Fidelity® MSCI Industrials Index ETF

10-Year Study

FIDU.US · · US · ETF

Executive Summary: Fidelity® MSCI Industrials Index ETF has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 27.1% and an annualized volatility of 14.7%.

1Y CAGR
+26.3%
3Y CAGR
+23.8%
5Y CAGR
+12.3%
10Y CAGR
+14.1%

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 →
27.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.8%
% 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.
20267.76.5-8.66.1————————11.3%
20254.8-2.6-4.30.48.74.13.70.22.11.4-1.40.818.6%
2024-1.17.24.8-4.22.3-1.35.61.83.0-1.08.4-8.716.5%
20235.3-0.4-0.1-1.1-2.311.73.3-2.0-5.6-3.69.47.922.6%
2022-6.4-0.43.1-8.3-0.6-7.510.7-2.6-10.012.87.1-3.6-8.4%
2021-3.06.37.73.72.5-1.80.61.0-5.67.0-3.24.821.0%
2020-0.5-8.9-19.69.56.21.84.58.2-0.8-1.416.62.213.7%
201911.46.5-1.24.4-7.48.00.8-3.03.01.24.40.230.7%
20185.0-4.5-2.2-2.63.6-2.46.50.71.5-11.33.3-10.6-13.8%
20171.73.2-0.31.90.41.60.50.25.00.83.71.722.2%
2016———1.60.20.73.91.0-0.2-2.69.70.215.0%

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 14.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 47.8% of variance. Idiosyncratic stock-specific factors contribute 9.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110161.834313464335
2016-05-0110179.456180972482
2016-06-0110255.025305821364
2016-07-0110658.156260885602
2016-08-0110764.256295719526
2016-09-0110746.347560600783
2016-10-0110465.62711308731
2016-11-0111481.958076347766
2016-12-0111499.334057332542
2017-01-0111690.30592381616
2017-02-0112064.996004343995
2017-03-0112034.424113271727
2017-04-0112267.442575251522
2017-05-0112317.603426018894
2017-06-0112518.123885826692
2017-07-0112575.702313382373
2017-08-0112597.29934635166
2017-09-0113223.736245722599
2017-10-0113332.336126877446
2017-11-0113820.871667725345
2017-12-0114054.340921664652
2018-01-0114755.240456529313
2018-02-0114097.903817388278
2018-03-0113793.701206893022
2018-04-0113436.346126262733
2018-05-0113914.021678995145
2018-06-0113576.460463496096
2018-07-0114458.865233694649
2018-08-0114557.711616089176
2018-09-0114779.870089953489
2018-10-0113114.767534782699
2018-11-0113544.823064155893
2018-12-0112107.82124049751
2019-01-0113490.48214249124
2019-02-0114366.043071122678
2019-03-0114187.816322767041
2019-04-0114815.482654754833
2019-05-0113716.124008769953
2019-06-0114820.031555437168
2019-07-0114939.368481445816
2019-08-0114492.592668483496
2019-09-0114933.59014814663
2019-10-0115117.144437841938
2019-11-0115786.857365325905
2019-12-0115823.740343831321
2020-01-0115752.228346618038
2020-02-0114348.25727926562
2020-03-0111534.004057127637
2020-04-0112625.248447841323
2020-05-0113409.585476302687
2020-06-0113653.463926397966
2020-07-0114265.762350675164
2020-08-0115440.976989119521
2020-09-0115319.386103313322
2020-10-0115101.89947339303
2020-11-0117613.138536565377
2020-12-0117994.344609962503
2021-01-0117450.8124500543
2021-02-0118557.014937606295
2021-03-0119994.713439747557
2021-04-0120735.692477921442
2021-05-0121257.832510296503
2021-06-0120880.027867139317
2021-07-0121010.96244083356
2021-08-0121222.711718541897
2021-09-0120037.497694813843
2021-10-0121443.10800565539
2021-11-0120763.47765506219
2021-12-0121766.448783886237
2022-01-0120368.297030920232
2022-02-0120279.20414728603
2022-03-0120906.501649488764
2022-04-0119181.48474479028
2022-05-0119068.78675491261
2022-06-0117637.850132164007
2022-07-0119522.611314878184
2022-08-0119007.520029506384
2022-09-0117114.02987521259
2022-10-0119308.157285412784
2022-11-0120683.359629530976
2022-12-0119945.86398377149
2023-01-0121003.954674917528
2023-02-0120909.534249943652
2023-03-0120878.880396696928
2023-04-0120653.853246726634
2023-05-0120180.152859455364
2023-06-0122535.21299920087
2023-07-0123272.25785300084
2023-08-0122796.754297891523
2023-09-0121519.660676597752
2023-10-0120736.348175317093
2023-11-0122676.76167448722
2023-12-0124458.332479560686
2024-01-0124182.734667950743
2024-02-0125924.307931889438
2024-03-0127164.436612503334
2024-04-0126018.72835686331
2024-05-0126611.60174579432
2024-06-0126270.188308095818
2024-07-0127741.040509804727
2024-08-0128235.313402864576
2024-09-0129092.14597463271
2024-10-0128789.828494149948
2024-11-0131196.360879454136
2024-12-0128497.346474601978
2025-01-0129851.074729012562
2025-02-0129080.99911890663
2025-03-0127835.05112390632
2025-04-0127940.78232895519
2025-05-0130367.764276786264
2025-06-0131608.13884392353
2025-07-0132782.287974099956
2025-08-0132835.27651988608
2025-09-0133521.46384443579
2025-10-0134004.18007089729
2025-11-0133537.81529823987
2025-12-0133801.20074585579
2026-01-0136411.69600229494
2026-02-0138780.40284408745
2026-03-0135456.83666987685
2026-04-0137620.63807552814
Annual Return Matrix
YearAnnual Return
20170.22218737638140995
2018-0.13849953491355804
20190.30690237570612866
20200.13717390572434196
20210.20962720541849134
2022-0.08364179284323725
20230.22623580003657207
20240.16513856774236801
20250.18611747855123406
20260.11299709020368565
Total Factor Risk
0.14715594920446137
VTI.US Exposure
0.47792515614011877
VEA.US Exposure
0.10359410951353884
VWO.US Exposure
-0.018430239154675013
QQQ.US Exposure
-0.19328391563144706
VTV.US Exposure
0.09165501172433003
IJR.US Exposure
0.2862873745545443
QUAL.US Exposure
0.19743421681791393
SHV.US Exposure
0.03761273834217575
TLT.US Exposure
-0.009390591417013414
LQD.US Exposure
-0.020507014174094448
HYG.US Exposure
-0.0068762133206229665
GLD.US Exposure
0.017172257937999733
USO.US Exposure
0.0027599926395795254
VNQ.US Exposure
-0.007944133706024935
BTC-USD.CC Exposure
0.006748932149854116
CPER.US Exposure
-0.01066918692873354
VIX.INDX Exposure
-0.0555169746189903
UUP.US Exposure
-0.012980200284068606
TIP.US Exposure
0.021534552287294038
Idiosyncratic Exposure
0.09287412712832153
Value Score
40.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.7%

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 →24.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.89%
Market Cap$58.4B
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
$109
Avg Yield on Cost
1.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$108.61.09%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 →
+1.0%
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 →
+9.1%
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 →
4.0% 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 →
1.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Fidelity® MSCI Industrials Index ETF (FIDU.US) has an annualized volatility of 14.7% and experienced a maximum drawdown of 27.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FIDU.US has generated a Compound Annual Growth Rate (CAGR) of 14.1%. 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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