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Sunday, August 23, 2026The Morning Brief →Sign in

Fidelity Low Volatility Factor ETF

$72.65+0.35% today
637452-WK

The fund normally invests at least 80% of assets in securities included in the Fidelity U.S. Low Volatility Factor Index?, which is designed to reflect the performance of stocks of large and mid-capitalization U.S. companies with lower volatility than the broader market. It may lend securities to earn income for the fund.

Price & daily flows
71.568.665.772.65DAILY NET FLOWAug 22Dec 19Apr 21Aug 21

SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN

The desk’s read

Flows are quiet — the past month netted out near zero, while the price has returned +8.9% so far this year. At 0.15% a year it is not the cheapest way in — ITDG runs the same ground at 0.11%.

COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH

$1.2Bassets under management
0.15%expense ratio · $15 per $10,000 a year
net flow, trailing month
55Kavg daily volume, 30 days
128holdings · US-domiciled
2016listed September 14, 2016 · beta 0.52
Performance
1 week-0.3%
1 month+4.8%
3 months+3.4%
6 months+6.9%
YTD+8.9%
1 year+12.1%
3 years

PRICE RETURN, DISTRIBUTIONS NOT REINVESTED

Net flows
1 week
1 month
3 months
YTD
1 year

CREATION/REDEMPTION DOLLARS, DAILY RECORDS

The risk read
10%realized volatility, 30 days (annualized)
9%realized volatility, 1 year
-7.5%deepest fall from a peak, 1 year
-1.3%where it sits vs. that peak today

VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK

Options tape
6calls today
puts today
put/call ratio
31Kshares traded
The case against FDLO

Due diligence cuts both ways. These funds sit on the same shelf and beat FDLO on at least one dimension that matters — the fee, the asset base, or where the money is going.

FundFeeAssetsFlow, 1MThe case
ESMV iShares ESG MSCI USA Min Vol Factor ETF0.18%$7904.06T−$41K6427244× the assetsHead-to-head
USMV iShares MSCI USA Min Vol Factor ETF0.15%$24.1B−$81M20× the assetsHead-to-head
BUFR FT CBOE VEST FUND OF BUFFER ETFS$5.1B4× the assetsHead-to-head
ACWV iShares MSCI Global Min Vol Factor ETF0.20%$3.4B+$155K3× the assets · +$155K in over the monthHead-to-head
EFAV iShares MSCI EAFE Min Vol Factor ETF0.22%$5.5B+$101M4× the assets · +$101M in over the monthHead-to-head
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InstrumentsHarvest substitutesTrade cost at $1MClient tearsheetStress this fund
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