FSST vs. VCLN

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Sustainability U.S. Equity ETF (FSST) and Virtus Duff & Phelps Clean Energy ETF (VCLN).

FSST and VCLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FSST is a passively managed fund by Fidelity that tracks the performance of the Russell 3000. It was launched on Jun 15, 2021. VCLN is an actively managed fund by Virtus Investment Partners. It was launched on Aug 3, 2021.

Performance

FSST vs. VCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainability U.S. Equity ETF (FSST) and Virtus Duff & Phelps Clean Energy ETF (VCLN). The values are adjusted to include any dividend payments, if applicable.

FSST vs. VCLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FSST Fidelity Sustainability U.S. Equity ETF	0.00%	15.40%	21.40%	25.49%	-18.30%	7.48%
VCLN Virtus Duff & Phelps Clean Energy ETF	9.96%	55.75%	-6.69%	-17.54%	-7.87%	-5.00%

Returns By Period

FSST

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VCLN

• 1D: 4.26%
• 1M: -0.55%
• YTD: 9.96%
• 6M: 19.57%
• 1Y: 72.36%
• 3Y*: 9.48%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSST vs. VCLN - Expense Ratio Comparison

Both FSST and VCLN have an expense ratio of 0.59%.

FSST

Fidelity Sustainability U.S. Equity ETF

VCLN

Virtus Duff & Phelps Clean Energy ETF

Return for Risk

FSST vs. VCLN — Risk / Return Rank

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

VCLN

VCLN Risk / Return Rank: 96
VCLN Sharpe Ratio Rank: 95
VCLN Sortino Ratio Rank: 95
VCLN Omega Ratio Rank: 92
VCLN Calmar Ratio Rank: 98
VCLN Martin Ratio Rank: 97

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.

FSST vs. VCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainability U.S. Equity ETF (FSST) and Virtus Duff & Phelps Clean Energy ETF (VCLN). 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.

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

Sharpe Ratios by Period

	FSST	VCLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.11	—

Correlation

The correlation between FSST and VCLN is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FSST vs. VCLN - Dividend Comparison

FSST's dividend yield for the trailing twelve months is around 0.14%, less than VCLN's 1.83% yield.

	TTM	2025	2024	2023	2022	2021
FSST Fidelity Sustainability U.S. Equity ETF	0.14%	0.19%	2.01%	0.68%	1.00%	0.34%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.83%	2.01%	1.16%	1.14%	0.65%	0.00%

Drawdowns

Drawdown Indicators

	FSST	VCLN	Difference
Max Drawdown Largest peak-to-trough decline	—	-45.66%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.58%	—
Current Drawdown Current decline from peak	—	-5.48%	—
Average Drawdown Average peak-to-trough decline	—	-24.93%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.40%	—

Volatility

Volatility by Period

	FSST	VCLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.99%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	29.85%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	27.35%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	27.35%	—