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FSTA vs. DJCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTA vs. DJCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB). The values are adjusted to include any dividend payments, if applicable.

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FSTA vs. DJCB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FSTA
Fidelity MSCI Consumer Staples Index ETF
6.98%1.82%13.31%2.29%-1.72%17.44%10.96%4.01%
DJCB
ETRACS Bloomberg Commodity Index Total Return ETN Series B
0.00%0.00%3.39%-8.96%16.39%28.75%-3.90%2.27%

Returns By Period


FSTA

1D
0.19%
1M
-7.53%
YTD
6.98%
6M
6.22%
1Y
4.72%
3Y*
7.59%
5Y*
7.27%
10Y*
7.69%

DJCB

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTA vs. DJCB - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than DJCB's 0.50% expense ratio.


Return for Risk

FSTA vs. DJCB — Risk / Return Rank

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

FSTA
FSTA Risk / Return Rank: 2525
Overall Rank
FSTA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSTA Omega Ratio Rank: 2121
Omega Ratio Rank
FSTA Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSTA Martin Ratio Rank: 2525
Martin Ratio Rank

DJCB
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.

FSTA vs. DJCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB). 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.


FSTADJCBDifference

Sharpe ratio

Return per unit of total volatility

0.35

Sortino ratio

Return per unit of downside risk

0.60

Omega ratio

Gain probability vs. loss probability

1.07

Calmar ratio

Return relative to maximum drawdown

0.68

Martin ratio

Return relative to average drawdown

1.67

FSTA vs. DJCB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FSTADJCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

Correlation

The correlation between FSTA and DJCB 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

FSTA vs. DJCB - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.22%, while DJCB has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.22%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%
DJCB
ETRACS Bloomberg Commodity Index Total Return ETN Series B
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

FSTA vs. DJCB - Drawdown Comparison


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Drawdown Indicators


FSTADJCBDifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

Max Drawdown (10Y)

Largest decline over 10 years

-25.13%

Current Drawdown

Current decline from peak

-7.53%

Average Drawdown

Average peak-to-trough decline

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

Volatility

FSTA vs. DJCB - Volatility Comparison


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Volatility by Period


FSTADJCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%