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FUTY vs. FCLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FUTY vs. FCLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Utilities Index ETF (FUTY) and Fidelity Cloud Computing ETF (FCLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FUTY achieves a 4.79% return, which is significantly lower than FCLD's 33.66% return.


FUTY

1D
-0.70%
1M
-3.20%
6M
3.20%
YTD
4.79%
1Y
6.08%
3Y*
13.47%
5Y*
9.14%
10Y*
8.77%
ALL TIME*
10.02%

FCLD

1D
1.33%
1M
4.17%
6M
35.89%
YTD
33.66%
1Y
45.67%
3Y*
24.29%
5Y*
10Y*
ALL TIME*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$599.13K$567.95K$795.73K
$18.62M$18.35M$18.70M

FUTY vs. FCLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FUTY
Fidelity MSCI Utilities Index ETF
4.79%16.40%23.20%-7.46%1.12%10.13%
FCLD
Fidelity Cloud Computing ETF
33.66%8.19%21.80%53.05%-41.32%-1.59%

Correlation

The correlation between FUTY and FCLD is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (3Y)
Balances recent behavior with more history.

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2021

0.17

The correlation between FUTY and FCLD shifts across timeframes, from -0.11 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FUTY vs. FCLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FUTY
FUTY Risk / Return Rank: 2121
Overall Rank
FUTY Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 2020
Sortino Ratio Rank
FUTY Omega Ratio Rank: 1919
Omega Ratio Rank
FUTY Calmar Ratio Rank: 2323
Calmar Ratio Rank
FUTY Martin Ratio Rank: 2121
Martin Ratio Rank

FCLD
FCLD Risk / Return Rank: 5656
Overall Rank
FCLD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FCLD Sortino Ratio Rank: 5757
Sortino Ratio Rank
FCLD Omega Ratio Rank: 5252
Omega Ratio Rank
FCLD Calmar Ratio Rank: 6666
Calmar Ratio Rank
FCLD Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FUTY vs. FCLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Utilities Index ETF (FUTY) and Fidelity Cloud Computing ETF (FCLD). 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.


FUTYFCLDDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.08

1.23

-0.15

Calmar ratioReturn relative to maximum drawdown

0.69

2.28

-1.58

Martin ratioReturn relative to average drawdown

1.42

5.48

-4.06

FUTY vs. FCLD - Sharpe Ratio Comparison

The current FUTY Sharpe Ratio is 0.42, which is lower than the FCLD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FUTY and FCLD, 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

FUTY vs. FCLD - Drawdown Comparison

The maximum FUTY drawdown since its inception was -36.44%, smaller than the maximum FCLD drawdown of -50.85%. Use the drawdown chart below to compare losses from any high point for FUTY and FCLD.


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Drawdown Indicators


FUTYFCLDDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-50.85%

+14.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-17.48%

+8.55%

Max Drawdown (3Y)

Largest decline over 3 years

-12.96%

-34.80%

+21.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.44%

Current Drawdown

Current decline from peak

-5.82%

-4.65%

-1.17%

Average Drawdown

Average peak-to-trough decline

-6.00%

-20.08%

+14.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

7.31%

-2.98%

Volatility

FUTY vs. FCLD - Volatility Comparison

The current volatility for Fidelity MSCI Utilities Index ETF (FUTY) is 4.48%, while Fidelity Cloud Computing ETF (FCLD) has a volatility of 6.98%. This indicates that FUTY experiences smaller price fluctuations and is considered to be less risky than FCLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUTYFCLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

6.98%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

22.27%

-10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.73%

28.80%

-14.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

30.39%

-13.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

30.39%

-11.30%

FUTY vs. FCLD - Expense Ratio Comparison

FUTY has a 0.08% expense ratio, which is lower than FCLD's 0.39% expense ratio.


Dividends

FUTY vs. FCLD - Dividend Comparison

FUTY's dividend yield for the trailing twelve months is around 2.65%, more than FCLD's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
FCLD
Fidelity Cloud Computing ETF
0.01%0.03%0.13%0.17%0.26%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
FUTY
Fidelity MSCI Utilities Index ETF
2.65%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Frequently Asked Questions


FUTY and FCLD have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCLD has higher volatility (6.98%) compared to FUTY (4.48%). In terms of maximum drawdown, FUTY dropped -36.44% vs FCLD's -50.85%.

On 3-year performance, FCLD leads with 24.29% vs 13.47% for FUTY. On fees, FUTY is cheaper at 0.08% per year. On volatility, FUTY has been the lower-risk option at 4.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FCLD has performed better with a 24.29% return vs 13.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FUTY is cheaper with a 0.08% expense ratio, compared with 0.39% for FCLD.

FUTY has the higher dividend yield at 2.65%, compared with 0.01% for FCLD.

FUTY is categorized as Utilities Equities, while FCLD is Technology Equities. FUTY tracks MSCI USA IMI Utilities Index, while FCLD tracks Fidelity Cloud Computing Index - Benchmark TR Gross. Their fees differ too: 0.08% for FUTY and 0.39% for FCLD.

FCLD currently has the higher Sharpe Ratio (1.38 vs 0.42), 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 FUTY and FCLD

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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