FIDO in contrast has better security and retains control, with the main loss being simplicity, I understand how it works pretty well, but most people aren't going to really put the time in or have the inclination.
FIDO is designed to be used for things like WebAuthn, which can't be phished, and doesn't use secrets so the Relying Party doesn't know anything which can be compromised.
You can build one yourself, buy Solo Keys, or indeed buy a Yubico product.