FIDELITY YIELD ENHANCED EQUITY ETF
Symbol: FYEE
Exchange: BATS
Sector: Technology
Category: Derivative Income
Inception date: 09/04/2024
Latest date: 15/10/2026
Current price: $30.03
Expense ratio: 0.28%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.94%
Ann. -29.18% (Sharpe / Sortino numerator)
Volatility
16.43%
Sharpe ratio
-1.996
VaR 95%
-1.49%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.56%
Ann. -18.62% (Sharpe / Sortino numerator)
Volatility
13.61%
Sharpe ratio
-1.635
VaR 95%
-1.65%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
10.20%
Ann. -1.31% (Sharpe / Sortino numerator)
Volatility
12.41%
Sharpe ratio
-0.398
VaR 95%
-1.35%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
18.41%
Ann. 13.28% (Sharpe / Sortino numerator)
Volatility
15.98%
Sharpe ratio
0.604
VaR 95%
-1.37%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
33.72%
Ann. 15.85% (Sharpe / Sortino numerator)
Volatility
14.42%
Sharpe ratio
0.849
VaR 95%
-1.47%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
47.67%
Ann. 17.00% (Sharpe / Sortino numerator)
Volatility
13.71%
Sharpe ratio
0.973
VaR 95%
-1.34%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.069%
Best day
2.882%
Worst day
-2.277%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $29.80 | $30.07 | $29.80 | $30.03 | 94,600 |
| 14/10/2026 | $30.16 | $30.16 | $29.87 | $29.95 | 82,500 |
| 13/10/2026 | $30.17 | $30.27 | $30.11 | $30.21 | 98,900 |
| 12/10/2026 | $30.25 | $30.25 | $30.16 | $30.21 | 69,300 |
| 09/10/2026 | $30.19 | $30.33 | $30.07 | $30.23 | 119,500 |
| 08/10/2026 | $30.15 | $30.16 | $29.95 | $30.08 | 72,100 |
| 07/10/2026 | $30.12 | $30.19 | $30.01 | $30.19 | 104,600 |
| 06/10/2026 | $30.20 | $30.20 | $30.10 | $30.16 | 166,700 |
| 05/10/2026 | $29.81 | $30.10 | $29.81 | $30.04 | 125,600 |
| 02/10/2026 | $29.89 | $29.95 | $29.81 | $29.92 | 113,200 |