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XAR vs. FSDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAR vs. FSDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Aerospace & Defense ETF (XAR) and Fidelity Select Defense & Aerospace Portfolio (FSDAX). The values are adjusted to include any dividend payments, if applicable.

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XAR vs. FSDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAR
SPDR S&P Aerospace & Defense ETF
5.33%46.15%23.32%23.79%-5.02%2.31%6.18%39.33%-4.58%33.00%
FSDAX
Fidelity Select Defense & Aerospace Portfolio
-3.56%50.03%15.83%16.29%6.83%4.91%-7.87%33.75%-6.83%34.15%

Returns By Period

In the year-to-date period, XAR achieves a 5.33% return, which is significantly higher than FSDAX's -3.56% return. Over the past 10 years, XAR has outperformed FSDAX with an annualized return of 18.07%, while FSDAX has yielded a comparatively lower 14.95% annualized return.


XAR

1D
4.85%
1M
-10.20%
YTD
5.33%
6M
8.19%
1Y
58.67%
3Y*
30.25%
5Y*
15.56%
10Y*
18.07%

FSDAX

1D
-2.27%
1M
-14.26%
YTD
-3.56%
6M
-1.06%
1Y
34.57%
3Y*
23.65%
5Y*
15.00%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAR vs. FSDAX - Expense Ratio Comparison

XAR has a 0.35% expense ratio, which is lower than FSDAX's 0.74% expense ratio.


Return for Risk

XAR vs. FSDAX — Risk / Return Rank

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

XAR
XAR Risk / Return Rank: 9292
Overall Rank
XAR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XAR Sortino Ratio Rank: 9393
Sortino Ratio Rank
XAR Omega Ratio Rank: 8989
Omega Ratio Rank
XAR Calmar Ratio Rank: 9393
Calmar Ratio Rank
XAR Martin Ratio Rank: 9191
Martin Ratio Rank

FSDAX
FSDAX Risk / Return Rank: 8080
Overall Rank
FSDAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FSDAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FSDAX Omega Ratio Rank: 7878
Omega Ratio Rank
FSDAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSDAX Martin Ratio Rank: 8080
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.

XAR vs. FSDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Aerospace & Defense ETF (XAR) and Fidelity Select Defense & Aerospace Portfolio (FSDAX). 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.


XARFSDAXDifference

Sharpe ratio

Return per unit of total volatility

2.09

1.48

+0.60

Sortino ratio

Return per unit of downside risk

2.76

2.02

+0.74

Omega ratio

Gain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratio

Return relative to maximum drawdown

3.34

1.96

+1.38

Martin ratio

Return relative to average drawdown

11.77

7.81

+3.96

XAR vs. FSDAX - Sharpe Ratio Comparison

The current XAR Sharpe Ratio is 2.09, which is higher than the FSDAX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of XAR and FSDAX, 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


XARFSDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.48

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.76

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.68

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.63

+0.21

Correlation

The correlation between XAR and FSDAX is 0.88, 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

XAR vs. FSDAX - Dividend Comparison

XAR's dividend yield for the trailing twelve months is around 0.35%, less than FSDAX's 4.65% yield.


TTM20252024202320222021202020192018201720162015
XAR
SPDR S&P Aerospace & Defense ETF
0.35%0.40%0.66%0.54%0.50%0.83%0.63%0.75%1.19%0.76%1.09%2.31%
FSDAX
Fidelity Select Defense & Aerospace Portfolio
4.65%4.48%7.68%6.47%8.87%8.38%2.11%2.62%11.45%3.57%4.87%6.30%

Drawdowns

XAR vs. FSDAX - Drawdown Comparison

The maximum XAR drawdown since its inception was -46.37%, smaller than the maximum FSDAX drawdown of -60.59%. Use the drawdown chart below to compare losses from any high point for XAR and FSDAX.


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Drawdown Indicators


XARFSDAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.37%

-60.59%

+14.22%

Max Drawdown (1Y)

Largest decline over 1 year

-17.22%

-16.13%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-32.40%

-22.84%

-9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

-47.08%

+0.71%

Current Drawdown

Current decline from peak

-13.20%

-16.13%

+2.93%

Average Drawdown

Average peak-to-trough decline

-6.76%

-10.45%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

4.04%

+0.84%

Volatility

XAR vs. FSDAX - Volatility Comparison

SPDR S&P Aerospace & Defense ETF (XAR) has a higher volatility of 10.26% compared to Fidelity Select Defense & Aerospace Portfolio (FSDAX) at 7.71%. This indicates that XAR's price experiences larger fluctuations and is considered to be riskier than FSDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XARFSDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

7.71%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

21.34%

15.52%

+5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

28.28%

23.22%

+5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.91%

19.92%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.34%

22.07%

+2.27%