Fidelity® International High Dividend ETF

10-Year Study

FIDI.US · · US · ETF

Executive Summary: Fidelity® International High Dividend ETF has compounded at 6.1% annually over the last 10 years, with a maximum drawdown of 32.8% and an annualized volatility of 14.9%.

1Y CAGR
+29.1%
3Y CAGR
+21.0%
5Y CAGR
+10.6%
10Y CAGR
+6.1%

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 →
32.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +39.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -11.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.86.2-4.22.8————————9.5%
20254.04.22.54.93.51.9-0.34.81.30.43.03.539.3%
2024-0.90.23.3-2.05.4-4.03.22.72.2-5.3-1.0-3.3-0.1%
20237.6-4.20.43.5-5.24.74.5-3.5-3.3-2.68.16.616.3%
20223.8-1.51.5-5.43.6-11.30.8-4.8-9.16.511.5-0.0-6.6%
20210.96.14.11.64.4-2.8-0.20.9-0.83.7-5.74.216.9%
2020-3.0-8.2-21.14.61.23.2-1.95.5-4.6-3.717.03.4-11.7%
20197.32.1-1.84.5-6.13.8-2.5-2.45.13.70.73.017.8%
2018—-6.0-2.13.8-4.1-1.52.8-2.51.2-7.31.2-5.6-18.9%

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 14.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 76.3% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-019398.337739533115
2018-03-019205.213715088787
2018-04-019555.693789274215
2018-05-019164.953144529114
2018-06-019026.777023252063
2018-07-019283.776545193788
2018-08-019055.345325108428
2018-09-019160.978925117644
2018-10-018494.001232583993
2018-11-018592.780744042992
2018-12-018111.554610958479
2019-01-018700.718239363205
2019-02-018883.301942759721
2019-03-018720.07095997558
2019-04-019115.840903142487
2019-05-018558.427084077208
2019-06-018887.83496734549
2019-07-018661.836691785258
2019-08-018455.394290301418
2019-09-018884.96766599504
2019-10-019210.61345214661
2019-11-019276.628396763464
2019-12-019556.522050466154
2020-01-019274.230190308279
2020-02-018517.599898737164
2020-03-016718.694580447953
2020-04-017025.319502391968
2020-05-017106.485552976161
2020-06-017335.548874807567
2020-07-017199.790395235378
2020-08-017597.566387677095
2020-09-017247.4919630277
2020-10-016977.028544877609
2020-11-018159.731577754139
2020-12-018440.09487564354
2021-01-018516.089896550882
2021-02-019036.543542059106
2021-03-019410.781846729134
2021-04-019557.173510121638
2021-05-019977.752787671141
2021-06-019699.496022478865
2021-07-019675.973165576232
2021-08-019760.645343463093
2021-09-019679.498518079527
2021-10-0110035.88649861438
2021-11-019467.089712904384
2021-12-019863.513349804947
2022-01-0110234.346596798456
2022-02-0110085.339207537972
2022-03-0110232.929424866621
2022-04-019685.171600138428
2022-05-0110029.33674740695
2022-06-018899.885323097638
2022-07-018967.747534848892
2022-08-018536.32853989521
2022-09-017756.782358469788
2022-10-018262.764371529927
2022-11-019215.783383240567
2022-12-019214.934727955806
2023-01-019917.086843159785
2023-02-019497.07992729748
2023-03-019538.731599098637
2023-04-019868.00215950531
2023-05-019359.49889870598
2023-06-019795.234225845841
2023-07-0110231.825349059265
2023-08-019876.840258878638
2023-09-019552.044226594719
2023-10-019299.08562825999
2023-11-0110056.408027053627
2023-12-0110716.005984609936
2024-01-0110622.897788688546
2024-02-0110646.82382551287
2024-03-0111002.710852248563
2024-04-0110788.07412096663
2024-05-0111370.955837946412
2024-06-0110920.67747047043
2024-07-0111268.066958529593
2024-08-0111567.057278659448
2024-09-0111818.060399444825
2024-10-0111189.108510268668
2024-11-0111073.422238732535
2024-12-0110709.97366594506
2025-01-0111136.744556678908
2025-02-0111608.558444604278
2025-03-0111901.976752301376
2025-04-0112490.997350486645
2025-05-0112924.018079298165
2025-06-0113175.761644953354
2025-07-0113141.817630728736
2025-08-0113777.128117688959
2025-09-0113954.25483467594
2025-10-0114010.148535100567
2025-11-0114423.637558659335
2025-12-0114923.481789096879
2026-01-0115637.689203676024
2026-02-0116605.32545401137
2026-03-0115899.75751501852
2026-04-0116340.37749324671
Annual Return Matrix
YearAnnual Return
20190.17813693044186185
2020-0.1168235859161918
20210.16864958215921444
2022-0.06575533472177719
20230.16289548444659663
2024-0.0005629260261277302
20250.3934190927611416
20260.09494404349962182
Total Factor Risk
0.14940608037248035
VTI.US Exposure
-0.11611099495139861
VEA.US Exposure
0.7625997957079339
VWO.US Exposure
0.026625212802328505
QQQ.US Exposure
0.04076673585133911
VTV.US Exposure
0.2784787200111961
IJR.US Exposure
-0.03496702450323966
QUAL.US Exposure
-0.12676049751697893
SHV.US Exposure
0.046738821456609174
TLT.US Exposure
0.011087212455268253
LQD.US Exposure
-0.037510270765582526
HYG.US Exposure
0.02642445098023001
GLD.US Exposure
-0.029299392170309687
USO.US Exposure
-0.004580115079241106
VNQ.US Exposure
-0.02534027218792827
BTC-USD.CC Exposure
0.006929681317942864
CPER.US Exposure
0.013149774786208032
VIX.INDX Exposure
0.007440913417341904
UUP.US Exposure
0.08543027812809123
TIP.US Exposure
0.025305355634530638
Idiosyncratic Exposure
0.043591614625659046
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.9%

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 →12.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.89%
Market Cap$45.9B
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$152.631.53%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 →
+1.8%
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 →
+11.6%
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 →
1.6% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity® International High Dividend ETF a high-risk investment?

Fidelity® International High Dividend ETF (FIDI.US) has an annualized volatility of 14.9% and experienced a maximum drawdown of 32.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FIDI.US has generated a Compound Annual Growth Rate (CAGR) of 6.1%. It has had a positive return in 63% 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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