FXG vs. FIW
Compare and contrast key facts about First Trust Consumer Staples AlphaDEX Fund (FXG) and First Trust Water ETF (FIW).
FXG and FIW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXG is a passively managed fund by First Trust that tracks the performance of the StrataQuant Consumer Staples Index. It was launched on May 8, 2007. 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 FXG 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
FXG vs. FIW - Performance Comparison
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FXG vs. FIW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 5.51% | -2.66% | 3.21% | 1.97% | 3.28% | 21.73% | 4.85% | 20.65% | -11.49% | 7.87% |
FIW First Trust Water ETF | -4.90% | 7.20% | 8.38% | 20.35% | -15.70% | 32.00% | 21.15% | 37.37% | -9.23% | 24.69% |
Returns By Period
In the year-to-date period, FXG achieves a 5.51% return, which is significantly higher than FIW's -4.90% return. Over the past 10 years, FXG has underperformed FIW with an annualized return of 5.01%, while FIW has yielded a comparatively higher 12.78% annualized return.
FXG
- 1D
- 0.74%
- 1M
- -7.72%
- YTD
- 5.51%
- 6M
- 2.72%
- 1Y
- 0.28%
- 3Y*
- 2.90%
- 5Y*
- 4.05%
- 10Y*
- 5.01%
FIW
- 1D
- 2.21%
- 1M
- -9.31%
- YTD
- -4.90%
- 6M
- -7.85%
- 1Y
- 3.18%
- 3Y*
- 8.02%
- 5Y*
- 6.20%
- 10Y*
- 12.78%
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FXG vs. FIW - Expense Ratio Comparison
FXG has a 0.63% expense ratio, which is higher than FIW's 0.54% expense ratio.
Return for Risk
FXG vs. FIW — Risk / Return Rank
FXG
FIW
FXG vs. FIW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) 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.
| FXG | FIW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.17 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.13 | 0.39 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.05 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 0.29 | -0.16 |
Martin ratioReturn relative to average drawdown | 0.33 | 0.94 | -0.61 |
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
| FXG | FIW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.17 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.34 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.65 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.43 | +0.06 |
Correlation
The correlation between FXG and FIW is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FXG vs. FIW - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 2.75%, more than FIW's 0.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 2.75% | 2.83% | 1.70% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% |
FIW First Trust Water ETF | 0.80% | 0.69% | 0.69% | 0.68% | 0.67% | 0.37% | 0.56% | 0.55% | 0.73% | 1.13% | 0.51% | 0.76% |
Drawdowns
FXG vs. FIW - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, smaller than the maximum FIW drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for FXG and FIW.
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Drawdown Indicators
| FXG | FIW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -52.75% | +14.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.74% | -12.74% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -15.70% | -28.53% | +12.83% |
Max Drawdown (10Y)Largest decline over 10 years | -27.54% | -36.60% | +9.06% |
Current DrawdownCurrent decline from peak | -7.72% | -10.81% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -8.29% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 3.97% | +0.21% |
Volatility
FXG vs. FIW - Volatility Comparison
The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 3.80%, while First Trust Water ETF (FIW) has a volatility of 5.68%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than FIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXG | FIW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 5.68% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 11.04% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 18.63% | -4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.44% | 18.30% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 19.88% | -4.96% |