MIDE vs. FDLS
Compare and contrast key facts about Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Inspire Fidelis Multi Factor ETF (FDLS).
MIDE and FDLS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MIDE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P MidCap 400 ESG Index. It was launched on Feb 24, 2021. FDLS is a passively managed fund by Inspire that tracks the performance of the WI Fidelis Multi-Cap, Multi-Factor Index - Benchmark TR Gross. It was launched on Aug 23, 2022. Both MIDE and FDLS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MIDE vs. FDLS - Performance Comparison
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MIDE vs. FDLS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MIDE Xtrackers S&P MidCap 400 ESG ETF | 1.75% | 9.81% | 11.21% | 15.20% | -2.77% |
FDLS Inspire Fidelis Multi Factor ETF | 3.62% | 22.47% | 7.41% | 20.70% | -1.68% |
Returns By Period
In the year-to-date period, MIDE achieves a 1.75% return, which is significantly lower than FDLS's 3.62% return.
MIDE
- 1D
- 2.47%
- 1M
- -5.36%
- YTD
- 1.75%
- 6M
- 5.05%
- 1Y
- 18.57%
- 3Y*
- 11.64%
- 5Y*
- 6.52%
- 10Y*
- —
FDLS
- 1D
- 2.61%
- 1M
- -5.60%
- YTD
- 3.62%
- 6M
- 6.33%
- 1Y
- 32.55%
- 3Y*
- 17.02%
- 5Y*
- —
- 10Y*
- —
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MIDE vs. FDLS - Expense Ratio Comparison
MIDE has a 0.15% expense ratio, which is lower than FDLS's 0.76% expense ratio.
Return for Risk
MIDE vs. FDLS — Risk / Return Rank
MIDE
FDLS
MIDE vs. FDLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Inspire Fidelis Multi Factor ETF (FDLS). 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.
| MIDE | FDLS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.51 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.36 | 2.10 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.32 | -1.03 |
Martin ratioReturn relative to average drawdown | 5.42 | 10.20 | -4.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MIDE | FDLS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.51 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.75 | -0.39 |
Correlation
The correlation between MIDE and FDLS is 0.90, 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
MIDE vs. FDLS - Dividend Comparison
MIDE's dividend yield for the trailing twelve months is around 1.48%, more than FDLS's 0.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MIDE Xtrackers S&P MidCap 400 ESG ETF | 1.48% | 1.52% | 1.45% | 1.36% | 1.33% | 0.93% |
FDLS Inspire Fidelis Multi Factor ETF | 0.95% | 0.86% | 7.26% | 0.97% | 0.31% | 0.00% |
Drawdowns
MIDE vs. FDLS - Drawdown Comparison
The maximum MIDE drawdown since its inception was -24.59%, which is greater than FDLS's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for MIDE and FDLS.
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Drawdown Indicators
| MIDE | FDLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.59% | -23.32% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -14.05% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | — | — |
Current DrawdownCurrent decline from peak | -6.73% | -6.22% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -4.00% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.20% | +0.28% |
Volatility
MIDE vs. FDLS - Volatility Comparison
The current volatility for Xtrackers S&P MidCap 400 ESG ETF (MIDE) is 6.31%, while Inspire Fidelis Multi Factor ETF (FDLS) has a volatility of 7.42%. This indicates that MIDE experiences smaller price fluctuations and is considered to be less risky than FDLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIDE | FDLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 7.42% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 13.67% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.22% | 21.60% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 19.24% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.80% | 19.24% | +0.56% |