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VCLN vs. FSST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCLN vs. FSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Clean Energy ETF (VCLN) and Fidelity Sustainability U.S. Equity ETF (FSST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VCLN

1D
1.65%
1M
-3.17%
YTD
29.71%
6M
25.66%
1Y
73.69%
3Y*
19.29%
5Y*
10Y*

FSST

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

VCLN vs. FSST - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VCLN
Virtus Duff & Phelps Clean Energy ETF
29.71%55.75%-6.69%-17.54%-7.87%-5.21%
FSST
Fidelity Sustainability U.S. Equity ETF
0.00%15.40%21.40%25.49%-18.30%6.91%

Correlation

The correlation between VCLN and FSST is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2021

0.55

Over the past year, the correlation between VCLN and FSST has dropped to 0.19 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

VCLN vs. FSST - Sectors Allocation Comparison


Sectors
VCLN
FSST

Industrials

35.0%
13.0%

Utilities

34.9%
0.9%

Energy

18.1%
1.9%

Technology

9.9%
29.6%

Basic Materials

-

3.4%

Communication Services

-

11.7%

Consumer Cyclical

-

11.5%

Consumer Defensive

-

4.6%

Financial Services

-

12.1%

Healthcare

-

10.2%

Real Estate

-

1.3%

Industrials

VCLN
35.0%
FSST
13.0%

Utilities

VCLN
34.9%
FSST
0.9%

Energy

VCLN
18.1%
FSST
1.9%

Technology

VCLN
9.9%
FSST
29.6%

Basic Materials

VCLN

-

FSST
3.4%

Communication Services

VCLN

-

FSST
11.7%

Consumer Cyclical

VCLN

-

FSST
11.5%

Consumer Defensive

VCLN

-

FSST
4.6%

Financial Services

VCLN

-

FSST
12.1%

Healthcare

VCLN

-

FSST
10.2%

Real Estate

VCLN

-

FSST
1.3%

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Return for Risk

VCLN vs. FSST — Risk / Return Rank

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

VCLN
VCLN Risk / Return Rank: 8080
Overall Rank
VCLN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VCLN Sortino Ratio Rank: 7474
Sortino Ratio Rank
VCLN Omega Ratio Rank: 6868
Omega Ratio Rank
VCLN Calmar Ratio Rank: 8989
Calmar Ratio Rank
VCLN Martin Ratio Rank: 8989
Martin Ratio Rank

FSST

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VCLN vs. FSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Clean Energy ETF (VCLN) and Fidelity Sustainability U.S. Equity ETF (FSST). 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.


VCLNFSSTDifference
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

5.13

Martin ratioReturn relative to average drawdown

18.99

VCLN vs. FSST - Sharpe Ratio Comparison


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Drawdowns

VCLN vs. FSST - Drawdown Comparison


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Drawdown Indicators


VCLNFSSTDifference

Max Drawdown

Largest peak-to-trough decline

-45.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

Max Drawdown (3Y)

Largest decline over 3 years

-29.25%

Current Drawdown

Current decline from peak

-7.87%

Average Drawdown

Average peak-to-trough decline

-23.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

Volatility

VCLN vs. FSST - Volatility Comparison


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Volatility by Period


VCLNFSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.49%

Volatility (6M)

Calculated over the trailing 6-month period

21.11%

Volatility (1Y)

Calculated over the trailing 1-year period

30.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

VCLN vs. FSST - Expense Ratio Comparison

Both VCLN and FSST have an expense ratio of 0.59%.


Dividends

VCLN vs. FSST - Dividend Comparison

VCLN's dividend yield for the trailing twelve months is around 1.61%, while FSST has not paid dividends to shareholders.


PositionTTM20252024202320222021
FSST
Fidelity Sustainability U.S. Equity ETF
0.10%0.19%2.01%0.68%1.00%0.34%
VCLN
Virtus Duff & Phelps Clean Energy ETF
1.61%2.01%1.16%1.14%0.65%0.00%

Frequently Asked Questions


VCLN and FSST have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VCLN and FSST have the same expense ratio: 0.59% per year.

VCLN has the higher dividend yield at 1.61%, compared with 0.10% for FSST.

They also come from different issuers: Virtus Investment Partners and Fidelity.

Portfolio Optimizer

Find the right allocation for VCLN and FSST

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