Fidelity® MSCI Consumer Staples Index ETF

10-Year Study

FSTA.US · · US · ETF

Executive Summary: Fidelity® MSCI Consumer Staples Index ETF has compounded at 7.8% annually over the last 10 years, with a maximum drawdown of 13.5% and an annualized volatility of 15.9%.

1Y CAGR
+1.3%
3Y CAGR
+8.2%
5Y CAGR
+6.3%
10Y CAGR
+7.8%

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 →
13.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.5%
% 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.
20267.57.7-8.0-0.4————————6.0%
20251.74.5-2.20.91.7-1.9-1.41.4-2.0-2.53.6-1.71.8%
20240.92.83.4-1.52.5-0.72.15.10.9-2.95.5-4.913.3%
2023-0.2-2.23.93.5-5.33.22.2-3.1-4.7-1.74.03.42.3%
2022-2.0-1.01.81.9-4.3-2.63.5-1.5-8.49.45.9-3.2-1.7%
2021-4.0-0.88.11.91.8-0.71.61.2-3.93.6-1.49.817.4%
2020-0.1-8.0-5.96.91.7-0.16.94.9-1.8-2.37.72.011.0%
20195.52.13.82.5-4.15.22.41.71.8-0.21.32.626.8%
20181.6-7.7-0.8-3.9-1.34.53.70.60.62.11.7-9.1-8.5%
20171.44.7-0.21.12.5-2.30.6-1.4-0.5-1.45.72.212.7%
2016———-1.20.95.1-0.5-0.5-1.6-0.8-3.93.20.4%

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 15.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 57.7% of variance. Idiosyncratic stock-specific factors contribute 12.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019876.843613179184
2016-05-019968.44420232835
2016-06-0110473.65978653431
2016-07-0110419.667897423482
2016-08-0110372.011379456448
2016-09-0110202.368702459496
2016-10-0110119.282529306134
2016-11-019726.16669693118
2016-12-0110039.303512701008
2017-01-0110177.188628614087
2017-02-0110651.090531243064
2017-03-0110628.371971026772
2017-04-0110747.977321792465
2017-05-0111016.363012731272
2017-06-0110758.549724592944
2017-07-0110823.67895405847
2017-08-0110677.118011419809
2017-09-0110624.619171559429
2017-10-0110476.645885035206
2017-11-0111069.951375017656
2017-12-0111315.416742327947
2018-01-0111500.110969876723
2018-02-0110616.225813610958
2018-03-0110536.569618465388
2018-04-0110124.689788753707
2018-05-019995.157678106652
2018-06-0110443.919859572663
2018-07-0110832.112664689384
2018-08-0110895.668139539575
2018-09-0110963.50099872889
2018-10-0111191.332243810904
2018-11-0111386.719932207492
2018-12-0110355.022900147285
2019-01-0110921.978088493432
2019-02-0111146.056534108104
2019-03-0111571.898391945602
2019-04-0111855.5777495309
2019-05-0111373.6860157779
2019-06-0111959.44555414321
2019-07-0112248.89534531808
2019-08-0112451.8289853318
2019-09-0112673.445917317355
2019-10-0112642.293646470149
2019-11-0112807.376470350866
2019-12-0113134.394608881625
2020-01-0113120.47293343825
2020-02-0112071.50495329177
2020-03-0111358.553759861185
2020-04-0112138.288642737525
2020-05-0112345.49966709037
2020-06-0112327.381312672758
2020-07-0113179.34749712487
2020-08-0113826.16064402881
2020-09-0113573.633557290721
2020-10-0113257.066763513103
2020-11-0114281.50031273329
2020-12-0114573.411617537275
2021-01-0113985.876561144401
2021-02-0113874.825979056955
2021-03-0114992.393519359197
2021-04-0115284.385529528075
2021-05-0115554.748501906663
2021-06-0115444.222504690999
2021-07-0115698.000524584872
2021-08-0115882.89651554587
2021-09-0115261.62661662934
2021-10-0115804.975485745414
2021-11-0115589.81498295099
2021-12-0117114.420031071568
2022-01-0116769.687064947644
2022-02-0116608.35704053427
2022-03-0116907.693238908054
2022-04-0117221.15287613744
2022-05-0116483.626899098115
2022-06-0116054.637532029941
2022-07-0116611.18172830539
2022-08-0116355.184310877064
2022-09-0114984.72650969473
2022-10-0116395.496640639183
2022-11-0117369.570042168554
2022-12-0116820.370034098014
2023-01-0116782.84203942457
2023-02-0116414.946633577467
2023-03-0117049.452212335815
2023-04-0117653.652926578292
2023-05-0116713.354720255025
2023-06-0117253.23325868087
2023-07-0117625.527106914433
2023-08-0117070.91983939632
2023-09-0116277.10187034683
2023-10-0116000.80705364889
2023-11-0116636.644270927907
2023-12-0117204.931097794728
2024-01-0117355.285192583175
2024-02-0117837.17692633618
2024-03-0118451.869338014243
2024-04-0118167.382926780057
2024-05-0118626.354336904547
2024-06-0118493.150132155035
2024-07-0118874.44262857373
2024-08-0119838.02433266751
2024-09-0120023.3642031354
2024-10-0119442.890866170328
2024-11-0120509.12979440308
2024-12-0119494.300183604704
2025-01-0119825.59570647459
2025-02-0120724.77452938684
2025-03-0120277.626455218608
2025-04-0120452.11145410891
2025-05-0120793.212678812823
2025-06-0120404.535641506765
2025-07-0120121.300163428365
2025-08-0120396.545810382744
2025-09-0119990.678530355304
2025-10-0119489.29645098158
2025-11-0120199.22119322882
2025-12-0119849.484494481767
2026-01-0121330.42794019732
2026-02-0122964.711579202227
2026-03-0121116.558723241127
2026-04-0121031.818090107536
Annual Return Matrix
YearAnnual Return
20170.12711172921632374
2018-0.08487480965575778
20190.268408069739257
20200.10956096961504191
20210.17435920155281326
2022-0.01718141756715663
20230.02286281829217396
20240.13306470527530467
20250.018219905692012706
20260.05956495222606217
Total Factor Risk
0.15930482109745886
VTI.US Exposure
-0.14672395966612642
VEA.US Exposure
0.04512282328482398
VWO.US Exposure
0.0004981207069644174
QQQ.US Exposure
0.2161042793423945
VTV.US Exposure
0.5771205807984973
IJR.US Exposure
-0.038415575573303266
QUAL.US Exposure
-0.03033907301707766
SHV.US Exposure
0.10316082202028642
TLT.US Exposure
-0.01105710191829229
LQD.US Exposure
-0.0035398385019844926
HYG.US Exposure
-0.003674321771360288
GLD.US Exposure
0.00715975166664884
USO.US Exposure
0.045921289896434396
VNQ.US Exposure
0.08905327589407905
BTC-USD.CC Exposure
-0.0004138548679268767
CPER.US Exposure
-0.01991441688129274
VIX.INDX Exposure
0.01934820402742565
UUP.US Exposure
0.022588289575989844
TIP.US Exposure
0.0007339788000237357
Idiosyncratic Exposure
0.12726672618379606
Value Score
41.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.9%

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 →20.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.02%
Market Cap$114.0B
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
$117
Avg Yield on Cost
1.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$117.021.17%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 →
-3.4%
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 →
+1.9%
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 →
8.4% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Fidelity® MSCI Consumer Staples Index ETF (FSTA.US) has an annualized volatility of 15.9% and experienced a maximum drawdown of 13.5% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, FSTA.US has generated a Compound Annual Growth Rate (CAGR) of 7.8%. 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.

Run a Full Backtest on Fidelity® MSCI Consumer Staples Index ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest