PortfoliosLab logoPortfoliosLab logo
FEAC vs. IWV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAC vs. IWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Enhanced U.S. All-Cap Equity ETF (FEAC) and iShares Russell 3000 ETF (IWV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FEAC vs. IWV - Yearly Performance Comparison


2026 (YTD)20252024
FEAC
Fidelity Enhanced U.S. All-Cap Equity ETF
-4.06%18.01%-1.69%
IWV
iShares Russell 3000 ETF
-3.99%16.96%-1.55%

Returns By Period

The year-to-date returns for both investments are quite close, with FEAC having a -4.06% return and IWV slightly higher at -3.99%.


FEAC

1D
2.43%
1M
-5.13%
YTD
-4.06%
6M
-1.29%
1Y
18.58%
3Y*
5Y*
10Y*

IWV

1D
2.99%
1M
-4.93%
YTD
-3.99%
6M
-1.71%
1Y
17.86%
3Y*
17.68%
5Y*
10.40%
10Y*
13.46%
*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.


FEAC vs. IWV - Expense Ratio Comparison

FEAC has a 0.18% expense ratio, which is lower than IWV's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FEAC vs. IWV — Risk / Return Rank

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

FEAC
FEAC Risk / Return Rank: 6161
Overall Rank
FEAC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FEAC Sortino Ratio Rank: 5858
Sortino Ratio Rank
FEAC Omega Ratio Rank: 6161
Omega Ratio Rank
FEAC Calmar Ratio Rank: 6060
Calmar Ratio Rank
FEAC Martin Ratio Rank: 7272
Martin Ratio Rank

IWV
IWV Risk / Return Rank: 6464
Overall Rank
IWV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IWV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IWV Omega Ratio Rank: 6464
Omega Ratio Rank
IWV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IWV Martin Ratio Rank: 7474
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.

FEAC vs. IWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced U.S. All-Cap Equity ETF (FEAC) and iShares Russell 3000 ETF (IWV). 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.


FEACIWVDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.97

+0.03

Sortino ratio

Return per unit of downside risk

1.52

1.49

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.55

1.50

+0.04

Martin ratio

Return relative to average drawdown

7.47

7.18

+0.30

FEAC vs. IWV - Sharpe Ratio Comparison

The current FEAC Sharpe Ratio is 1.00, which is comparable to the IWV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FEAC and IWV, 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


FEACIWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.97

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.42

+0.04

Correlation

The correlation between FEAC and IWV is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FEAC vs. IWV - Dividend Comparison

FEAC's dividend yield for the trailing twelve months is around 1.00%, more than IWV's 0.99% yield.


TTM20252024202320222021202020192018201720162015
FEAC
Fidelity Enhanced U.S. All-Cap Equity ETF
1.00%0.94%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWV
iShares Russell 3000 ETF
0.99%0.96%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%

Drawdowns

FEAC vs. IWV - Drawdown Comparison

The maximum FEAC drawdown since its inception was -18.96%, smaller than the maximum IWV drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for FEAC and IWV.


Loading graphics...

Drawdown Indicators


FEACIWVDifference

Max Drawdown

Largest peak-to-trough decline

-18.96%

-55.61%

+36.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-12.31%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.22%

Current Drawdown

Current decline from peak

-5.92%

-6.17%

+0.25%

Average Drawdown

Average peak-to-trough decline

-2.78%

-10.65%

+7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.57%

-0.04%

Volatility

FEAC vs. IWV - Volatility Comparison

The current volatility for Fidelity Enhanced U.S. All-Cap Equity ETF (FEAC) is 5.05%, while iShares Russell 3000 ETF (IWV) has a volatility of 5.43%. This indicates that FEAC experiences smaller price fluctuations and is considered to be less risky than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FEACIWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.43%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

9.68%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

18.45%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.06%

17.25%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

18.39%

-0.33%