FIW
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
First Trust Water ETF | Water Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FIW, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 11, 2007, corresponding to the inception date of FIW
Returns By Period
As of Sep 21, 2024, the FIW returned 13.77% Year-To-Date and 13.57% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
FIW | 13.77% | 1.12% | 6.26% | 30.05% | 14.60% | 13.57% |
Portfolio components: | ||||||
First Trust Water ETF | 13.77% | 1.12% | 6.26% | 30.05% | 14.60% | 13.57% |
Monthly Returns
The table below presents the monthly returns of FIW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -3.19% | 6.72% | 4.33% | -2.94% | 3.81% | -2.62% | 7.08% | 0.51% | 13.77% | ||||
2023 | 6.97% | -1.92% | 0.55% | -1.91% | -0.56% | 8.85% | 3.13% | -2.12% | -7.28% | -5.15% | 12.18% | 7.90% | 20.35% |
2022 | -12.37% | -2.70% | 4.39% | -8.97% | 0.04% | -5.97% | 12.86% | -3.54% | -8.25% | 11.02% | 4.69% | -4.71% | -15.70% |
2021 | -0.59% | 5.58% | 3.39% | 4.91% | 1.18% | 0.78% | 4.73% | 3.69% | -6.07% | 6.25% | -0.78% | 5.76% | 32.00% |
2020 | 0.95% | -8.15% | -13.98% | 10.00% | 5.92% | 0.35% | 5.50% | 2.67% | 0.33% | 2.98% | 11.18% | 4.40% | 21.15% |
2019 | 10.00% | 5.71% | 0.23% | 3.03% | -5.07% | 9.72% | 0.67% | -0.14% | 2.15% | 2.39% | 1.14% | 3.28% | 37.37% |
2018 | 0.44% | -4.35% | 2.17% | -0.93% | 1.71% | 0.18% | 4.59% | 1.29% | -0.07% | -10.36% | 5.35% | -8.38% | -9.24% |
2017 | 3.12% | 1.69% | 1.16% | 2.04% | -0.40% | 1.33% | 1.81% | -1.53% | 5.75% | 2.69% | 5.77% | -0.87% | 24.70% |
2016 | -3.85% | 5.04% | 8.98% | 6.48% | -0.38% | 0.34% | 4.45% | 1.34% | 1.69% | -3.33% | 9.47% | -0.97% | 32.14% |
2015 | -7.39% | 4.82% | -3.26% | 0.73% | 0.41% | -1.83% | -3.42% | -4.56% | -4.24% | 9.46% | 3.58% | -3.55% | -10.00% |
2014 | -4.58% | 6.12% | 0.61% | -3.07% | 0.92% | 2.92% | -7.41% | 5.50% | -5.82% | 6.33% | -0.24% | 0.25% | 0.36% |
2013 | 5.84% | 2.14% | 2.50% | -3.71% | 3.86% | -3.47% | 6.39% | -2.92% | 10.10% | 3.24% | 0.92% | 3.35% | 31.00% |
Expense Ratio
FIW features an expense ratio of 0.54%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FIW is 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
First Trust Water ETF | 1.67 | 2.36 | 1.29 | 1.58 | 8.75 |
Dividends
Dividend yield
FIW granted a 0.59% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
FIW | 0.59% | 0.68% | 0.67% | 0.37% | 0.56% | 0.55% | 0.73% | 1.13% | 0.51% | 0.76% | 0.75% | 0.62% |
Portfolio components: | ||||||||||||
First Trust Water ETF | 0.59% | 0.68% | 0.67% | 0.37% | 0.56% | 0.55% | 0.73% | 1.13% | 0.51% | 0.76% | 0.75% | 0.62% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the FIW. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FIW was 52.75%, occurring on Mar 9, 2009. Recovery took 522 trading sessions.
The current FIW drawdown is 1.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-52.75% | Jun 6, 2008 | 190 | Mar 9, 2009 | 522 | Apr 1, 2011 | 712 |
-36.6% | Feb 20, 2020 | 23 | Mar 23, 2020 | 139 | Oct 8, 2020 | 162 |
-28.53% | Nov 22, 2021 | 143 | Jun 16, 2022 | 376 | Dec 14, 2023 | 519 |
-25.13% | Jul 8, 2011 | 61 | Oct 3, 2011 | 98 | Feb 23, 2012 | 159 |
-22.21% | Jun 23, 2014 | 320 | Sep 28, 2015 | 141 | Apr 20, 2016 | 461 |
Volatility
Volatility Chart
The current FIW volatility is 4.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.