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First Trust Water ETF (FIW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33733B1008
CUSIP33733B100
IssuerFirst Trust
Inception DateMay 8, 2007
RegionNorth America (U.S.)
CategoryWater Equities
Index TrackedISE Clean Edge Water Index
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

FIW has a high expense ratio of 0.54%, indicating higher-than-average management fees.


Expense ratio chart for FIW: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%

Share Price Chart


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Compare to other instruments

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


First Trust Water ETF

Popular comparisons: FIW vs. PHO, FIW vs. CGW, FIW vs. ICLN, FIW vs. PIO, FIW vs. VOO, FIW vs. SPY, FIW vs. QQQ, FIW vs. GRID, FIW vs. VGT, FIW vs. IVV

Performance

Performance Chart

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


200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%December2024FebruaryMarchAprilMay
501.95%
253.38%
FIW (First Trust Water ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust Water ETF had a return of 12.87% year-to-date (YTD) and 28.53% in the last 12 months. Over the past 10 years, First Trust Water ETF had an annualized return of 13.11%, outperforming the S&P 500 benchmark which had an annualized return of 10.87%.


PeriodReturnBenchmark
Year-To-Date12.87%11.56%
1 month9.71%7.13%
6 months23.99%17.26%
1 year28.53%26.92%
5 years (annualized)16.99%13.56%
10 years (annualized)13.11%10.87%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.19%6.72%4.33%-2.94%12.87%
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%3.39%4.91%1.18%0.78%4.73%3.69%-6.07%6.25%-0.78%5.76%32.00%
20200.95%-8.15%-13.98%10.00%5.92%0.35%5.50%2.67%0.33%2.98%11.18%4.40%21.15%
201910.00%5.71%0.23%3.03%-5.07%9.72%0.67%-0.14%2.15%2.39%1.14%3.28%37.37%
20180.44%-4.35%2.17%-0.93%1.71%0.18%4.59%1.29%-0.07%-10.36%5.35%-8.38%-9.24%
20173.12%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%
20135.84%2.14%2.50%-3.71%3.86%-3.47%6.39%-2.92%10.11%3.24%0.92%3.35%31.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FIW is 69, suggesting that the investment has average results relative to other ETFs 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 FIW is 6969
FIW (First Trust Water ETF)
The Sharpe Ratio Rank of FIW is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of FIW is 7272Sortino Ratio Rank
The Omega Ratio Rank of FIW is 7272Omega Ratio Rank
The Calmar Ratio Rank of FIW is 7171Calmar Ratio Rank
The Martin Ratio Rank of FIW is 6161Martin 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 First Trust Water ETF (FIW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FIW
Sharpe ratio
The chart of Sharpe ratio for FIW, currently valued at 1.91, compared to the broader market0.002.004.006.001.91
Sortino ratio
The chart of Sortino ratio for FIW, currently valued at 2.72, compared to the broader market0.005.0010.002.72
Omega ratio
The chart of Omega ratio for FIW, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for FIW, currently valued at 1.64, compared to the broader market0.005.0010.0015.001.64
Martin ratio
The chart of Martin ratio for FIW, currently valued at 5.68, compared to the broader market0.0020.0040.0060.0080.00100.005.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.002.004.006.002.34
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.31, compared to the broader market0.005.0010.003.31
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.93, compared to the broader market0.0020.0040.0060.0080.00100.008.93

Sharpe Ratio

The current First Trust Water ETF Sharpe ratio is 1.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Water ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.91
2.34
FIW (First Trust Water ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Water ETF granted a 0.60% dividend yield in the last twelve months. The annual payout for that period amounted to $0.64 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.64$0.65$0.53$0.35$0.40$0.33$0.32$0.55$0.20$0.23$0.25$0.21

Dividend yield

0.60%0.68%0.67%0.37%0.56%0.55%0.73%1.13%0.51%0.76%0.75%0.62%

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
2024$0.00$0.00$0.08$0.00$0.00$0.08
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
2020$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.12$0.40
2019$0.00$0.00$0.09$0.00$0.00$0.13$0.00$0.00$0.05$0.00$0.00$0.06$0.33
2018$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.00$0.06$0.00$0.00$0.11$0.32
2017$0.00$0.00$0.29$0.00$0.00$0.11$0.00$0.00$0.06$0.00$0.00$0.09$0.55
2016$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.05$0.20
2015$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.06$0.23
2014$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.00$0.05$0.00$0.00$0.06$0.25
2013$0.02$0.00$0.00$0.11$0.00$0.00$0.04$0.00$0.00$0.04$0.21

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.31%
0
FIW (First Trust Water ETF)
Benchmark (^GSPC)

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 0.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.75%Jun 6, 2008190Mar 9, 2009522Apr 1, 2011712
-36.6%Feb 20, 202023Mar 23, 2020139Oct 8, 2020162
-28.53%Nov 22, 2021143Jun 16, 2022376Dec 14, 2023519
-25.13%Jul 8, 201161Oct 3, 201198Feb 23, 2012159
-22.21%Jun 23, 2014320Sep 28, 2015141Apr 20, 2016461

Volatility

Volatility Chart

The current First Trust Water ETF volatility is 3.58%, 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%December2024FebruaryMarchAprilMay
3.58%
3.10%
FIW (First Trust Water ETF)
Benchmark (^GSPC)