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FSYD vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSYD vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainable High Yield ETF (FSYD) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FSYD

1D
-0.27%
1M
0.75%
YTD
3.35%
6M
3.97%
1Y
10.19%
3Y*
9.54%
5Y*
10Y*

ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSYD vs. ESHY - Yearly Performance Comparison


FSYD vs. ESHY - Sectors Allocation Comparison


Sectors
FSYD
ESHY

Healthcare

94.6%

-

Energy

34.4%
100.0%

Technology

5.4%

-

Communication Services

0.0%

-

Basic Materials

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Healthcare

FSYD
94.6%
ESHY

-

Energy

FSYD
34.4%
ESHY
100.0%

Technology

FSYD
5.4%
ESHY

-

Communication Services

FSYD
0.0%
ESHY

-

Basic Materials

FSYD

-

ESHY

-

Consumer Cyclical

FSYD

-

ESHY

-

Consumer Defensive

FSYD

-

ESHY

-

Financial Services

FSYD

-

ESHY

-

Industrials

FSYD

-

ESHY

-

Real Estate

FSYD

-

ESHY

-

Utilities

FSYD

-

ESHY

-

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Return for Risk

FSYD vs. ESHY — Risk / Return Rank

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

FSYD
FSYD Risk / Return Rank: 7979
Overall Rank
FSYD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FSYD Sortino Ratio Rank: 8383
Sortino Ratio Rank
FSYD Omega Ratio Rank: 8282
Omega Ratio Rank
FSYD Calmar Ratio Rank: 7676
Calmar Ratio Rank
FSYD Martin Ratio Rank: 7878
Martin Ratio Rank

ESHY
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.

FSYD vs. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable High Yield ETF (FSYD) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


FSYDESHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

3.83

Martin ratioReturn relative to average drawdown

15.34

FSYD vs. ESHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FSYDESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

Drawdowns

FSYD vs. ESHY - Drawdown Comparison

The maximum FSYD drawdown since its inception was -12.11%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FSYD and ESHY.


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Drawdown Indicators


FSYDESHYDifference

Max Drawdown

Largest peak-to-trough decline

-12.11%

0.00%

-12.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-5.49%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-2.40%

0.00%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

FSYD vs. ESHY - Volatility Comparison


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Volatility by Period


FSYDESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

0.00%

+4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.85%

0.00%

+7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.85%

0.00%

+7.85%

FSYD vs. ESHY - Expense Ratio Comparison

FSYD has a 0.55% expense ratio, which is higher than ESHY's 0.20% expense ratio.


Dividends

FSYD vs. ESHY - Dividend Comparison

FSYD's dividend yield for the trailing twelve months is around 6.32%, while ESHY has not paid dividends to shareholders.


PositionTTM2025202420232022
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%
FSYD
Fidelity Sustainable High Yield ETF
6.32%6.49%6.47%6.70%5.29%

Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.55% for FSYD.

FSYD has the higher dividend yield at 6.32%, compared with 0.00% for ESHY.

They also come from different issuers: Fidelity and Deutsche Bank. Their fees differ too: 0.55% for FSYD and 0.20% for ESHY.

Portfolio Optimizer

Find the right allocation for FSYD and ESHY

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