PortfoliosLab logoPortfoliosLab logo
IQSU vs. FITZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQSU vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Candriam ESG U.S. Equity ETF (IQSU) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IQSU

1D
0.55%
1M
5.78%
YTD
13.69%
6M
14.19%
1Y
30.14%
3Y*
19.93%
5Y*
12.97%
10Y*

FITZ

1D
-0.20%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSU vs. FITZ - Yearly Performance Comparison


Correlation

The correlation between IQSU and FITZ is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.60

Compare stocks, funds, or ETFs

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


Return for Risk

IQSU vs. FITZ — Risk / Return Rank

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

IQSU
IQSU Risk / Return Rank: 6363
Overall Rank
IQSU Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IQSU Sortino Ratio Rank: 6565
Sortino Ratio Rank
IQSU Omega Ratio Rank: 6767
Omega Ratio Rank
IQSU Calmar Ratio Rank: 5555
Calmar Ratio Rank
IQSU Martin Ratio Rank: 6262
Martin Ratio Rank

FITZ
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.

IQSU vs. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Candriam ESG U.S. Equity ETF (IQSU) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.


IQSUFITZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.71

Martin ratioReturn relative to average drawdown

11.03

IQSU vs. FITZ - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IQSUFITZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

-7.29

+8.08

Drawdowns

IQSU vs. FITZ - Drawdown Comparison

The maximum IQSU drawdown since its inception was -31.29%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for IQSU and FITZ.


Loading charts...

Drawdown Indicators


IQSUFITZDifference

Max Drawdown

Largest peak-to-trough decline

-31.29%

-1.97%

-29.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

Max Drawdown (3Y)

Largest decline over 3 years

-20.96%

Max Drawdown (5Y)

Largest decline over 5 years

-26.76%

Current Drawdown

Current decline from peak

0.00%

-1.97%

+1.97%

Average Drawdown

Average peak-to-trough decline

-5.98%

-1.08%

-4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

Volatility

IQSU vs. FITZ - Volatility Comparison


Loading charts...

Volatility by Period


IQSUFITZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.85%

8.74%

+5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

8.74%

+9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.67%

8.74%

+11.93%

IQSU vs. FITZ - Expense Ratio Comparison

IQSU has a 0.09% expense ratio, which is lower than FITZ's 0.75% expense ratio.


Dividends

IQSU vs. FITZ - Dividend Comparison

IQSU's dividend yield for the trailing twelve months is around 0.97%, while FITZ has not paid dividends to shareholders.


PositionTTM202520242023202220212020
FITZ
Fitz-Gerald Must Have Portfolio ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQSU
IQ Candriam ESG U.S. Equity ETF
0.97%1.09%1.12%1.15%1.47%1.07%0.98%

Frequently Asked Questions


IQSU and FITZ have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQSU is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQSU is cheaper with a 0.09% expense ratio, compared with 0.75% for FITZ.

IQSU has the higher dividend yield at 0.97%, compared with 0.00% for FITZ.

They also come from different issuers: New York Life and Nicholas. Their fees differ too: 0.09% for IQSU and 0.75% for FITZ.

Portfolio Optimizer

Find the right allocation for IQSU and FITZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer