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FSTA vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSTA vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSTA achieves a 10.62% return, which is significantly higher than IUSB's 0.67% return. Over the past 10 years, FSTA has outperformed IUSB with an annualized return of 8.01%, while IUSB has yielded a comparatively lower 1.97% annualized return.


FSTA

1D
0.69%
1M
0.50%
YTD
10.62%
6M
8.66%
1Y
8.41%
3Y*
8.97%
5Y*
7.07%
10Y*
8.01%

IUSB

1D
-0.07%
1M
1.10%
YTD
0.67%
6M
1.05%
1Y
5.21%
3Y*
4.70%
5Y*
0.39%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSTA vs. IUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTA
Fidelity MSCI Consumer Staples Index ETF
10.62%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%
IUSB
iShares Core Universal USD Bond ETF
0.67%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%

Correlation

The correlation between FSTA and IUSB is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.13

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Return for Risk

FSTA vs. IUSB — Risk / Return Rank

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

FSTA
FSTA Risk / Return Rank: 1919
Overall Rank
FSTA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 1919
Sortino Ratio Rank
FSTA Omega Ratio Rank: 1818
Omega Ratio Rank
FSTA Calmar Ratio Rank: 2020
Calmar Ratio Rank
FSTA Martin Ratio Rank: 1818
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 4343
Overall Rank
IUSB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4242
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4444
Calmar Ratio Rank
IUSB Martin Ratio Rank: 4040
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.

FSTA vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and iShares Core Universal USD Bond ETF (IUSB). 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.


FSTAIUSBDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.10

1.24

-0.13

Calmar ratioReturn relative to maximum drawdown

0.78

1.92

-1.14

Martin ratioReturn relative to average drawdown

1.56

5.62

-4.05

FSTA vs. IUSB - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.57, which is lower than the IUSB Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FSTA and IUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSTA vs. IUSB - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for FSTA and IUSB.


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Drawdown Indicators


FSTAIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

-17.90%

-7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-2.53%

-6.76%

Max Drawdown (3Y)

Largest decline over 3 years

-11.76%

-5.82%

-5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-17.87%

+1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-25.13%

-17.90%

-7.23%

Current Drawdown

Current decline from peak

-4.38%

-1.09%

-3.29%

Average Drawdown

Average peak-to-trough decline

-3.56%

-3.58%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

0.86%

+3.76%

Volatility

FSTA vs. IUSB - Volatility Comparison

Fidelity MSCI Consumer Staples Index ETF (FSTA) has a higher volatility of 4.62% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.30%. This indicates that FSTA's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTAIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

1.30%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

2.69%

+7.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

3.59%

+8.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.15%

5.80%

+7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

5.04%

+9.53%

FSTA vs. IUSB - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is higher than IUSB's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FSTA vs. IUSB - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.15%, less than IUSB's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.15%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%
IUSB
iShares Core Universal USD Bond ETF
4.22%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


FSTA and IUSB have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSTA has higher volatility (4.62%) compared to IUSB (1.30%). In terms of maximum drawdown, FSTA dropped -25.13% vs IUSB's -17.90%.

On 10-year performance, FSTA leads with 8.01% vs 1.97% for IUSB. On fees, IUSB is cheaper at 0.06% per year. On volatility, IUSB has been the lower-risk option at 1.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FSTA has performed better with a 8.01% return vs 1.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.08% for FSTA.

IUSB has the higher dividend yield at 4.22%, compared with 2.15% for FSTA.

FSTA is categorized as Consumer Staples Equities, while IUSB is Intermediate Core-Plus Bond. FSTA tracks MSCI USA IMI Consumer Staples Index, while IUSB tracks Bloomberg U.S. Universal Index. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.08% for FSTA and 0.06% for IUSB.

IUSB currently has the higher Sharpe Ratio (1.35 vs 0.57), 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.

Portfolio Optimizer

Find the right allocation for FSTA and IUSB

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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