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FRNW vs. PBD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRNW vs. PBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Clean Energy ETF (FRNW) and Invesco Global Clean Energy ETF (PBD). The values are adjusted to include any dividend payments, if applicable.

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FRNW vs. PBD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FRNW
Fidelity Clean Energy ETF
13.86%53.20%-21.11%-19.64%-11.46%-2.85%
PBD
Invesco Global Clean Energy ETF
11.61%43.65%-26.39%-10.69%-29.70%0.18%

Returns By Period

In the year-to-date period, FRNW achieves a 13.86% return, which is significantly higher than PBD's 11.61% return.


FRNW

1D
3.77%
1M
1.51%
YTD
13.86%
6M
19.32%
1Y
82.53%
3Y*
2.45%
5Y*
10Y*

PBD

1D
3.34%
1M
-2.23%
YTD
11.61%
6M
19.78%
1Y
74.57%
3Y*
-0.76%
5Y*
-9.29%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRNW vs. PBD - Expense Ratio Comparison

FRNW has a 0.39% expense ratio, which is lower than PBD's 0.75% expense ratio.


Return for Risk

FRNW vs. PBD — Risk / Return Rank

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

FRNW
FRNW Risk / Return Rank: 9797
Overall Rank
FRNW Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FRNW Sortino Ratio Rank: 9797
Sortino Ratio Rank
FRNW Omega Ratio Rank: 9595
Omega Ratio Rank
FRNW Calmar Ratio Rank: 9898
Calmar Ratio Rank
FRNW Martin Ratio Rank: 9797
Martin Ratio Rank

PBD
PBD Risk / Return Rank: 9797
Overall Rank
PBD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PBD Sortino Ratio Rank: 9797
Sortino Ratio Rank
PBD Omega Ratio Rank: 9696
Omega Ratio Rank
PBD Calmar Ratio Rank: 9797
Calmar Ratio Rank
PBD Martin Ratio Rank: 9797
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.

FRNW vs. PBD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Clean Energy ETF (FRNW) and Invesco Global Clean Energy ETF (PBD). 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.


FRNWPBDDifference

Sharpe ratio

Return per unit of total volatility

3.06

2.96

+0.10

Sortino ratio

Return per unit of downside risk

3.68

3.67

0.00

Omega ratio

Gain probability vs. loss probability

1.47

1.49

-0.02

Calmar ratio

Return relative to maximum drawdown

6.92

5.24

+1.68

Martin ratio

Return relative to average drawdown

20.36

19.56

+0.80

FRNW vs. PBD - Sharpe Ratio Comparison

The current FRNW Sharpe Ratio is 3.06, which is comparable to the PBD Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of FRNW and PBD, 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


FRNWPBDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

2.96

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

-0.01

-0.03

Correlation

The correlation between FRNW and PBD is 0.91, 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

FRNW vs. PBD - Dividend Comparison

FRNW's dividend yield for the trailing twelve months is around 1.10%, less than PBD's 2.02% yield.


TTM20252024202320222021202020192018201720162015
FRNW
Fidelity Clean Energy ETF
1.10%1.25%1.43%1.30%0.69%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
PBD
Invesco Global Clean Energy ETF
2.02%2.71%1.81%2.85%2.98%0.67%0.48%1.83%1.86%1.76%2.04%1.24%

Drawdowns

FRNW vs. PBD - Drawdown Comparison

The maximum FRNW drawdown since its inception was -59.37%, smaller than the maximum PBD drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for FRNW and PBD.


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Drawdown Indicators


FRNWPBDDifference

Max Drawdown

Largest peak-to-trough decline

-59.37%

-78.60%

+19.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-13.51%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-69.26%

Max Drawdown (10Y)

Largest decline over 10 years

-75.40%

Current Drawdown

Current decline from peak

-17.78%

-50.86%

+33.08%

Average Drawdown

Average peak-to-trough decline

-34.25%

-53.49%

+19.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

3.62%

+0.32%

Volatility

FRNW vs. PBD - Volatility Comparison

The current volatility for Fidelity Clean Energy ETF (FRNW) is 8.61%, while Invesco Global Clean Energy ETF (PBD) has a volatility of 9.50%. This indicates that FRNW experiences smaller price fluctuations and is considered to be less risky than PBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRNWPBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

9.50%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

19.58%

17.96%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

27.14%

25.46%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.46%

28.43%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.46%

27.11%

+1.35%