FSTA vs. EFAD

Last updated Jun 24, 2026

FSTA (Fidelity MSCI Consumer Staples Index ETF) and EFAD (ProShares MSCI EAFE Dividend Growers ETF) are both exchange-traded funds - FSTA is a Consumer Staples Equities fund tracking the MSCI USA IMI Consumer Staples Index, while EFAD is a Foreign Large Cap Equities fund tracking the MSCI EAFE Dividend Masters Index. Both are passively managed. Over the past 10 years, FSTA returned 7.91%/yr vs 4.65%/yr for EFAD. At a 0.48 correlation, their price movements are largely independent. FSTA charges 0.08%/yr vs 0.50%/yr for EFAD.

Performance

FSTA vs. EFAD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and ProShares MSCI EAFE Dividend Growers ETF (EFAD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSTA achieves a 8.86% return, which is significantly higher than EFAD's 1.48% return. Over the past 10 years, FSTA has outperformed EFAD with an annualized return of 7.91%, while EFAD has yielded a comparatively lower 4.65% annualized return.

FSTA

• 1D: 1.73%
• 1M: -0.47%
• YTD: 8.86%
• 6M: 8.88%
• 1Y: 5.28%
• 3Y*: 8.04%
• 5Y*: 7.17%
• 10Y*: 7.91%

EFAD

• 1D: -0.99%
• 1M: -0.62%
• YTD: 1.48%
• 6M: 1.02%
• 1Y: 2.64%
• 3Y*: 7.29%
• 5Y*: 0.63%
• 10Y*: 4.65%

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

FSTA vs. EFAD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSTA Fidelity MSCI Consumer Staples Index ETF	8.86%	1.82%	13.31%	2.29%	-1.72%	17.44%	10.96%	26.84%	-8.49%	12.71%
EFAD ProShares MSCI EAFE Dividend Growers ETF	1.48%	15.87%	-1.88%	11.91%	-21.34%	8.41%	8.75%	24.66%	-11.71%	22.14%

Correlation

The correlation between FSTA and EFAD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Aug 21, 2014	0.48

Over the past year, the correlation between FSTA and EFAD has dropped to 0.17 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

FSTA vs. EFAD - Sectors Allocation Comparison

Sectors	FSTA	EFAD
Consumer Defensive	97.6%	9.8%
Consumer Cyclical	1.7%	-
Industrials	0.3%	15.3%
Basic Materials	0.3%	8.8%
Healthcare	0.0%	18.1%
Communication Services	-	6.2%
Energy	-	1.3%
Financial Services	-	13.7%
Real Estate	-	3.2%
Technology	-	17.2%
Utilities	-	7.8%

Return for Risk

FSTA vs. EFAD — Risk / Return Rank

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

FSTA

FSTA Risk / Return Rank: 14
FSTA Sharpe Ratio Rank: 15
FSTA Sortino Ratio Rank: 14
FSTA Omega Ratio Rank: 13
FSTA Calmar Ratio Rank: 15
FSTA Martin Ratio Rank: 14

EFAD

EFAD Risk / Return Rank: 11
EFAD Sharpe Ratio Rank: 11
EFAD Sortino Ratio Rank: 10
EFAD Omega Ratio Rank: 10
EFAD Calmar Ratio Rank: 11
EFAD Martin Ratio Rank: 13

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. EFAD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and ProShares MSCI EAFE Dividend Growers ETF (EFAD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FSTA	EFAD	Difference
Sharpe ratio: Return per unit of total volatility	0.42	0.20	+0.22
Sortino ratio: Return per unit of downside risk	0.69	0.37	+0.32
Omega ratio: Gain probability vs. loss probability	1.08	1.04	+0.04
Calmar ratio: Return relative to maximum drawdown	0.57	0.26	+0.31
Martin ratio: Return relative to average drawdown	1.12	0.85	+0.28

FSTA vs. EFAD - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.42, which is higher than the EFAD Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of FSTA and EFAD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSTA vs. EFAD - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum EFAD drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for FSTA and EFAD.

Drawdown Indicators

	FSTA	EFAD	Difference
Max Drawdown Largest peak-to-trough decline	-25.13%	-35.74%	+10.61%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-10.18%	+0.89%
Max Drawdown (3Y) Largest decline over 3 years	-11.76%	-13.35%	+1.59%
Max Drawdown (5Y) Largest decline over 5 years	-16.58%	-35.74%	+19.16%
Max Drawdown (10Y) Largest decline over 10 years	-25.13%	-35.74%	+10.61%
Current Drawdown Current decline from peak	-5.90%	-4.17%	-1.73%
Average Drawdown Average peak-to-trough decline	-3.56%	-10.37%	+6.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	3.13%	+1.58%

Volatility

FSTA vs. EFAD - Volatility Comparison

Fidelity MSCI Consumer Staples Index ETF (FSTA) has a higher volatility of 4.99% compared to ProShares MSCI EAFE Dividend Growers ETF (EFAD) at 3.97%. This indicates that FSTA's price experiences larger fluctuations and is considered to be riskier than EFAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSTA	EFAD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	3.97%	+1.02%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	11.11%	-0.77%
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	13.53%	-0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	14.45%	-1.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	15.43%	-0.84%

FSTA vs. EFAD - Expense Ratio Comparison

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

Dividends

FSTA vs. EFAD - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.20%, less than EFAD's 2.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFAD ProShares MSCI EAFE Dividend Growers ETF	2.84%	2.83%	2.64%	2.29%	1.76%	2.98%	1.49%	2.05%	2.37%	2.42%	2.88%	1.94%
FSTA Fidelity MSCI Consumer Staples Index ETF	2.20%	2.34%	2.25%	2.66%	2.26%	2.15%	2.47%	2.46%	3.01%	2.42%	2.53%	2.86%

Frequently Asked Questions

Can I hold both FSTA and EFAD in my portfolio?

FSTA and EFAD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSTA or EFAD?

FSTA has higher volatility (4.99%) compared to EFAD (3.97%). In terms of maximum drawdown, FSTA dropped -25.13% vs EFAD's -35.74%.

Which ETF is better, FSTA or EFAD?

On 10-year performance, FSTA leads with 7.91% vs 4.65% for EFAD. On fees, FSTA is cheaper at 0.08% per year. On volatility, EFAD has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FSTA or EFAD?

Over the 10-year period, FSTA has performed better with a 7.91% return vs 4.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FSTA or EFAD?

FSTA is cheaper with a 0.08% expense ratio, compared with 0.50% for EFAD.

Which ETF pays a higher dividend yield, FSTA or EFAD?

EFAD has the higher dividend yield at 2.84%, compared with 2.20% for FSTA.

What is the main difference between FSTA and EFAD?

FSTA is categorized as Consumer Staples Equities, while EFAD is Foreign Large Cap Equities. FSTA tracks MSCI USA IMI Consumer Staples Index, while EFAD tracks MSCI EAFE Dividend Masters Index. They also come from different issuers: Fidelity and ProShares. Their fees differ too: 0.08% for FSTA and 0.50% for EFAD.

Which has better risk-adjusted returns?

FSTA currently has the higher Sharpe Ratio (0.42 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.