Fidelity Yield Enhanced Equity ETF

10-Year Study

FYEE.US · · US · ETF

Executive Summary: Fidelity Yield Enhanced Equity ETF has compounded at 15.6% annually over the last 10 years, with a maximum drawdown of 7.5% and an annualized volatility of 13.4%.

1Y CAGR
+18.1%
3Y CAGR
+15.6%
5Y CAGR
+15.6%
10Y CAGR
+15.6%

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 →
7.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +15.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.6-0.4-6.55.0————————-0.7%
20252.9-1.6-4.9-1.13.74.01.52.83.32.20.71.515.8%
2024————3.52.80.92.01.80.64.9-1.416.1%

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 13.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 74.5% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-04-0110000
2024-05-0110351.006882784066
2024-06-0110645.21062030679
2024-07-0110741.843446402472
2024-08-0110961.46618700162
2024-09-0111163.492509948259
2024-10-0111231.703653732387
2024-11-0111779.943605304701
2024-12-0111609.296428404485
2025-01-0111950.772216214642
2025-02-0111755.705630379953
2025-03-0111184.170624475304
2025-04-0111056.08804500922
2025-05-0111465.242293501062
2025-06-0111923.255916424525
2025-07-0112107.040524403277
2025-08-0112451.918870218466
2025-09-0112857.922602038978
2025-10-0113144.520411370782
2025-11-0113238.523784970846
2025-12-0113439.147792837395
2026-01-0113659.384549026106
2026-02-0113598.468089198679
2026-03-0112712.833882148869
2026-04-0113350.1156396027
Annual Return Matrix
YearAnnual Return
20250.1576194884606279
2026-0.006624836232707265
Total Factor Risk
0.13352153058565092
VTI.US Exposure
0.7445102113484274
VEA.US Exposure
0.06874051294312307
VWO.US Exposure
0.0006051246719227019
QQQ.US Exposure
-0.08862151354749885
VTV.US Exposure
-0.04510643539608017
IJR.US Exposure
0.014419850264615348
QUAL.US Exposure
-0.02850191147456491
SHV.US Exposure
0.3493931198209051
TLT.US Exposure
0.006573812318743418
LQD.US Exposure
0.03481858682905091
HYG.US Exposure
-0.008690728079827511
GLD.US Exposure
0.0060924772364183396
USO.US Exposure
0.008913808632767469
VNQ.US Exposure
-0.04650876886664226
BTC-USD.CC Exposure
-0.022461641206181188
CPER.US Exposure
-0.007672041438651009
VIX.INDX Exposure
0.013048345292983541
UUP.US Exposure
-0.008354445175202325
TIP.US Exposure
-0.0030753252674989226
Idiosyncratic Exposure
0.011876961093189654
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
84.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.4%

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 →19.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.01%
Market Cap$401.3B
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
$386
Avg Yield on Cost
3.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$386.123.86%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 →
+0.8%
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 →
+3.2%
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 →
2.9% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity Yield Enhanced Equity ETF a high-risk investment?

Fidelity Yield Enhanced Equity ETF (FYEE.US) has an annualized volatility of 13.4% and experienced a maximum drawdown of 7.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FYEE.US has generated a Compound Annual Growth Rate (CAGR) of 15.6%. It has had a positive return in 50% 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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