Fidelity® Dividend ETF for Rising Rates

10-Year Study

FDRR.US · · US · ETF

Executive Summary: Fidelity® Dividend ETF for Rising Rates has compounded at 12.8% annually over the last 10 years, with a maximum drawdown of 23.9% and an annualized volatility of 12.1%.

1Y CAGR
+25.8%
3Y CAGR
+19.7%
5Y CAGR
+11.1%
10Y CAGR
+12.8%

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 →
23.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.9-0.5-4.96.2————————2.3%
20251.51.4-5.0-2.55.86.01.83.82.92.41.40.821.7%
20240.62.23.8-3.76.02.22.53.31.4-0.04.3-3.520.2%
20234.4-3.01.71.3-3.55.93.0-2.1-4.9-2.28.05.213.7%
2022-1.7-2.83.4-6.41.6-8.06.4-3.8-9.610.46.7-4.2-9.7%
20210.53.25.83.51.70.50.91.6-3.95.0-1.46.426.1%
2020-1.4-9.0-15.211.63.41.83.26.1-2.9-3.312.44.98.2%
20196.62.91.43.4-7.97.21.2-2.73.52.13.63.626.9%
20184.4-3.1-3.00.22.1-0.14.12.60.8-4.72.3-8.4-3.6%
20171.44.10.20.30.61.41.1-0.12.71.23.51.519.3%
2016—————————-2.34.81.64.0%

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 12.1%. The dominant macroeconomic risk driver is VTV.US, accounting for 50.8% of variance. Idiosyncratic stock-specific factors contribute 4.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2016-10-019765.15726667312
2016-11-0110238.001824120167
2016-12-0110402.01977998461
2017-01-0110551.261343428834
2017-02-0110979.26719284211
2017-03-0111005.91565227582
2017-04-0111033.481267101126
2017-05-0111104.866528413984
2017-06-0111263.126786542272
2017-07-0111382.662705914125
2017-08-0111370.739685823324
2017-09-0111674.012401979016
2017-10-0111812.553819187908
2017-11-0112226.139947722144
2017-12-0112408.908636037073
2018-01-0112957.826137909598
2018-02-0112550.609144039254
2018-03-0112178.549773513569
2018-04-0112198.93100443801
2018-05-0112455.785467163287
2018-06-0112448.550130185113
2018-07-0112961.698571785242
2018-08-0113294.880744322552
2018-09-0113404.684625927983
2018-10-0112771.286921873645
2018-11-0113061.057072541895
2018-12-0111962.763491101045
2019-01-0112755.28765559796
2019-02-0113122.353624547151
2019-03-0113301.504644372997
2019-04-0113752.184613189713
2019-05-0112665.508333375792
2019-06-0113578.995103409268
2019-07-0113746.477868530868
2019-08-0113379.819524200162
2019-09-0113852.511222415278
2019-10-0114140.192296913772
2019-11-0114646.920650772701
2019-12-0115176.272170957765
2020-01-0114968.791240146948
2020-02-0113617.006099083354
2020-03-0111547.597817170168
2020-04-0112887.052313524475
2020-05-0113324.79020070417
2020-06-0113561.976775587358
2020-07-0113989.778812691391
2020-08-0114840.949969173387
2020-09-0114407.390234333201
2020-10-0113932.303741484466
2020-11-0115663.893120825032
2020-12-0116426.049251244527
2021-01-0116510.784218812896
2021-02-0117046.3010613526
2021-03-0118039.83511584182
2021-04-0118672.723289123045
2021-05-0118986.950916900623
2021-06-0119075.150693726147
2021-07-0119252.161684304923
2021-08-0119568.223622865702
2021-09-0118799.95312316887
2021-10-0119741.565991878077
2021-11-0119463.260283604825
2021-12-0120706.158698454594
2022-01-0120359.321101197904
2022-02-0119793.38527150347
2022-03-0120458.322930413382
2022-04-0119157.847538202066
2022-05-0119456.534477399764
2022-06-0117899.20462246317
2022-07-0119043.712645025196
2022-08-0118325.47806724787
2022-09-0116559.189642258443
2022-10-0118281.862233069565
2022-11-0119514.366220147862
2022-12-0118692.442130042444
2023-01-0119508.65947548902
2023-02-0118926.979144905454
2023-03-0119251.805012763743
2023-04-0119507.487554710868
2023-05-0118830.372110323602
2023-06-0119937.123902598094
2023-07-0120538.93069871955
2023-08-0120099.511359988584
2023-09-0119122.43514947085
2023-10-0118705.5370709114
2023-11-0120197.341268425902
2023-12-0121245.140350251455
2024-01-0121367.071064256925
2024-02-0121841.240401714058
2024-03-0122668.05598724135
2024-04-0121840.221340167835
2024-05-0123143.14248009008
2024-06-0123641.71834157924
2024-07-0124223.245812930872
2024-08-0125030.75018215725
2024-09-0125372.849143224004
2024-10-0125369.791958585338
2024-11-0126470.633193891743
2024-12-0125545.834840695206
2025-01-0125922.68380048813
2025-02-0126291.99170483901
2025-03-0124981.682368706654
2025-04-0124351.494708522918
2025-05-0125774.155580126262
2025-06-0127331.689247372095
2025-07-0127818.90257262087
2025-08-0128878.573721459903
2025-09-0129706.102650069548
2025-10-0130405.026011545968
2025-11-0130833.337579423107
2025-12-0131091.567775235784
2026-01-0131677.528164313484
2026-02-0131519.57362464906
2026-03-0129961.9380512486
2026-04-0131810.00616532235
Annual Return Matrix
YearAnnual Return
20170.19293261294446706
2018-0.035953616713750636
20190.26862594769571513
20200.08235072923101705
20210.2605684045958756
2022-0.09725205904861745
20230.1365631201343307
20240.2024319171133575
20250.21708951651507902
20260.023107177974434512
Total Factor Risk
0.12074366108675391
VTI.US Exposure
0.3846746715347125
VEA.US Exposure
0.018700385805064806
VWO.US Exposure
0.025157071854159923
QQQ.US Exposure
0.05362232177898655
VTV.US Exposure
0.5082370172756377
IJR.US Exposure
-0.05833048598405979
QUAL.US Exposure
-0.08437923139453155
SHV.US Exposure
0.09835623680305172
TLT.US Exposure
-0.0272962436575674
LQD.US Exposure
0.03381812114512583
HYG.US Exposure
0.02436509664069363
GLD.US Exposure
-0.008748977721398736
USO.US Exposure
0.006704879871348279
VNQ.US Exposure
-0.05185993371473492
BTC-USD.CC Exposure
-0.00894113398874584
CPER.US Exposure
0.003038877199038211
VIX.INDX Exposure
0.003433829033164232
UUP.US Exposure
0.008032049107488561
TIP.US Exposure
0.03010787704297562
Idiosyncratic Exposure
0.04130757136959061
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
12.1%

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
$178
Avg Yield on Cost
1.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$178.341.78%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 →
+2.7%
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 →
+5.8%
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 →
1.0% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity® Dividend ETF for Rising Rates a high-risk investment?

Fidelity® Dividend ETF for Rising Rates (FDRR.US) has an annualized volatility of 12.1% and experienced a maximum drawdown of 23.9% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, FDRR.US has generated a Compound Annual Growth Rate (CAGR) of 12.8%. It has had a positive return in 80% 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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