WTTR vs. FIW
Compare and contrast key facts about Select Energy Services, Inc. (WTTR) and First Trust Water ETF (FIW).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTTR or FIW.
Key characteristics
| WTTR | FIW | |
|---|---|---|
| YTD Return | 85.39% | 15.85% |
| 1Y Return | 86.87% | 28.18% |
| 3Y Return (Ann) | 30.20% | 5.93% |
| 5Y Return (Ann) | 13.99% | 14.65% |
| Sharpe Ratio | 2.11 | 2.15 |
| Sortino Ratio | 3.38 | 3.05 |
| Omega Ratio | 1.42 | 1.37 |
| Calmar Ratio | 1.37 | 3.98 |
| Martin Ratio | 15.42 | 11.55 |
| Ulcer Index | 5.91% | 2.90% |
| Daily Std Dev | 43.12% | 15.61% |
| Max Drawdown | -89.49% | -52.75% |
| Current Drawdown | -33.01% | -1.41% |
Correlation
The correlation between WTTR and FIW is 0.36, 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
WTTR vs. FIW - Performance Comparison
In the year-to-date period, WTTR achieves a 85.39% return, which is significantly higher than FIW's 15.85% 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
WTTR vs. FIW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Select Energy Services, Inc. (WTTR) 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.
Dividends
WTTR vs. FIW - Dividend Comparison
WTTR's dividend yield for the trailing twelve months is around 1.82%, more than FIW's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTTR Select Energy Services, Inc. | 1.82% | 2.77% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FIW First Trust Water ETF | 0.59% | 0.68% | 0.67% | 0.37% | 0.56% | 0.55% | 0.73% | 1.13% | 0.51% | 0.76% | 0.75% | 0.63% |
Drawdowns
WTTR vs. FIW - Drawdown Comparison
The maximum WTTR drawdown since its inception was -89.49%, which is greater than FIW's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for WTTR and FIW. For additional features, visit the drawdowns tool.
Volatility
WTTR vs. FIW - Volatility Comparison
Select Energy Services, Inc. (WTTR) has a higher volatility of 25.35% compared to First Trust Water ETF (FIW) at 4.25%. This indicates that WTTR'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.