PortfoliosLab logoPortfoliosLab logo
PIO vs. FIW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIO vs. FIW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Water ETF (PIO) and First Trust Water ETF (FIW). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PIO vs. FIW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIO
Invesco Global Water ETF
-1.55%14.25%-0.44%22.19%-24.06%25.97%14.22%35.59%-9.71%26.52%
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, PIO achieves a -1.55% return, which is significantly higher than FIW's -4.90% return. Over the past 10 years, PIO has underperformed FIW with an annualized return of 8.80%, while FIW has yielded a comparatively higher 12.78% annualized return.


PIO

1D
2.81%
1M
-10.03%
YTD
-1.55%
6M
-3.09%
1Y
9.33%
3Y*
8.47%
5Y*
4.56%
10Y*
8.80%

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

Compare stocks, funds, or ETFs

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


PIO vs. FIW - Expense Ratio Comparison

PIO has a 0.75% expense ratio, which is higher than FIW's 0.54% expense ratio.


Return for Risk

PIO vs. FIW — Risk / Return Rank

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

PIO
PIO Risk / Return Rank: 3131
Overall Rank
PIO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PIO Sortino Ratio Rank: 3232
Sortino Ratio Rank
PIO Omega Ratio Rank: 3030
Omega Ratio Rank
PIO Calmar Ratio Rank: 3030
Calmar Ratio Rank
PIO Martin Ratio Rank: 3131
Martin Ratio Rank

FIW
FIW Risk / Return Rank: 1818
Overall Rank
FIW Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FIW Sortino Ratio Rank: 1717
Sortino Ratio Rank
FIW Omega Ratio Rank: 1616
Omega Ratio Rank
FIW Calmar Ratio Rank: 1818
Calmar Ratio Rank
FIW Martin Ratio Rank: 1919
Martin Ratio Rank
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.

PIO vs. FIW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Water ETF (PIO) 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.


PIOFIWDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.17

+0.36

Sortino ratio

Return per unit of downside risk

0.89

0.39

+0.49

Omega ratio

Gain probability vs. loss probability

1.12

1.05

+0.07

Calmar ratio

Return relative to maximum drawdown

0.70

0.29

+0.41

Martin ratio

Return relative to average drawdown

2.54

0.94

+1.60

PIO vs. FIW - Sharpe Ratio Comparison

The current PIO Sharpe Ratio is 0.53, which is higher than the FIW Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of PIO and FIW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PIOFIWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.17

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.34

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.65

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.43

-0.24

Correlation

The correlation between PIO and FIW is 0.79, 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

PIO vs. FIW - Dividend Comparison

PIO's dividend yield for the trailing twelve months is around 1.03%, more than FIW's 0.80% yield.


TTM20252024202320222021202020192018201720162015
PIO
Invesco Global Water ETF
1.03%1.04%0.78%0.84%1.02%1.19%0.88%1.20%2.00%1.00%1.45%1.63%
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

PIO vs. FIW - Drawdown Comparison

The maximum PIO drawdown since its inception was -64.88%, which is greater than FIW's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for PIO and FIW.


Loading graphics...

Drawdown Indicators


PIOFIWDifference

Max Drawdown

Largest peak-to-trough decline

-64.88%

-52.75%

-12.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-12.74%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-34.27%

-28.53%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

-36.60%

+0.84%

Current Drawdown

Current decline from peak

-10.61%

-10.81%

+0.20%

Average Drawdown

Average peak-to-trough decline

-15.50%

-8.29%

-7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

3.97%

-0.35%

Volatility

PIO vs. FIW - Volatility Comparison

Invesco Global Water ETF (PIO) has a higher volatility of 6.83% compared to First Trust Water ETF (FIW) at 5.68%. This indicates that PIO's price experiences larger fluctuations and is considered to be riskier than FIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PIOFIWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

5.68%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

11.04%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

18.63%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

18.30%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

19.88%

-1.75%