PortfoliosLab logo
FUTY vs. XLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUTY and XLU is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

FUTY vs. XLU - Performance Comparison

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

170.00%180.00%190.00%200.00%210.00%NovemberDecember2025FebruaryMarchApril
191.02%
195.62%
FUTY
XLU

Key characteristics

Sharpe Ratio

FUTY:

1.35

XLU:

1.30

Sortino Ratio

FUTY:

1.84

XLU:

1.79

Omega Ratio

FUTY:

1.25

XLU:

1.24

Calmar Ratio

FUTY:

2.24

XLU:

2.14

Martin Ratio

FUTY:

5.67

XLU:

5.50

Ulcer Index

FUTY:

4.02%

XLU:

4.08%

Daily Std Dev

FUTY:

16.96%

XLU:

17.31%

Max Drawdown

FUTY:

-36.44%

XLU:

-52.27%

Current Drawdown

FUTY:

-3.60%

XLU:

-3.94%

Returns By Period

In the year-to-date period, FUTY achieves a 4.77% return, which is significantly higher than XLU's 4.38% return. Both investments have delivered pretty close results over the past 10 years, with FUTY having a 9.21% annualized return and XLU not far ahead at 9.34%.


FUTY

YTD

4.77%

1M

2.05%

6M

-1.55%

1Y

21.38%

5Y*

9.43%

10Y*

9.21%

XLU

YTD

4.38%

1M

1.99%

6M

-2.36%

1Y

21.14%

5Y*

9.52%

10Y*

9.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FUTY vs. XLU - Expense Ratio Comparison

FUTY has a 0.08% expense ratio, which is lower than XLU's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for XLU: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLU: 0.13%
Expense ratio chart for FUTY: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FUTY: 0.08%

Risk-Adjusted Performance

FUTY vs. XLU — Risk-Adjusted Performance Rank

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

FUTY
The Risk-Adjusted Performance Rank of FUTY is 8888
Overall Rank
The Sharpe Ratio Rank of FUTY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FUTY is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FUTY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FUTY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FUTY is 8686
Martin Ratio Rank

XLU
The Risk-Adjusted Performance Rank of XLU is 8888
Overall Rank
The Sharpe Ratio Rank of XLU is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of XLU is 8686
Sortino Ratio Rank
The Omega Ratio Rank of XLU is 8686
Omega Ratio Rank
The Calmar Ratio Rank of XLU is 9494
Calmar Ratio Rank
The Martin Ratio Rank of XLU is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FUTY vs. XLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Utilities Index ETF (FUTY) and Utilities Select Sector SPDR Fund (XLU). 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.


The chart of Sharpe ratio for FUTY, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.005.00
FUTY: 1.35
XLU: 1.30
The chart of Sortino ratio for FUTY, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.00
FUTY: 1.84
XLU: 1.79
The chart of Omega ratio for FUTY, currently valued at 1.25, compared to the broader market0.501.001.502.002.50
FUTY: 1.25
XLU: 1.24
The chart of Calmar ratio for FUTY, currently valued at 2.24, compared to the broader market0.002.004.006.008.0010.0012.00
FUTY: 2.24
XLU: 2.14
The chart of Martin ratio for FUTY, currently valued at 5.67, compared to the broader market0.0020.0040.0060.00
FUTY: 5.67
XLU: 5.50

The current FUTY Sharpe Ratio is 1.35, which is comparable to the XLU Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FUTY and XLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.35
1.30
FUTY
XLU

Dividends

FUTY vs. XLU - Dividend Comparison

FUTY's dividend yield for the trailing twelve months is around 2.83%, less than XLU's 2.90% yield.


TTM20242023202220212020201920182017201620152014
FUTY
Fidelity MSCI Utilities Index ETF
2.83%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%
XLU
Utilities Select Sector SPDR Fund
2.90%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%

Drawdowns

FUTY vs. XLU - Drawdown Comparison

The maximum FUTY drawdown since its inception was -36.44%, smaller than the maximum XLU drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for FUTY and XLU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.60%
-3.94%
FUTY
XLU

Volatility

FUTY vs. XLU - Volatility Comparison

Fidelity MSCI Utilities Index ETF (FUTY) and Utilities Select Sector SPDR Fund (XLU) have volatilities of 8.60% and 8.77%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.60%
8.77%
FUTY
XLU