FDLO vs EPS
Comparison between FIDELITY LOW VOLATILITY FACTOR ETF (FDLO, ETF) and WISDOMTREE U.S. LARGECAP FUND (EPS, ETF).
5-Year PerformanceEPS has outperformed FDLO, delivering a return of +12.5% compared to +9.7%
FDLO vs EPS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FDLO
$1.30B
EPS
$1.30B
Expense Ratio
FDLO
0.15%
Winner
EPS
0.08%
Max Drawdown
Winner
FDLO
34.72%
EPS
55.60%
Sharpe Ratio
FDLO
1.42
Winner
EPS
2.14
5Y Beta
Winner
FDLO
0.64
EPS
0.90
P/E Ratio
Winner
FDLO
22.74
EPS
23.71
Forward P/E
FDLO
19.68
Winner
EPS
19.12
PEG Ratio
FDLO
0.47
EPS
N/A
5Y Dividends CAGR
Winner
FDLO
10.19%
EPS
8.33%
5Y EPS CAGR
FDLO
16.50%
Winner
EPS
25.30%
Debt to Equity
Winner
FDLO
21.77%
EPS
26.36%
P/S Ratio
Winner
FDLO
2.96
EPS
3.01
P/B Ratio
FDLO
4.32
Winner
EPS
4.22
FDLO vs EPS - Holdings Comparison
FDLO and EPS have 100 common holdings. Overlap is 50.28%
FDLO's top 25 holdings weight is 56.25%. EPS's top 25 holdings weight is 52.10%.
| Rank | FDLO | EPS |
|---|---|---|
| #1 | APPLE INC (AAPL) - 7.36% | NVIDIA CORP (NVDA) - 7.90% |
| #2 | ALPHABET INC CLASS A (GOOGL) - 6.41% | AMAZON.COM INC (AMZN) - 6.48% |
| #3 | MICROSOFT CORP (MSFT) - 6.16% | ALPHABET INC CLASS A (GOOGL) - 6.37% |
| #4 | AMAZON.COM INC (AMZN) - 4.51% | APPLE INC (AAPL) - 5.01% |
| #5 | BROADCOM INC (AVGO) - 4.41% | MICROSOFT CORP (MSFT) - 4.10% |
| #6 | n/a (n/a) - 2.00% | META PLATFORMS INC CLASS A (META) - 3.59% |
| #7 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.78% | JPMORGAN CHASE & CO (JPM) - 2.08% |
| #8 | JPMORGAN CHASE & CO (JPM) - 1.75% | BROADCOM INC (AVGO) - 1.72% |
| #9 | CISCO SYSTEMS INC (CSCO) - 1.73% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.69% |
| #10 | TEXAS INSTRUMENTS INC (TXN) - 1.71% | EXXON MOBIL CORP (XOM) - 1.40% |
| #11 | ANALOG DEVICES INC (ADI) - 1.63% | JOHNSON & JOHNSON (JNJ) - 1.18% |
| #12 | AMPHENOL CORP CLASS A (APH) - 1.51% | BANK OF AMERICA CORP (BAC) - 1.00% |
| #13 | ELI LILLY AND CO (LLY) - 1.44% | MERCK & CO INC (MRK) - 0.85% |
| #14 | JOHNSON & JOHNSON (JNJ) - 1.30% | MICRON TECHNOLOGY INC (MU) - 0.84% |
| #15 | VERISIGN INC (VRSN) - 1.29% | VERIZON COMMUNICATIONS INC (VZ) - 0.84% |
| #16 | MOTOROLA SOLUTIONS INC (MSI) - 1.28% | WALMART INC (WMT) - 0.83% |
| #17 | INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.24% | ELI LILLY AND CO (LLY) - 0.78% |
| #18 | VISA INC CLASS A (V) - 1.22% | VISA INC CLASS A (V) - 0.76% |
| #19 | ROPER TECHNOLOGIES INC (ROP) - 1.16% | UNITEDHEALTH GROUP INC (UNH) - 0.74% |
| #20 | EXXON MOBIL CORP (XOM) - 1.15% | CISCO SYSTEMS INC (CSCO) - 0.70% |
| #21 | UNITEDHEALTH GROUP INC (UNH) - 1.12% | PFIZER INC (PFE) - 0.68% |
| #22 | WALMART INC (WMT) - 1.07% | WELLS FARGO & CO (WFC) - 0.66% |
| #23 | MASTERCARD INC CLASS A (MA) - 1.04% | TESLA INC (TSLA) - 0.64% |
| #24 | AMDOCS LTD (DOX) - 0.99% | THE GOLDMAN SACHS GROUP INC (GS) - 0.63% |
| #25 | ACCENTURE PLC CLASS A (ACN) - 0.99% | CHEVRON CORP (CVX) - 0.63% |
| Total Holdings | 127 | 477 |
FDLO vs EPS - Historical Returns
Returns include dividend reinvestment.
1M
FDLO
+3.61%
Winner
EPS
+8.58%
3M
FDLO
+1.30%
Winner
EPS
+6.58%
6M
FDLO
+6.08%
Winner
EPS
+11.27%
1Y
FDLO
+17.25%
Winner
EPS
+32.07%
5Y(CAGR)
FDLO
+9.66%
Winner
EPS
+12.49%
10Y(CAGR)
FDLO
+12.78%
Winner
EPS
+14.82%
Max(CAGR)
Winner
FDLO
+12.78%
EPS
+10.35%
FDLO vs EPS - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | FDLO | EPS |
|---|---|---|
| 2026 | +3.88% | +8.53% |
| 2025 | +12.31% | +17.52% |
| 2024 | +16.30% | +24.38% |
| 2023 | +16.85% | +23.19% |
| 2022 | -9.91% | -16.52% |
| 2021 | +25.84% | +29.19% |
| 2020 | +11.71% | +11.09% |
| 2019 | +30.94% | +32.16% |
| 2018 | -0.03% | -7.91% |
| 2017 | +19.74% | +22.21% |
| 2016 | +3.55% | +15.33% |
| 2015 | N/A | -1.36% |
| 2014 | N/A | +14.27% |
| 2013 | N/A | +29.44% |
| 2012 | N/A | +12.80% |
| 2011 | N/A | +2.58% |
| 2010 | N/A | +11.74% |
| 2009 | N/A | +23.43% |
| 2008 | N/A | -35.92% |
| 2007 | N/A | +2.94% |
FDLO vs EPS Drawdown Comparison
The maximum drawdown for FDLO was -34.33%, occurring on Mar 23, 2020. Recovery took 134 trading sessions.
The maximum drawdown for EPS was -54.41%, occurring on Mar 6, 2009. Recovery took 1115 trading sessions.
The current FDLO drawdown is -0.44%.
| Rank | FDLO | EPS |
|---|---|---|
| #1 | -34.33% Feb 19, 2020 - Aug 28, 2020 | -54.41% Oct 10, 2007 - Mar 14, 2012 |
| #2 | -19.23% Dec 29, 2021 - Nov 20, 2023 | -35.79% Feb 12, 2020 - Sep 2, 2020 |
| #3 | -15.97% Sep 21, 2018 - Mar 13, 2019 | -23.56% Jan 4, 2022 - Dec 13, 2023 |
| #4 | -13.68% Feb 19, 2025 - Jul 1, 2025 | -18.98% Sep 20, 2018 - Apr 8, 2019 |
| #5 | -9.65% Jan 26, 2018 - Jul 24, 2018 | -17.65% Feb 19, 2025 - Jun 27, 2025 |
| #6 | -7.33% Sep 2, 2020 - Nov 11, 2020 | -15.09% May 21, 2015 - Jul 14, 2016 |
| #7 | -7.13% Feb 2, 2026 - Apr 17, 2026 | -10.72% Apr 2, 2012 - Aug 21, 2012 |
| #8 | -5.05% Sep 3, 2021 - Oct 21, 2021 | -10.31% Jul 13, 2007 - Oct 9, 2007 |
| #9 | -4.93% Jul 29, 2019 - Sep 5, 2019 | -10.19% Jan 26, 2018 - Aug 29, 2018 |
| #10 | -4.92% Dec 3, 2024 - Feb 13, 2025 | -8.98% Sep 2, 2020 - Nov 9, 2020 |
| #11 | -4.56% Sep 22, 2016 - Nov 21, 2016 | -8.39% Feb 2, 2026 - Apr 14, 2026 |
| #12 | -4.51% Jul 17, 2024 - Aug 19, 2024 | -7.84% May 3, 2019 - Jul 1, 2019 |
| #13 | -4.40% Feb 9, 2021 - Mar 15, 2021 | -7.82% Jul 16, 2024 - Aug 30, 2024 |
| #14 | -4.39% Mar 28, 2024 - May 15, 2024 | -7.47% Sep 18, 2014 - Oct 31, 2014 |
| #15 | -4.13% Nov 16, 2021 - Dec 10, 2021 | -7.30% Sep 14, 2012 - Jan 2, 2013 |
Correlation
Correlation between FDLO and EPS is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (2007 - 2026)
FDLO vs EPS dividend yield comparison.
| Year | FDLO | EPS |
|---|---|---|
| 2026 | 0.40% | 0.26% |
| 2025 | 1.37% | 1.26% |
| 2024 | 1.40% | 1.47% |
| 2023 | 1.35% | 1.73% |
| 2022 | 1.49% | 1.95% |
| 2021 | 1.11% | 1.51% |
| 2020 | 1.38% | 1.85% |
| 2019 | 1.55% | 1.70% |
| 2018 | 1.76% | 2.02% |
| 2017 | 1.61% | 1.59% |
| 2016 | 0.55% | 1.99% |
| 2015 | 0.00% | 2.15% |
| 2014 | 0.00% | 1.66% |
| 2013 | 0.00% | 1.63% |
| 2012 | 0.00% | 2.17% |
| 2011 | 0.00% | 1.95% |
| 2010 | 0.00% | 1.70% |
| 2009 | 0.00% | 1.93% |
| 2008 | 0.00% | 2.73% |
| 2007 | 0.00% | 1.41% |
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