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FDRV vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDRV vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Electric Vehicles and Future Transportation ETF (FDRV) and United States Gasoline Fund LP (UGA). 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 15.96% return, which is significantly lower than UGA's 59.54% return.


FDRV

1D
-1.00%
1M
-5.30%
YTD
15.96%
6M
14.04%
1Y
29.13%
3Y*
2.27%
5Y*
10Y*

UGA

1D
-2.77%
1M
-14.54%
YTD
59.54%
6M
55.91%
1Y
62.68%
3Y*
17.85%
5Y*
22.22%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDRV vs. UGA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
15.96%24.32%-21.73%12.27%-44.23%7.10%
UGA
United States Gasoline Fund LP
59.54%-2.00%3.77%1.27%46.34%1.44%

Correlation

The correlation between FDRV and UGA is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

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

0.08

The correlation between FDRV and UGA shifts across timeframes, from -0.14 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FDRV vs. UGA — Risk / Return Rank

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

FDRV
FDRV Risk / Return Rank: 3535
Overall Rank
FDRV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FDRV Sortino Ratio Rank: 3232
Sortino Ratio Rank
FDRV Omega Ratio Rank: 3232
Omega Ratio Rank
FDRV Calmar Ratio Rank: 4141
Calmar Ratio Rank
FDRV Martin Ratio Rank: 3838
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6060
Overall Rank
UGA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5454
Sortino Ratio Rank
UGA Omega Ratio Rank: 5555
Omega Ratio Rank
UGA Calmar Ratio Rank: 6969
Calmar Ratio Rank
UGA Martin Ratio Rank: 6060
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. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Electric Vehicles and Future Transportation ETF (FDRV) and United States Gasoline Fund LP (UGA). 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.


FDRVUGADifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.20

1.31

-0.11

Calmar ratioReturn relative to maximum drawdown

1.87

3.10

-1.23

Martin ratioReturn relative to average drawdown

5.35

9.66

-4.32

FDRV vs. UGA - Sharpe Ratio Comparison

The current FDRV Sharpe Ratio is 1.09, which is lower than the UGA Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FDRV and UGA, 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. UGA - Drawdown Comparison

The maximum FDRV drawdown since its inception was -63.89%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for FDRV and UGA.


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Drawdown Indicators


FDRVUGADifference

Max Drawdown

Largest peak-to-trough decline

-63.89%

-86.59%

+22.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.62%

-20.32%

+4.70%

Max Drawdown (3Y)

Largest decline over 3 years

-48.45%

-26.68%

-21.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-35.84%

-20.32%

-15.52%

Average Drawdown

Average peak-to-trough decline

-42.21%

-36.69%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.46%

6.51%

-1.05%

Volatility

FDRV vs. UGA - Volatility Comparison

Fidelity Electric Vehicles and Future Transportation ETF (FDRV) has a higher volatility of 13.13% compared to United States Gasoline Fund LP (UGA) at 9.45%. This indicates that FDRV's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDRVUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

9.45%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

21.64%

30.74%

-9.10%

Volatility (1Y)

Calculated over the trailing 1-year period

27.06%

34.84%

-7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.27%

34.47%

-2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.27%

37.22%

-4.95%

FDRV vs. UGA - Expense Ratio Comparison

FDRV has a 0.39% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

FDRV vs. UGA - Dividend Comparison

FDRV's dividend yield for the trailing twelve months is around 1.23%, while UGA has not paid dividends to shareholders.


PositionTTM20252024202320222021
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
1.23%1.14%0.43%0.24%0.33%0.04%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FDRV and UGA have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDRV has higher volatility (13.13%) compared to UGA (9.45%). In terms of maximum drawdown, FDRV dropped -63.89% vs UGA's -86.59%.

On 3-year performance, UGA leads with 17.85% vs 2.27% for FDRV. On fees, FDRV is cheaper at 0.39% per year. On volatility, UGA has been the lower-risk option at 9.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UGA has performed better with a 17.85% return vs 2.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDRV is cheaper with a 0.39% expense ratio, compared with 0.75% for UGA.

FDRV has the higher dividend yield at 1.23%, compared with 0.00% for UGA.

FDRV is categorized as Transportation Equities, while UGA is Oil & Gas. They also come from different issuers: Fidelity and Concierge Technologies. Their fees differ too: 0.39% for FDRV and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.82 vs 1.09), 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 UGA

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