PortfoliosLab logoPortfoliosLab logo
ISIN
US33733B1008
CUSIP
33733B100
Inception Date
May 8, 2007
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
ISE Clean Edge Water Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Highlights

Avg. Volume (1M)
50K
Avg. Volume Value (1M)
$5.43M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

FIW Performance Chart

First Trust Water ETF (FIW) is up 0.4% since the beginning of the year. FIW is currently trading at $109 per share. Investors who bought $1,000 worth of FIW shares 5 years ago would now be looking at an investment worth $1,285.


Loading charts...

Benchmark

Compare this symbol against anything

Returns By Period

First Trust Water ETF (FIW) has returned 0.42% so far this year and 1.34% over the past 12 months. Over the last ten years, FIW has returned 12.38% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


First Trust Water ETF

1D
0.20%
1M
-0.27%
6M
-3.23%
YTD
0.42%
1Y
1.34%
3Y*
6.99%
5Y*
5.15%
10Y*
12.38%
ALL TIME*
9.98%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIW Monthly Returns History

Based on dividend-adjusted daily data since May 11, 2007, FIW's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2009 with a return of +15.0%, while the worst month was Oct 2008 at -22.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FIW closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.0%, while the worst single day was Oct 15, 2008 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.77%1.06%-9.31%3.94%-3.22%5.76%-0.74%0.42%
20253.55%-1.63%-3.00%0.50%4.42%2.40%0.51%4.80%-1.07%-0.90%0.66%-2.86%7.20%
2024-3.19%6.72%4.33%-2.94%3.81%-2.62%7.08%0.51%1.74%-3.98%5.10%-7.27%8.38%
20236.97%-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%3.38%4.91%1.18%0.78%4.73%3.69%-6.07%6.25%-0.78%5.76%32.00%

Benchmark Metrics

First Trust Water ETF has an annualized alpha of 1.77%, beta of 1.00, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since May 11, 2007.

  • This ETF captured 107.37% of S&P 500 Index gains and 101.88% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.00 and R2 of 0.76, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.77%
Beta
1.00
0.76
Upside Capture
107.37%
Downside Capture
101.88%

Expense Ratio

FIW has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FIW ranks 12 for risk / return — above 12% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.


FIW Risk / Return Rank: 1212
Overall Rank
FIW Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FIW Sortino Ratio Rank: 1212
Sortino Ratio Rank
FIW Omega Ratio Rank: 1212
Omega Ratio Rank
FIW Calmar Ratio Rank: 1212
Calmar Ratio Rank
FIW Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for First Trust Water ETF (FIW) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FIWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.02

1.25

-0.23

Calmar ratioReturn relative to maximum drawdown

0.06

2.00

-1.94

Martin ratioReturn relative to average drawdown

0.15

8.49

-8.34

Dividends

Dividend History

First Trust Water ETF provided a 0.72% dividend yield over the last twelve months, with an annual payout of $0.78 per share. The fund has been increasing its distributions for 4 consecutive years.


0.40%0.60%0.80%1.00%1.20%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.78$0.75$0.71$0.65$0.53$0.35$0.40$0.33$0.32$0.55$0.20$0.23

Dividend yield

0.72%0.69%0.69%0.68%0.67%0.37%0.56%0.55%0.73%1.13%0.51%0.76%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.38
2025$0.00$0.00$0.12$0.00$0.00$0.23$0.00$0.00$0.17$0.00$0.00$0.23$0.75
2024$0.00$0.00$0.08$0.00$0.00$0.21$0.00$0.00$0.15$0.00$0.00$0.27$0.71
2023$0.00$0.00$0.08$0.00$0.00$0.22$0.00$0.00$0.14$0.00$0.00$0.20$0.65
2022$0.00$0.00$0.09$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.16$0.53
2021$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.11$0.35

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Water 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 First Trust Water ETF was 52.75%, occurring on Mar 9, 2009. Recovery took 522 trading sessions.

The current First Trust Water ETF drawdown is 5.82%.


Drawdown

Fall

Recovery

Underwater

Related event

-52.75%Mar 2009
9mo 6d2y 23d
2y 9moJun 2008 - Apr 2011
Financial crisis2007–2009
-36.60%Mar 2020
1mo 2d6mo 19d
7mo 21dFeb 2020 - Oct 2020
COVID crash2020
-28.53%Jun 2022
6mo 26d1y 6mo
2y 22dNov 2021 - Dec 2023
Bear market2022
-25.13%Oct 2011
2mo 27d4mo 23d
7mo 20dJul 2011 - Feb 2012
-22.21%Sep 2015
1y 3mo6mo 25d
1y 10moJun 2014 - Apr 2016

Drawdown Indicators


FIWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.75%

-56.78%

+4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

-9.10%

-4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-18.32%

-18.90%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.53%

-25.43%

-3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-36.60%

-33.92%

-2.68%

Current Drawdown

Current decline from peak

-5.82%

-1.58%

-4.24%

Average Drawdown

Average peak-to-trough decline

-8.29%

-10.70%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

2.14%

+3.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FIW

Add First Trust Water ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FIW