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FSST vs. VCLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


FSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VCLN

1D
-1.16%
1M
11.34%
YTD
39.16%
6M
37.23%
1Y
95.86%
3Y*
20.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSST vs. VCLN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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
39.16%55.75%-6.69%-17.54%-7.87%-5.00%

Correlation

The correlation between FSST and VCLN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.42

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2021

0.56

Over the past year, the correlation between FSST and VCLN has dropped to 0.19 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

FSST vs. VCLN - Sectors Allocation Comparison


Sectors
FSST
VCLN

Technology

29.6%
22.4%

Industrials

13.0%
36.7%

Financial Services

12.1%

-

Communication Services

11.7%

-

Consumer Cyclical

11.5%

-

Healthcare

10.2%

-

Consumer Defensive

4.6%

-

Basic Materials

3.4%

-

Energy

1.9%
1.1%

Real Estate

1.3%

-

Utilities

0.9%
39.8%

Technology

FSST
29.6%
VCLN
22.4%

Industrials

FSST
13.0%
VCLN
36.7%

Financial Services

FSST
12.1%
VCLN

-

Communication Services

FSST
11.7%
VCLN

-

Consumer Cyclical

FSST
11.5%
VCLN

-

Healthcare

FSST
10.2%
VCLN

-

Consumer Defensive

FSST
4.6%
VCLN

-

Basic Materials

FSST
3.4%
VCLN

-

Energy

FSST
1.9%
VCLN
1.1%

Real Estate

FSST
1.3%
VCLN

-

Utilities

FSST
0.9%
VCLN
39.8%

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Return for Risk

FSST vs. VCLN — Risk / Return Rank

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

FSST

VCLN
VCLN Risk / Return Rank: 9090
Overall Rank
VCLN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VCLN Sortino Ratio Rank: 8888
Sortino Ratio Rank
VCLN Omega Ratio Rank: 8383
Omega Ratio Rank
VCLN Calmar Ratio Rank: 9595
Calmar Ratio Rank
VCLN Martin Ratio Rank: 9595
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.

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.

FSST vs. VCLN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FSSTVCLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

Drawdowns

FSST vs. VCLN - Drawdown Comparison


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Drawdown Indicators


FSSTVCLNDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

Max Drawdown (3Y)

Largest decline over 3 years

-29.25%

Current Drawdown

Current decline from peak

-1.16%

Average Drawdown

Average peak-to-trough decline

-24.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

Volatility

FSST vs. VCLN - Volatility Comparison


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Volatility by Period


FSSTVCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

Volatility (6M)

Calculated over the trailing 6-month period

20.11%

Volatility (1Y)

Calculated over the trailing 1-year period

29.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

FSST vs. VCLN - Expense Ratio Comparison

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


Dividends

FSST vs. VCLN - Dividend Comparison

FSST's dividend yield for the trailing twelve months is around 0.14%, less than VCLN's 1.45% yield.


PositionTTM20252024202320222021
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
1.45%2.01%1.16%1.14%0.65%0.00%

Frequently Asked Questions


FSST and VCLN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FSST and VCLN have the same expense ratio: 0.59% per year.

VCLN has the higher dividend yield at 1.45%, compared with 0.14% for FSST.

They also come from different issuers: Fidelity and Virtus Investment Partners.

Portfolio Optimizer

Find the right allocation for FSST and VCLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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