PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Global Water Index ETF (CWW.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateJun 4, 2007
RegionGlobal (Broad)
CategoryWater Equities
Index TrackedMorningstar Gbl GR CAD
Home Pagewww.blackrock.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

The iShares Global Water Index ETF has a high expense ratio of 0.66%, indicating higher-than-average management fees.


Expense ratio chart for CWW.TO: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Global Water Index ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in iShares Global Water Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
22.09%
18.88%
CWW.TO (iShares Global Water Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Global Water Index ETF had a return of 6.73% year-to-date (YTD) and 11.41% in the last 12 months. Over the past 10 years, iShares Global Water Index ETF had an annualized return of 10.73%, while the S&P 500 benchmark had an annualized return of 10.42%, indicating that iShares Global Water Index ETF performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date6.73%5.05%
1 month-0.29%-4.27%
6 months22.09%18.82%
1 year11.41%21.22%
5 years (annualized)10.49%11.38%
10 years (annualized)10.73%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.14%4.87%4.03%
2023-7.65%-0.26%8.75%4.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CWW.TO is 63, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of CWW.TO is 6363
iShares Global Water Index ETF(CWW.TO)
The Sharpe Ratio Rank of CWW.TO is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of CWW.TO is 6868Sortino Ratio Rank
The Omega Ratio Rank of CWW.TO is 6767Omega Ratio Rank
The Calmar Ratio Rank of CWW.TO is 5757Calmar Ratio Rank
The Martin Ratio Rank of CWW.TO is 5858Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Global Water Index ETF (CWW.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CWW.TO
Sharpe ratio
The chart of Sharpe ratio for CWW.TO, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.21
Sortino ratio
The chart of Sortino ratio for CWW.TO, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.001.81
Omega ratio
The chart of Omega ratio for CWW.TO, currently valued at 1.22, compared to the broader market1.001.502.001.22
Calmar ratio
The chart of Calmar ratio for CWW.TO, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.000.71
Martin ratio
The chart of Martin ratio for CWW.TO, currently valued at 3.35, compared to the broader market0.0010.0020.0030.0040.0050.003.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.007.21

Sharpe Ratio

The current iShares Global Water Index ETF Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.21
2.28
CWW.TO (iShares Global Water Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Global Water Index ETF granted a 1.19% dividend yield in the last twelve months. The annual payout for that period amounted to CA$0.65 per share.


PeriodTTM20232022202120202019201820172016201520142013
DividendCA$0.65CA$0.68CA$0.67CA$1.66CA$0.57CA$0.57CA$1.08CA$0.55CA$0.53CA$0.38CA$0.34CA$0.31

Dividend yield

1.19%1.31%1.43%2.93%1.27%1.42%3.38%1.61%1.83%1.32%1.35%1.37%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Global Water Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024CA$0.00CA$0.00CA$0.12
2023CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.24CA$0.00CA$0.00CA$0.22CA$0.00CA$0.00CA$0.08
2022CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.26CA$0.00CA$0.00CA$0.22
2021CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.21CA$0.00CA$0.00CA$0.59CA$0.00CA$0.00CA$0.78
2020CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.17CA$0.00CA$0.00CA$0.20CA$0.00CA$0.00CA$0.15
2019CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.18CA$0.00CA$0.00CA$0.07
2018CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.25CA$0.00CA$0.00CA$0.19CA$0.00CA$0.00CA$0.59
2017CA$0.00CA$0.00CA$0.07CA$0.00CA$0.00CA$0.33CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.03
2016CA$0.00CA$0.00CA$0.16CA$0.00CA$0.00CA$0.26CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.00
2015CA$0.00CA$0.00CA$0.06CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.10
2014CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.11
2013CA$0.06CA$0.00CA$0.00CA$0.06CA$0.00CA$0.00CA$0.06CA$0.00CA$0.00CA$0.12

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.30%
-3.64%
CWW.TO (iShares Global Water Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Global Water Index ETF. 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 iShares Global Water Index ETF was 48.36%, occurring on Mar 6, 2009. Recovery took 960 trading sessions.

The current iShares Global Water Index ETF drawdown is 1.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.36%Jul 16, 2007411Mar 6, 2009960Feb 19, 20131371
-29.4%Feb 18, 202025Mar 23, 2020158Nov 6, 2020183
-29.37%Dec 30, 2021117Jun 16, 2022
-10.4%Jun 10, 201486Oct 10, 201447Dec 22, 2014133
-9.75%Sep 7, 201876Dec 27, 201835Feb 15, 2019111

Volatility

Volatility Chart

The current iShares Global Water Index ETF volatility is 2.94%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
2.94%
3.14%
CWW.TO (iShares Global Water Index ETF)
Benchmark (^GSPC)