EBLU vs. WTTR

Last updated Jun 3, 2026

EBLU (Ecofin Global Water ESG Fund) is Water Equities fund tracking the Ecofin Water ESG Index, while WTTR (Select Energy Services, Inc.) is a stock. Over the past 5 years, EBLU returned 3.93%/yr vs 25.52%/yr for WTTR. At a 0.27 correlation, their price movements are largely independent.

Performance

EBLU vs. WTTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecofin Global Water ESG Fund (EBLU) and Select Energy Services, Inc. (WTTR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EBLU achieves a -2.16% return, which is significantly lower than WTTR's 81.07% return.

EBLU

• 1D: 0.97%
• 1M: -4.64%
• YTD: -2.16%
• 6M: -3.83%
• 1Y: -0.69%
• 3Y*: 9.65%
• 5Y*: 3.93%
• 10Y*: —

WTTR

• 1D: 2.61%
• 1M: 14.86%
• YTD: 81.07%
• 6M: 84.40%
• 1Y: 135.57%
• 3Y*: 38.12%
• 5Y*: 25.52%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EBLU vs. WTTR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EBLU Ecofin Global Water ESG Fund	-2.16%	11.82%	8.54%	20.95%	-25.99%	28.93%	15.74%	38.72%	-12.80%	18.49%
WTTR Select Energy Services, Inc.	81.07%	-18.31%	79.17%	-15.63%	49.18%	51.95%	-55.82%	46.84%	-65.35%	30.10%

Correlation

The correlation between EBLU and WTTR is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (All Time) Calculated using the full available price history since Apr 24, 2017	0.27

The correlation between EBLU and WTTR shifts across timeframes, from 0.18 (1 year) to 0.28 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

EBLU vs. WTTR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EBLU

EBLU Risk / Return Rank: 8
EBLU Sharpe Ratio Rank: 8
EBLU Sortino Ratio Rank: 8
EBLU Omega Ratio Rank: 8
EBLU Calmar Ratio Rank: 8
EBLU Martin Ratio Rank: 8

WTTR

WTTR Risk / Return Rank: 93
WTTR Sharpe Ratio Rank: 94
WTTR Sortino Ratio Rank: 92
WTTR Omega Ratio Rank: 91
WTTR Calmar Ratio Rank: 94
WTTR Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EBLU vs. WTTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecofin Global Water ESG Fund (EBLU) and Select Energy Services, Inc. (WTTR). 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	WTTR	Difference
Sharpe ratio Return per unit of total volatility	-0.05	3.10	-3.15
Sortino ratio Return per unit of downside risk	0.03	3.62	-3.58
Omega ratio Gain probability vs. loss probability	1.00	1.46	-0.45
Calmar ratio Return relative to maximum drawdown	-0.06	6.86	-6.91
Martin ratio Return relative to average drawdown	-0.14	19.13	-19.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EBLU vs. WTTR - Sharpe Ratio Comparison

The current EBLU Sharpe Ratio is -0.05, which is lower than the WTTR Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of EBLU and WTTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EBLU	WTTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	3.10	-3.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.51	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.07	+0.43

Drawdowns

EBLU vs. WTTR - Drawdown Comparison

The maximum EBLU drawdown since its inception was -37.58%, smaller than the maximum WTTR drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for EBLU and WTTR.

Drawdown Indicators

	EBLU	WTTR	Difference
Max Drawdown Largest peak-to-trough decline	-37.58%	-89.49%	+51.91%
Max Drawdown (1Y) Largest decline over 1 year	-13.17%	-20.45%	+7.28%
Max Drawdown (3Y) Largest decline over 3 years	-15.42%	-50.66%	+35.24%
Max Drawdown (5Y) Largest decline over 5 years	-35.36%	-50.66%	+15.30%
Current Drawdown Current decline from peak	-11.80%	-5.89%	-5.91%
Average Drawdown Average peak-to-trough decline	-8.14%	-53.44%	+45.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.41%	7.33%	-1.92%

Volatility

EBLU vs. WTTR - Volatility Comparison

The current volatility for Ecofin Global Water ESG Fund (EBLU) is 4.47%, while Select Energy Services, Inc. (WTTR) has a volatility of 10.98%. This indicates that EBLU experiences smaller price fluctuations and is considered to be less risky than WTTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EBLU	WTTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	10.98%	-6.51%
Volatility (6M) Calculated over the trailing 6-month period	11.46%	30.80%	-19.34%
Volatility (1Y) Calculated over the trailing 1-year period	14.44%	44.00%	-29.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	49.91%	-32.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.97%	61.07%	-42.10%

Dividends

EBLU vs. WTTR - Dividend Comparison

EBLU's dividend yield for the trailing twelve months is around 3.38%, more than WTTR's 1.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EBLU Ecofin Global Water ESG Fund	3.38%	3.31%	1.34%	1.46%	1.64%	1.55%	1.42%	1.58%	1.35%	1.32%
WTTR Select Energy Services, Inc.	1.48%	2.66%	1.89%	2.77%	0.54%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EBLU and WTTR in my portfolio?

EBLU and WTTR have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EBLU or WTTR?

WTTR has higher volatility (10.98%) compared to EBLU (4.47%). In terms of maximum drawdown, EBLU dropped -37.58% vs WTTR's -89.49%.

Which has better risk-adjusted returns?

WTTR currently has the higher Sharpe Ratio (3.10 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.