Fidelity® Crypto Industry and Digital Payments ETF

10-Year Study

FDIG.US · · US · ETF

Executive Summary: Fidelity® Crypto Industry and Digital Payments ETF has compounded at 17.8% annually over the last 10 years, with a maximum drawdown of 50.8% and an annualized volatility of 74.4%.

1Y CAGR
+41.0%
3Y CAGR
+35.9%
5Y CAGR
+17.8%
10Y CAGR
+17.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +166.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.6-9.6-8.321.8————————3.6%
20255.8-15.7-16.46.514.120.85.47.921.28.1-15.3-13.419.9%
2024-22.428.96.0-18.97.315.11.8-11.42.47.237.5-18.218.4%
202346.5-4.57.91.84.016.022.4-21.0-14.5-1.825.940.4166.0%
2022————-15.4-30.931.0-3.5-13.18.4-16.2-15.6-50.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 74.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.9% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-04-0110000
2022-05-018462.775202780995
2022-06-015846.369254538432
2022-07-017658.314020857474
2022-08-017393.974507531865
2022-09-016423.184627269216
2022-10-016960.40942448822
2022-11-015832.222865971418
2022-12-014924.584781769023
2023-01-017214.899575125532
2023-02-016887.35998455002
2023-03-017428.350714561607
2023-04-017563.634607956741
2023-05-017869.930475086906
2023-06-019132.869833912708
2023-07-0111178.109308613364
2023-08-018831.305523368095
2023-09-017549.4882193897265
2023-10-017412.804171494786
2023-11-019330.822711471612
2023-12-0113099.604094244884
2024-01-0110171.784472769408
2024-02-0113113.750482811896
2024-03-0113902.375434530708
2024-04-0111281.527616840478
2024-05-0112107.908458864427
2024-06-0113935.448049439938
2024-07-0114181.006179992275
2024-08-0112570.683661645424
2024-09-0112872.923908845116
2024-10-0113793.742757821554
2024-11-0118959.926612591735
2024-12-0115511.732329084587
2025-01-0116418.839320200852
2025-02-0113845.500193124757
2025-03-0111568.1730397837
2025-04-0112322.518346852066
2025-05-0114065.131324835844
2025-06-0116996.572035534955
2025-07-0117921.34994206257
2025-08-0119344.10003862495
2025-09-0123442.641946697568
2025-10-0125343.665507918115
2025-11-0121469.969100038626
2025-12-0118601.293935882582
2026-01-0119084.588644264193
2026-02-0117253.2831208961
2026-03-0115826.573966782542
2026-04-0119276.747779065277
Annual Return Matrix
YearAnnual Return
20231.6600423537716429
20240.18413749129253731
20250.19917579424736775
20260.03631219664131646
Total Factor Risk
0.7438354696441823
VTI.US Exposure
0.1430682076304313
VEA.US Exposure
-0.0204948637918667
VWO.US Exposure
-0.004289149714696882
QQQ.US Exposure
0.05246890366921305
VTV.US Exposure
-0.055504389543256594
IJR.US Exposure
0.1524399695676639
QUAL.US Exposure
-0.04509631106216327
SHV.US Exposure
0.40892003120144144
TLT.US Exposure
0.05132108562646975
LQD.US Exposure
-0.021109741056822673
HYG.US Exposure
0.02211282536346277
GLD.US Exposure
0.0025877768309452015
USO.US Exposure
0.0014195829854780184
VNQ.US Exposure
0.022956637090669627
BTC-USD.CC Exposure
0.17774132527780218
CPER.US Exposure
-0.003047014534224163
VIX.INDX Exposure
-0.020364625507319562
UUP.US Exposure
0.012969448627833682
TIP.US Exposure
0.012694900094916882
Idiosyncratic Exposure
0.1092054012440219
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
74.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$15
Avg Yield on Cost
0.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$15.450.15%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
31.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
4.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity® Crypto Industry and Digital Payments ETF a high-risk investment?

Fidelity® Crypto Industry and Digital Payments ETF (FDIG.US) has an annualized volatility of 74.4% and experienced a maximum drawdown of 50.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FDIG.US?

Over the past 10 years, FDIG.US has generated a Compound Annual Growth Rate (CAGR) of 17.8%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Fidelity® Crypto Industry and Digital Payments ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest