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WTTR vs. FIW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTTR vs. FIW - Performance Comparison

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

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WTTR vs. FIW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTTR
Select Energy Services, Inc.
44.18%-18.31%79.17%-15.63%49.18%51.95%-55.82%46.84%-65.35%30.10%
FIW
First Trust Water ETF
-3.98%7.20%8.38%20.35%-15.70%32.00%21.15%37.37%-9.23%16.82%

Returns By Period

In the year-to-date period, WTTR achieves a 44.18% return, which is significantly higher than FIW's -3.98% return.


WTTR

1D
-1.44%
1M
10.48%
YTD
44.18%
6M
40.54%
1Y
46.47%
3Y*
32.94%
5Y*
26.00%
10Y*

FIW

1D
0.96%
1M
-7.88%
YTD
-3.98%
6M
-7.06%
1Y
3.99%
3Y*
8.37%
5Y*
6.40%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WTTR vs. FIW — Risk / Return Rank

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

WTTR
WTTR Risk / Return Rank: 6969
Overall Rank
WTTR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WTTR Sortino Ratio Rank: 6767
Sortino Ratio Rank
WTTR Omega Ratio Rank: 6767
Omega Ratio Rank
WTTR Calmar Ratio Rank: 7070
Calmar Ratio Rank
WTTR Martin Ratio Rank: 6868
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: 1919
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.

WTTR vs. FIW - Risk-Adjusted Trends 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.


WTTRFIWDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.21

+0.73

Sortino ratio

Return per unit of downside risk

1.51

0.46

+1.05

Omega ratio

Gain probability vs. loss probability

1.20

1.05

+0.15

Calmar ratio

Return relative to maximum drawdown

1.49

0.33

+1.16

Martin ratio

Return relative to average drawdown

3.40

1.04

+2.36

WTTR vs. FIW - Sharpe Ratio Comparison

The current WTTR Sharpe Ratio is 0.94, which is higher than the FIW Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of WTTR 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.


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Sharpe Ratios by Period


WTTRFIWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.21

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.35

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.43

-0.40

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.


Dividends

WTTR vs. FIW - Dividend Comparison

WTTR's dividend yield for the trailing twelve months is around 1.86%, more than FIW's 0.79% yield.


TTM20252024202320222021202020192018201720162015
WTTR
Select Energy Services, Inc.
1.86%2.66%1.89%2.77%0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FIW
First Trust Water ETF
0.79%0.69%0.69%0.68%0.67%0.37%0.56%0.55%0.73%1.13%0.51%0.76%

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.


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Drawdown Indicators


WTTRFIWDifference

Max Drawdown

Largest peak-to-trough decline

-89.49%

-52.75%

-36.74%

Max Drawdown (1Y)

Largest decline over 1 year

-32.02%

-12.74%

-19.28%

Max Drawdown (5Y)

Largest decline over 5 years

-50.66%

-28.53%

-22.13%

Max Drawdown (10Y)

Largest decline over 10 years

-36.60%

Current Drawdown

Current decline from peak

-23.75%

-9.95%

-13.80%

Average Drawdown

Average peak-to-trough decline

-54.17%

-8.29%

-45.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.04%

4.01%

+10.03%

Volatility

WTTR vs. FIW - Volatility Comparison

Select Energy Services, Inc. (WTTR) has a higher volatility of 7.89% compared to First Trust Water ETF (FIW) at 5.83%. 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.


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Volatility by Period


WTTRFIWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

5.83%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

34.22%

11.03%

+23.19%

Volatility (1Y)

Calculated over the trailing 1-year period

49.51%

18.65%

+30.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.67%

18.30%

+33.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.42%

19.88%

+41.54%