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FSTA vs. RSPS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTA vs. RSPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS). The values are adjusted to include any dividend payments, if applicable.

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FSTA vs. RSPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTA
Fidelity MSCI Consumer Staples Index ETF
6.98%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.40%-0.88%-1.47%-5.39%2.88%14.68%6.19%28.17%-10.86%14.20%

Returns By Period

In the year-to-date period, FSTA achieves a 6.98% return, which is significantly higher than RSPS's 2.40% return. Over the past 10 years, FSTA has outperformed RSPS with an annualized return of 7.69%, while RSPS has yielded a comparatively lower 4.26% annualized return.


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%

RSPS

1D
0.08%
1M
-10.53%
YTD
2.40%
6M
2.50%
1Y
-1.52%
3Y*
-2.00%
5Y*
1.31%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTA vs. RSPS - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than RSPS's 0.40% expense ratio.


Return for Risk

FSTA vs. RSPS — 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

RSPS
RSPS Risk / Return Rank: 1010
Overall Rank
RSPS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RSPS Sortino Ratio Rank: 99
Sortino Ratio Rank
RSPS Omega Ratio Rank: 99
Omega Ratio Rank
RSPS Calmar Ratio Rank: 1212
Calmar Ratio Rank
RSPS Martin Ratio Rank: 1212
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. RSPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS). 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.


FSTARSPSDifference

Sharpe ratio

Return per unit of total volatility

0.35

-0.10

+0.45

Sortino ratio

Return per unit of downside risk

0.60

-0.04

+0.64

Omega ratio

Gain probability vs. loss probability

1.07

0.99

+0.08

Calmar ratio

Return relative to maximum drawdown

0.68

-0.03

+0.70

Martin ratio

Return relative to average drawdown

1.67

-0.07

+1.74

FSTA vs. RSPS - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.35, which is higher than the RSPS Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of FSTA and RSPS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSTARSPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

-0.10

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.10

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.29

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.57

+0.05

Correlation

The correlation between FSTA and RSPS is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FSTA vs. RSPS - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.22%, less than RSPS's 2.84% yield.


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%
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.84%2.82%2.86%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%

Drawdowns

FSTA vs. RSPS - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum RSPS drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for FSTA and RSPS.


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Drawdown Indicators


FSTARSPSDifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

-35.93%

+10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-11.72%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-18.61%

+2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-25.13%

-25.42%

+0.29%

Current Drawdown

Current decline from peak

-7.53%

-10.60%

+3.07%

Average Drawdown

Average peak-to-trough decline

-3.51%

-5.00%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

4.53%

-0.76%

Volatility

FSTA vs. RSPS - Volatility Comparison

Fidelity MSCI Consumer Staples Index ETF (FSTA) and Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) have volatilities of 3.90% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTARSPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.02%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

10.11%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

14.76%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

13.52%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

14.84%

-0.34%