Fidelity® MSCI Consumer Discretionary Index ETF

10-Year Study

FDIS.US · · US · ETF

Executive Summary: Fidelity® MSCI Consumer Discretionary Index ETF has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 35.2% and an annualized volatility of 22.2%.

1Y CAGR
+11.0%
3Y CAGR
+16.8%
5Y CAGR
+6.0%
10Y CAGR
+13.8%

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 →
35.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +49.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.4-3.7-6.58.4————————-1.1%
20253.9-8.2-8.90.09.32.02.04.42.9-0.2-1.31.05.7%
2024-4.08.10.9-5.41.22.83.1-0.26.3-2.112.7-0.024.4%
202315.6-2.22.5-0.91.211.93.4-2.0-5.8-5.211.57.140.5%
2022-9.8-3.73.3-11.6-5.0-11.118.1-4.3-8.32.42.4-10.9-35.2%
20212.40.24.26.2-2.93.10.41.7-3.09.30.80.024.2%
20201.4-7.5-16.221.86.86.210.113.2-4.2-2.812.75.349.5%
201910.11.42.85.3-7.87.61.2-1.81.00.91.83.027.4%
20188.4-3.8-2.31.92.23.71.14.80.5-9.22.2-8.9-0.9%
20173.91.72.32.50.6-0.31.7-1.81.61.74.92.423.0%
2016———-0.1-0.2-1.25.0-1.1-0.2-2.65.40.05.0%

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 22.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 107.1% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019993.545023461356
2016-05-019974.215560749486
2016-06-019854.975829304884
2016-07-0110349.810074728766
2016-08-0110236.635183878165
2016-09-0110212.9432919671
2016-10-019950.062599085664
2016-11-0110492.032360003263
2016-12-0110497.139594187684
2017-01-0110906.356733214401
2017-02-0111089.117689827739
2017-03-0111348.451692303328
2017-04-0111626.618620833968
2017-05-0111693.686536408552
2017-06-0111653.963603863056
2017-07-0111847.648366926403
2017-08-0111630.981050033162
2017-09-0111811.436657882698
2017-10-0112012.356669373974
2017-11-0112605.505172847958
2017-12-0112906.867456632845
2018-01-0113992.332055342558
2018-02-0113461.144233258732
2018-03-0113153.929910304198
2018-04-0113405.39026007881
2018-05-0113706.256007206875
2018-06-0114208.786570811448
2018-07-0114361.365192071018
2018-08-0115057.864253971407
2018-09-0115133.834362464666
2018-10-0113743.531723372334
2018-11-0114042.872393625887
2018-12-0112793.621631974123
2019-01-0114085.680946824472
2019-02-0114289.33190992825
2019-03-0114693.796483811133
2019-04-0115470.840884828323
2019-05-0114265.07254755225
2019-06-0115355.254244501744
2019-07-0115546.775526417525
2019-08-0115267.97019361383
2019-09-0115414.448507375342
2019-10-0115549.22274279756
2019-11-0115823.310977361476
2019-12-0116303.993928066026
2020-01-0116527.009820785734
2020-02-0115283.504697591443
2020-03-0112808.553198582744
2020-04-0115605.11858359372
2020-05-0116660.61364837402
2020-06-0117686.458381361434
2020-07-0119477.85623845109
2020-08-0122047.717172720277
2020-09-0121116.498139760883
2020-10-0120534.379843449085
2020-11-0123145.417853330167
2020-12-0124375.23275155788
2021-01-0124965.011899146313
2021-02-0125005.940706429796
2021-03-0126059.69789291123
2021-04-0127674.364167077492
2021-05-0126882.388199451678
2021-06-0127719.903671888576
2021-07-0127839.53353927782
2021-08-0128321.528765432533
2021-09-0127482.594616833303
2021-10-0130026.458310427624
2021-11-0130272.953293634047
2021-12-0130285.295776246396
2022-01-0127317.815380577613
2022-02-0126298.92216078566
2022-03-0127177.827510258798
2022-04-0124022.904526640967
2022-05-0122816.604185804015
2022-06-0120289.33900330906
2022-07-0123951.68698329154
2022-08-0122914.634708621652
2022-09-0121012.6155777736
2022-10-0121509.790638865343
2022-11-0122020.79779253989
2022-12-0119615.184090965515
2023-01-0122670.94161083585
2023-02-0122176.071898507907
2023-03-0122723.60996336269
2023-04-0122511.908013037635
2023-05-0122786.067181409668
2023-06-0125496.02238670984
2023-07-0126372.303185282653
2023-08-0125836.788400903697
2023-09-0124339.19837703447
2023-10-0123071.043755519535
2023-11-0125729.32368160651
2023-12-0127555.443637769415
2024-01-0126462.885658248004
2024-02-0128595.687933804573
2024-03-0128852.2555177636
2024-04-0127306.111302238314
2024-05-0127634.924969764466
2024-06-0128397.71167535015
2024-07-0129267.040960727496
2024-08-0129207.456561909254
2024-09-0131060.85056729313
2024-10-0130421.630555447184
2024-11-0134295.46768433037
2024-12-0134288.267902806496
2025-01-0135632.215298294395
2025-02-0132705.096239444163
2025-03-0129806.17336932042
2025-04-0129809.720059726267
2025-05-0132581.884214745012
2025-06-0133249.229481509334
2025-07-0133910.19070554312
2025-08-0135391.14675140892
2025-09-0136419.61603529666
2025-10-0136355.88200870358
2025-11-0135888.57008082908
2025-12-0136232.98918614095
2026-01-0136729.52584295964
2026-02-0135378.236798331636
2026-03-0133076.43472493643
2026-04-0135846.39993190354
Annual Return Matrix
YearAnnual Return
20170.22956042842179958
2018-0.008774075122350622
20190.2743845642049234
20200.49504672653231685
20210.24246180887486246
2022-0.35231987708205736
20230.40480168373546266
20240.2443373568411218
20250.0567168131340714
2026-0.010669537979639765
Total Factor Risk
0.22232284988538198
VTI.US Exposure
1.0711955261328596
VEA.US Exposure
0.04751718990316658
VWO.US Exposure
-0.027076387938217893
QQQ.US Exposure
0.061460216289391766
VTV.US Exposure
-0.15083437225959398
IJR.US Exposure
0.11285002764357248
QUAL.US Exposure
-0.2680825236345597
SHV.US Exposure
0.03016928842894681
TLT.US Exposure
0.005162928313417927
LQD.US Exposure
-0.022152303888039092
HYG.US Exposure
-0.01638510981649325
GLD.US Exposure
-0.0031239841624634804
USO.US Exposure
0.013642369388172069
VNQ.US Exposure
0.06581501773328877
BTC-USD.CC Exposure
0.013706955970247037
CPER.US Exposure
0.014132965870833316
VIX.INDX Exposure
0.0026586724437893273
UUP.US Exposure
0.000769439254871315
TIP.US Exposure
-0.005038963349986689
Idiosyncratic Exposure
0.053613047676797025
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
22.2%

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
$66
Avg Yield on Cost
0.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$66.320.66%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 →
+3.8%
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 →
+1.2%
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 →
5.6% 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 →
1.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity® MSCI Consumer Discretionary Index ETF a high-risk investment?

Fidelity® MSCI Consumer Discretionary Index ETF (FDIS.US) has an annualized volatility of 22.2% and experienced a maximum drawdown of 35.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FDIS.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 70% 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.

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