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SPDG vs. FCCD.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPDG vs. FCCD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) and Fidelity Canadian High Dividend Index ETF (FCCD.TO). The values are adjusted to include any dividend payments, if applicable.

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SPDG vs. FCCD.TO - Yearly Performance Comparison


2026 (YTD)202520242023
SPDG
SPDR Portfolio S&P Sector Neutral Dividend ETF
2.94%11.66%20.22%8.14%
FCCD.TO
Fidelity Canadian High Dividend Index ETF
7.28%31.04%7.68%4.44%
Different Trading Currencies

SPDG is traded in USD, while FCCD.TO is traded in CAD. To make them comparable, the FCCD.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPDG achieves a 2.94% return, which is significantly lower than FCCD.TO's 7.28% return.


SPDG

1D
-0.04%
1M
-5.10%
YTD
2.94%
6M
5.27%
1Y
13.96%
3Y*
5Y*
10Y*

FCCD.TO

1D
0.21%
1M
-3.31%
YTD
7.28%
6M
12.90%
1Y
34.81%
3Y*
16.28%
5Y*
10.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPDG vs. FCCD.TO - Expense Ratio Comparison

SPDG has a 0.05% expense ratio, which is lower than FCCD.TO's 0.35% expense ratio.


Return for Risk

SPDG vs. FCCD.TO — Risk / Return Rank

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

SPDG
SPDG Risk / Return Rank: 4545
Overall Rank
SPDG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPDG Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPDG Omega Ratio Rank: 4646
Omega Ratio Rank
SPDG Calmar Ratio Rank: 4242
Calmar Ratio Rank
SPDG Martin Ratio Rank: 4545
Martin Ratio Rank

FCCD.TO
FCCD.TO Risk / Return Rank: 9595
Overall Rank
FCCD.TO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FCCD.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
FCCD.TO Omega Ratio Rank: 9797
Omega Ratio Rank
FCCD.TO Calmar Ratio Rank: 8888
Calmar Ratio Rank
FCCD.TO Martin Ratio Rank: 9595
Martin Ratio Rank
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.

SPDG vs. FCCD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) and Fidelity Canadian High Dividend Index ETF (FCCD.TO). 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.


SPDGFCCD.TODifference

Sharpe ratio

Return per unit of total volatility

0.87

2.61

-1.74

Sortino ratio

Return per unit of downside risk

1.29

3.49

-2.20

Omega ratio

Gain probability vs. loss probability

1.19

1.54

-0.36

Calmar ratio

Return relative to maximum drawdown

1.14

3.58

-2.44

Martin ratio

Return relative to average drawdown

4.40

19.82

-15.42

SPDG vs. FCCD.TO - Sharpe Ratio Comparison

The current SPDG Sharpe Ratio is 0.87, which is lower than the FCCD.TO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of SPDG and FCCD.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPDGFCCD.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.61

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.44

+0.77

Correlation

The correlation between SPDG and FCCD.TO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPDG vs. FCCD.TO - Dividend Comparison

SPDG's dividend yield for the trailing twelve months is around 2.94%, more than FCCD.TO's 2.80% yield.


TTM20252024202320222021202020192018
SPDG
SPDR Portfolio S&P Sector Neutral Dividend ETF
2.94%2.87%2.61%0.90%0.00%0.00%0.00%0.00%0.00%
FCCD.TO
Fidelity Canadian High Dividend Index ETF
2.80%3.56%4.27%4.65%4.01%3.02%4.74%3.80%0.47%

Drawdowns

SPDG vs. FCCD.TO - Drawdown Comparison

The maximum SPDG drawdown since its inception was -15.67%, smaller than the maximum FCCD.TO drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for SPDG and FCCD.TO.


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Drawdown Indicators


SPDGFCCD.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.67%

-43.53%

+27.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-9.92%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-19.24%

Current Drawdown

Current decline from peak

-6.83%

-1.85%

-4.98%

Average Drawdown

Average peak-to-trough decline

-2.22%

-6.52%

+4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

1.84%

+1.24%

Volatility

SPDG vs. FCCD.TO - Volatility Comparison

SPDR Portfolio S&P Sector Neutral Dividend ETF (SPDG) and Fidelity Canadian High Dividend Index ETF (FCCD.TO) have volatilities of 3.91% and 3.98%, 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.


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Volatility by Period


SPDGFCCD.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

3.98%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

8.23%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

13.38%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

15.53%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.20%

20.93%

-6.73%