Fidelity® MSCI Information Technology Index ETF

10-Year Study

FTEC.US · · US · ETF

Executive Summary: Fidelity® MSCI Information Technology Index ETF has compounded at 22.9% annually over the last 10 years, with a maximum drawdown of 32.4% and an annualized volatility of 17.8%.

1Y CAGR
+34.6%
3Y CAGR
+25.6%
5Y CAGR
+17.6%
10Y CAGR
+22.9%

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 →
32.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +53.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.6%
% 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.
2026-0.8-2.9-3.913.5————————5.1%
2025-0.8-3.0-9.21.310.49.44.30.87.26.4-5.20.322.1%
20242.24.81.5-5.77.98.2-1.50.92.5-0.97.1-0.129.4%
20239.70.49.7-0.38.66.12.9-2.2-6.3-1.213.24.853.3%
2022-7.9-4.33.2-11.8-1.6-9.513.4-5.6-11.87.45.3-7.9-29.6%
2021-0.71.50.75.2-1.27.33.43.5-5.78.13.12.530.5%
20203.7-7.2-9.714.17.77.06.111.2-4.9-4.312.45.845.8%
20198.17.34.06.4-8.98.63.6-2.31.43.75.74.048.9%
20187.50.2-3.40.07.1-0.22.07.4-0.3-8.7-1.7-8.5-0.4%
20174.25.02.22.34.6-2.64.13.10.97.40.90.136.8%
2016———-4.75.5-2.67.92.22.7-0.70.61.412.3%

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 17.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 65.0% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019530.08403582632
2016-05-0110054.18056017301
2016-06-019787.85315290702
2016-07-0110564.71548622609
2016-08-0110794.472661200334
2016-09-0111081.43871441315
2016-10-0111002.636611707081
2016-11-0111069.325442150897
2016-12-0111225.250906026682
2017-01-0111693.586878166156
2017-02-0112274.464366242155
2017-03-0112545.498833110052
2017-04-0112829.04157024875
2017-05-0113414.395702421667
2017-06-0113061.037067271453
2017-07-0113602.184338987294
2017-08-0114021.046810555661
2017-09-0114150.639073861335
2017-10-0115202.123772625979
2017-11-0115343.138061678937
2017-12-0115359.72797803811
2018-01-0116518.55338562668
2018-02-0116546.2032462253
2018-03-0115978.031527424384
2018-04-0115981.12567849137
2018-05-0117108.54874440008
2018-06-0117067.370202008566
2018-07-0117407.035572862318
2018-08-0118700.91738287486
2018-09-0118645.913910184034
2018-10-0117023.986254069303
2018-11-0116726.84900213628
2018-12-0115300.577026257492
2019-01-0116546.631160734567
2019-02-0117761.57920203819
2019-03-0118477.216844031744
2019-04-0119667.905424310153
2019-05-0117925.53629208786
2019-06-0119472.28266057492
2019-07-0120175.7411973048
2019-08-0119719.288081922587
2019-09-0119995.39168990023
2019-10-0120735.387542421136
2019-11-0121914.35784844585
2019-12-0122787.204697842983
2020-01-0123632.895434152186
2020-02-0121928.906941760833
2020-03-0119804.67348477118
2020-04-0122587.86236952722
2020-05-0124334.872728349997
2020-06-0126043.765779347526
2020-07-0127620.828244990935
2020-08-0130727.454665749396
2020-09-0129215.303539511322
2020-10-0127961.744442871768
2020-11-0131420.873669761917
2020-12-0133230.45829643942
2021-01-0132998.33113341387
2021-02-0133484.80409744601
2021-03-0133723.94247512336
2021-04-0135466.542022850634
2021-05-0135023.716338763465
2021-06-0137589.557569313925
2021-07-0138853.287864673686
2021-08-0140212.772260606514
2021-09-0137916.87925240044
2021-10-0140994.83540103819
2021-11-0142286.11680749442
2021-12-0143361.79513428286
2022-01-0139957.537714080696
2022-02-0138247.39383605608
2022-03-0139486.63425488563
2022-04-0134834.70979167147
2022-05-0134270.093054947516
2022-06-0131030.549804311406
2022-07-0135194.750476466346
2022-08-0133220.385847221354
2022-09-0129304.211007936166
2022-10-0131485.98250817152
2022-11-0133158.568658883014
2022-12-0130530.515241985657
2023-01-0133492.80280711918
2023-02-0133634.93625719637
2023-03-0136889.32484965389
2023-04-0136782.47788834065
2023-05-0139929.1636904664
2023-06-0142363.53641717056
2023-07-0143579.570702997706
2023-08-0142639.179194138225
2023-09-0139932.5540900398
2023-10-0139435.54784577961
2023-11-0144645.966576585175
2023-12-0146802.16195576681
2024-01-0147812.23769663495
2024-02-0150106.056965296135
2024-03-0150854.57819150162
2024-04-0147979.65101925944
2024-05-0151787.85973620716
2024-06-0156046.596598408825
2024-07-0155216.63994944026
2024-08-0155703.50791148095
2024-09-0157094.88839660433
2024-10-0156604.103370978846
2024-11-0160618.73146389553
2024-12-0160560.43634113345
2025-01-0160095.2932695631
2025-02-0158283.86531884568
2025-03-0152899.285382769536
2025-04-0153601.229760466624
2025-05-0159184.065780335026
2025-06-0164772.728020829556
2025-07-0167570.95974641129
2025-08-0168106.28079750098
2025-09-0173042.24174536453
2025-10-0177740.34805907853
2025-11-0173735.95699788348
2025-12-0173953.50215109331
2026-01-0173390.62998890714
2026-02-0171280.68229322678
2026-03-0168482.77973265218
2026-04-0177748.77468326097
Annual Return Matrix
YearAnnual Return
20170.3683193459659493
2018-0.003851041624252427
20190.4893036163758795
20200.4582946323199084
20210.30488104459663723
2022-0.2959121007919825
20230.5329633838411065
20240.29396664193354405
20250.22115206922416308
20260.051319713357368624
Total Factor Risk
0.17776579085407293
VTI.US Exposure
0.3088679741133038
VEA.US Exposure
-0.046097417690534555
VWO.US Exposure
0.023476757979889004
QQQ.US Exposure
0.6497162186727884
VTV.US Exposure
0.014884907321282531
IJR.US Exposure
-0.028119295787942946
QUAL.US Exposure
-0.030252607725090582
SHV.US Exposure
0.08896018198826829
TLT.US Exposure
0.006836272928587343
LQD.US Exposure
-0.0044929654291698835
HYG.US Exposure
0.033855057749647935
GLD.US Exposure
0.00017004870801030455
USO.US Exposure
-0.0012467856638891611
VNQ.US Exposure
-0.05102906289007321
BTC-USD.CC Exposure
0.0037891330527952388
CPER.US Exposure
-0.004647477178035805
VIX.INDX Exposure
0.0012537656276745345
UUP.US Exposure
-0.003067183199340095
TIP.US Exposure
0.006102819117504963
Idiosyncratic Exposure
0.031039658304323915
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.8%

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 →21.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.44%
Market Cap$425.8B
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
$73
Avg Yield on Cost
0.73%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$72.750.73%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 →
+8.7%
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 →
+8.3%
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 →
0.9% 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 Information Technology Index ETF a high-risk investment?

Fidelity® MSCI Information Technology Index ETF (FTEC.US) has an annualized volatility of 17.8% and experienced a maximum drawdown of 32.4% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, FTEC.US has generated a Compound Annual Growth Rate (CAGR) of 22.9%. 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 Information Technology 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