Fidelity® MSCI Energy Index ETF

10-Year Study

FENY.US · · US · ETF

Executive Summary: Fidelity® MSCI Energy Index ETF has compounded at 9.2% annually over the last 10 years, with a maximum drawdown of 61.6% and an annualized volatility of 29.1%.

1Y CAGR
+49.1%
3Y CAGR
+18.9%
5Y CAGR
+21.7%
10Y CAGR
+9.2%

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 →
61.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +62.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -33.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.29.69.7-7.0————————27.8%
20252.12.53.3-13.61.95.22.73.5-0.1-1.02.5-0.57.3%
2024-0.73.210.4-0.90.1-1.52.4-2.5-3.00.98.6-9.16.6%
20232.9-6.6-1.12.3-9.57.58.32.02.4-5.4-1.2-0.2-0.0%
202217.47.610.1-1.815.2-17.310.73.2-9.424.31.3-3.962.9%
20214.722.23.10.56.45.0-8.6-1.810.19.8-5.82.855.6%
2020-11.6-14.8-36.632.21.9-0.8-4.5-0.6-14.9-3.427.85.1-33.2%
201911.72.12.3-0.2-11.68.7-2.2-9.03.9-2.51.17.09.1%
20183.0-10.82.19.73.60.61.2-2.92.6-12.1-2.7-13.4-20.0%
2017-3.3-2.6-0.9-3.6-3.9-0.52.4-5.510.3-1.02.15.3-2.3%
2016———9.3-1.02.8-2.01.63.3-3.69.61.622.8%

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 29.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.9% of variance. Idiosyncratic stock-specific factors contribute 11.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110933.963732905055
2016-05-0110820.06571669712
2016-06-0111118.822671441096
2016-07-0110895.287572005669
2016-08-0111072.935700882503
2016-09-0111439.375937200402
2016-10-0111029.752783946115
2016-11-0112085.480870869147
2016-12-0112279.844967592326
2017-01-0111873.991101205353
2017-02-0111560.976409180672
2017-03-0111451.830972066306
2017-04-0111043.518875113692
2017-05-0110617.589459107332
2017-06-0110561.623743229622
2017-07-0110814.247904358443
2017-08-0110215.0951744934
2017-09-0111263.858274813787
2017-10-0111156.843304189642
2017-11-0111394.636140905775
2017-12-0111997.885921713549
2018-01-0112362.851219692066
2018-02-0111028.44172764444
2018-03-0111259.597341833347
2018-04-0112349.412892599905
2018-05-0112795.008153131375
2018-06-0112870.885536590762
2018-07-0113022.312539434115
2018-08-0112640.71321462811
2018-09-0112967.412056801513
2018-10-0111394.472258868065
2018-11-0111083.588033333606
2018-12-019599.308417800867
2019-01-0110717.803325166544
2019-02-0110945.18965248814
2019-03-0111196.748580371846
2019-04-0111178.147969091848
2019-05-019883.807635264136
2019-06-0110744.352215275443
2019-07-0110503.773383918257
2019-08-019553.995034374257
2019-09-019925.10590876687
2019-10-019679.200911184129
2019-11-019786.379763845982
2019-12-0110474.028794074025
2020-01-019263.678004572308
2020-02-017896.4101639639775
2020-03-015002.745024131629
2020-04-016612.640221568514
2020-05-016738.993272642352
2020-06-016682.617851670368
2020-07-016379.763845983661
2020-08-016339.366923688329
2020-09-015396.799383803538
2020-10-015212.35015036177
2020-11-016660.575717598473
2020-12-017001.450356033726
2021-01-017332.57401322528
2021-02-018960.496234810182
2021-03-019237.948524651954
2021-04-019286.785371889315
2021-05-019879.382820245986
2021-06-0110373.896869033668
2021-07-019480.739763518219
2021-08-019311.941264677684
2021-09-0110248.527110186087
2021-10-0111251.32129892903
2021-11-0110597.022263374822
2021-12-0110895.533395062233
2022-01-0112790.419456075515
2022-02-0113766.582813690704
2022-03-0115155.565024295509
2022-04-0114880.489024000522
2022-05-0117138.619621596376
2022-06-0114180.303017887723
2022-07-0115693.34393103844
2022-08-0116197.772843107532
2022-09-0114668.34372618589
2022-10-0118228.353231344077
2022-11-0118472.04582141774
2022-12-0117753.177263006088
2023-01-0118274.486024959235
2023-02-0117068.068404362537
2023-03-0116874.93342292218
2023-04-0117266.03790591532
2023-05-0115634.182515425395
2023-06-0116808.479256631075
2023-07-0118211.719204516587
2023-08-0118575.783151287702
2023-09-0119021.870057932298
2023-10-0117990.970099722217
2023-11-0117777.185981530492
2023-12-0117746.458099460007
2024-01-0117615.516351330312
2024-02-0118177.79562271077
2024-03-0120066.126402215683
2024-04-0119879.95640737797
2024-05-0119903.227656732684
2024-06-0119606.601168478926
2024-07-0120067.60134055507
2024-08-0119567.51530248527
2024-09-0118977.949671826216
2024-10-0119151.336867722614
2024-11-0120806.381566548396
2024-12-0118921.32842779767
2025-01-0119310.220503281736
2025-02-0119786.37976384598
2025-03-0120429.86258491138
2025-04-0117647.309466645907
2025-05-0117983.103761912174
2025-06-0118919.853489458288
2025-07-0119436.163849261302
2025-08-0120122.01017707454
2025-09-0120102.26239153057
2025-10-0119898.966723752244
2025-11-0120403.14981276477
2025-12-0120296.790370291463
2026-01-0123172.920132088922
2026-02-0125401.715844934817
2026-03-0127876.334614344596
2026-04-0125934.332467489898
Annual Return Matrix
YearAnnual Return
2017-0.022961124234295638
2018-0.19991667861850415
20190.0911232703650906
2020-0.3315418074852924
20210.5561823395166481
20220.6293995547800977
2023-0.0003784766775287718
20240.06620308806146569
20250.07269373013329639
20260.27775534921275735
Total Factor Risk
0.29061064053166946
VTI.US Exposure
-0.0176961505187703
VEA.US Exposure
-0.0015669168900732838
VWO.US Exposure
-0.0015149692866598902
QQQ.US Exposure
0.0036700090103488296
VTV.US Exposure
0.2324467679949523
IJR.US Exposure
0.06999375675014342
QUAL.US Exposure
0.006988979280296313
SHV.US Exposure
0.3485684192834269
TLT.US Exposure
0.017754711989467705
LQD.US Exposure
0.0053969298188860145
HYG.US Exposure
-0.0027074558015144226
GLD.US Exposure
0.002418072961181683
USO.US Exposure
0.2016618820815595
VNQ.US Exposure
-0.01649706000383372
BTC-USD.CC Exposure
0.00269635195108706
CPER.US Exposure
0.020299450979240727
VIX.INDX Exposure
-0.008010401081740634
UUP.US Exposure
0.018482381467833334
TIP.US Exposure
0.0010313198587360338
Idiosyncratic Exposure
0.11658392015543251
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
29.1%

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
$153
Avg Yield on Cost
1.53%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$153.231.53%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 →
+0.1%
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 →
+20.3%
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 →
9.0% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Fidelity® MSCI Energy Index ETF (FENY.US) has an annualized volatility of 29.1% and experienced a maximum drawdown of 61.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FENY.US has generated a Compound Annual Growth Rate (CAGR) of 9.2%. It has had a positive return in 60% 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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