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FIDU vs. IXI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDU vs. IXI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Industrials Index ETF (FIDU) and IXICO plc (IXI.L). The values are adjusted to include any dividend payments, if applicable.

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FIDU vs. IXI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIDU
Fidelity MSCI Industrials Index ETF
5.22%18.61%16.51%22.62%-8.36%20.96%13.72%30.69%-13.85%22.22%
IXI.L
IXICO plc
-34.09%7.55%-7.57%-48.39%-62.04%-41.99%16.73%300.56%-39.26%26.90%
Different Trading Currencies

FIDU is traded in USD, while IXI.L is traded in GBp. To make them comparable, the IXI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FIDU achieves a 5.22% return, which is significantly higher than IXI.L's -34.09% return. Over the past 10 years, FIDU has outperformed IXI.L with an annualized return of 13.49%, while IXI.L has yielded a comparatively lower -15.40% annualized return.


FIDU

1D
3.42%
1M
-8.29%
YTD
5.22%
6M
6.09%
1Y
27.77%
3Y*
19.43%
5Y*
12.06%
10Y*
13.49%

IXI.L

1D
0.35%
1M
1.38%
YTD
-34.09%
6M
-41.50%
1Y
-2.21%
3Y*
-26.46%
5Y*
-35.60%
10Y*
-15.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FIDU vs. IXI.L — Risk / Return Rank

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

FIDU
FIDU Risk / Return Rank: 8080
Overall Rank
FIDU Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FIDU Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIDU Omega Ratio Rank: 7676
Omega Ratio Rank
FIDU Calmar Ratio Rank: 8383
Calmar Ratio Rank
FIDU Martin Ratio Rank: 8383
Martin Ratio Rank

IXI.L
IXI.L Risk / Return Rank: 4040
Overall Rank
IXI.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IXI.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
IXI.L Omega Ratio Rank: 4040
Omega Ratio Rank
IXI.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
IXI.L Martin Ratio Rank: 4242
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.

FIDU vs. IXI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Industrials Index ETF (FIDU) and IXICO plc (IXI.L). 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.


FIDUIXI.LDifference

Sharpe ratio

Return per unit of total volatility

1.36

-0.04

+1.40

Sortino ratio

Return per unit of downside risk

1.97

0.39

+1.59

Omega ratio

Gain probability vs. loss probability

1.27

1.06

+0.21

Calmar ratio

Return relative to maximum drawdown

2.26

0.09

+2.17

Martin ratio

Return relative to average drawdown

8.87

0.19

+8.68

FIDU vs. IXI.L - Sharpe Ratio Comparison

The current FIDU Sharpe Ratio is 1.36, which is higher than the IXI.L Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of FIDU and IXI.L, 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


FIDUIXI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

-0.04

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

-0.70

+1.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

-0.27

+0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

-0.27

+0.90

Correlation

The correlation between FIDU and IXI.L is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FIDU vs. IXI.L - Dividend Comparison

FIDU's dividend yield for the trailing twelve months is around 1.04%, while IXI.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FIDU
Fidelity MSCI Industrials Index ETF
1.04%1.02%1.42%1.42%1.48%1.12%1.28%1.73%1.99%1.60%1.63%1.98%
IXI.L
IXICO plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FIDU vs. IXI.L - Drawdown Comparison

The maximum FIDU drawdown since its inception was -42.31%, smaller than the maximum IXI.L drawdown of -95.98%. Use the drawdown chart below to compare losses from any high point for FIDU and IXI.L.


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Drawdown Indicators


FIDUIXI.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.31%

-94.80%

+52.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-45.54%

+33.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.87%

-93.80%

+70.93%

Max Drawdown (10Y)

Largest decline over 10 years

-42.31%

-94.78%

+52.47%

Current Drawdown

Current decline from peak

-9.23%

-93.65%

+84.42%

Average Drawdown

Average peak-to-trough decline

-4.84%

-68.31%

+63.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

21.18%

-17.99%

Volatility

FIDU vs. IXI.L - Volatility Comparison

Fidelity MSCI Industrials Index ETF (FIDU) has a higher volatility of 7.00% compared to IXICO plc (IXI.L) at 3.32%. This indicates that FIDU's price experiences larger fluctuations and is considered to be riskier than IXI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDUIXI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

3.32%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

32.14%

-19.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

57.78%

-37.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

50.82%

-32.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

56.49%

-36.30%