

Volatility (1Y)

Calculated over the trailing 1-year period

27.71%

92.64%

-64.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.16%

92.64%

-60.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.16%

92.64%

-60.48%

FDRV vs. TSXU - Expense Ratio Comparison

FDRV has a 0.39% expense ratio, which is lower than TSXU's 1.05% expense ratio.


Dividends

FDRV vs. TSXU - Dividend Comparison

FDRV's dividend yield for the trailing twelve months is around 1.30%, less than TSXU's 1.93% yield.


PositionTTM20252024202320222021
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
1.30%1.14%0.43%0.24%0.33%0.04%
TSXU
Direxion Daily Semiconductors Top 5 Bull 2X Shares
1.93%2.54%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FDRV and TSXU have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FDRV is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FDRV is cheaper with a 0.39% expense ratio, compared with 1.05% for TSXU.

TSXU has the higher dividend yield at 1.93%, compared with 1.30% for FDRV.

FDRV is categorized as Technology Equities, while TSXU is Leveraged Equities. They also come from different issuers: Fidelity and Direxion. Their fees differ too: 0.39% for FDRV and 1.05% for TSXU.

Portfolio Optimizer

Find the right allocation for FDRV and TSXU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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