EBLU vs. FIW
Compare and contrast key facts about Ecofin Global Water ESG Fund (EBLU) and First Trust Water ETF (FIW).
EBLU and FIW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EBLU is a passively managed fund by Tortoise that tracks the performance of the Ecofin Water ESG Index. It was launched on Feb 15, 2017. FIW is a passively managed fund by First Trust that tracks the performance of the ISE Clean Edge Water Index. It was launched on May 8, 2007. Both EBLU and FIW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EBLU vs. FIW - Performance Comparison
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EBLU vs. FIW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EBLU Ecofin Global Water ESG Fund | 0.43% | 11.82% | 8.54% | 20.95% | -25.99% | 28.93% | 15.74% | 38.72% | -12.80% | 20.21% |
FIW First Trust Water ETF | -3.98% | 7.20% | 8.38% | 20.35% | -15.70% | 32.00% | 21.15% | 37.37% | -9.23% | 18.42% |
Returns By Period
In the year-to-date period, EBLU achieves a 0.43% return, which is significantly higher than FIW's -3.98% return.
EBLU
- 1D
- 1.19%
- 1M
- -8.21%
- YTD
- 0.43%
- 6M
- -1.42%
- 1Y
- 11.49%
- 3Y*
- 11.06%
- 5Y*
- 5.76%
- 10Y*
- —
FIW
- 1D
- 0.96%
- 1M
- -7.88%
- YTD
- -3.98%
- 6M
- -7.06%
- 1Y
- 3.99%
- 3Y*
- 8.37%
- 5Y*
- 6.40%
- 10Y*
- 12.89%
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EBLU vs. FIW - Expense Ratio Comparison
EBLU has a 0.40% expense ratio, which is lower than FIW's 0.54% expense ratio.
Return for Risk
EBLU vs. FIW — Risk / Return Rank
EBLU
FIW
EBLU vs. FIW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecofin Global Water ESG Fund (EBLU) and First Trust Water ETF (FIW). 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.
| EBLU | FIW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.21 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.10 | 0.46 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.05 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 0.33 | +0.53 |
Martin ratioReturn relative to average drawdown | 2.79 | 1.04 | +1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EBLU | FIW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.21 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.35 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.43 | +0.09 |
Correlation
The correlation between EBLU and FIW is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EBLU vs. FIW - Dividend Comparison
EBLU's dividend yield for the trailing twelve months is around 3.29%, more than FIW's 0.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBLU Ecofin Global Water ESG Fund | 3.29% | 3.31% | 1.34% | 1.46% | 1.64% | 1.55% | 1.42% | 1.58% | 1.35% | 1.32% | 0.00% | 0.00% |
FIW First Trust Water ETF | 0.79% | 0.69% | 0.69% | 0.68% | 0.67% | 0.37% | 0.56% | 0.55% | 0.73% | 1.13% | 0.51% | 0.76% |
Drawdowns
EBLU vs. FIW - Drawdown Comparison
The maximum EBLU drawdown since its inception was -37.58%, smaller than the maximum FIW drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for EBLU and FIW.
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Drawdown Indicators
| EBLU | FIW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -52.75% | +15.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.17% | -12.74% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -35.36% | -28.53% | -6.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.60% | — |
Current DrawdownCurrent decline from peak | -9.47% | -9.95% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -8.29% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 4.01% | +0.06% |
Volatility
EBLU vs. FIW - Volatility Comparison
Ecofin Global Water ESG Fund (EBLU) and First Trust Water ETF (FIW) have volatilities of 5.83% and 5.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBLU | FIW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 5.83% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 11.03% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 18.65% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 18.30% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 19.88% | -0.88% |