EBLU vs. WTTR
Compare and contrast key facts about Ecofin Global Water ESG Fund (EBLU) and Select Energy Services, Inc. (WTTR).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBLU or WTTR.
Key characteristics
| EBLU | WTTR | |
|---|---|---|
| YTD Return | 16.37% | 88.77% |
| 1Y Return | 34.01% | 99.00% |
| 3Y Return (Ann) | 1.88% | 25.79% |
| 5Y Return (Ann) | 10.50% | 13.37% |
| Sharpe Ratio | 2.36 | 2.38 |
| Sortino Ratio | 3.33 | 3.67 |
| Omega Ratio | 1.41 | 1.46 |
| Calmar Ratio | 1.42 | 1.55 |
| Martin Ratio | 12.36 | 17.40 |
| Ulcer Index | 2.71% | 5.90% |
| Daily Std Dev | 14.24% | 43.05% |
| Max Drawdown | -37.58% | -89.49% |
| Current Drawdown | 0.00% | -31.79% |
Correlation
The correlation between EBLU and WTTR is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EBLU vs. WTTR - Performance Comparison
In the year-to-date period, EBLU achieves a 16.37% return, which is significantly lower than WTTR's 88.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EBLU vs. WTTR - Risk-Adjusted Performance 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.
Dividends
EBLU vs. WTTR - Dividend Comparison
EBLU's dividend yield for the trailing twelve months is around 1.12%, less than WTTR's 1.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
EBLU Ecofin Global Water ESG Fund | 1.12% | 1.46% | 0.00% | 1.55% | 1.42% | 1.58% | 1.35% | 0.20% |
WTTR Select Energy Services, Inc. | 1.79% | 2.77% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
EBLU vs. WTTR - Volatility Comparison
The current volatility for Ecofin Global Water ESG Fund (EBLU) is 4.70%, while Select Energy Services, Inc. (WTTR) has a volatility of 25.55%. 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.