First Trust Water ETF

10-Year Study

FIW.US · · US · ETF

Executive Summary: First Trust Water ETF has compounded at 12.6% annually over the last 10 years, with a maximum drawdown of 23.9% and an annualized volatility of 18.5%.

1Y CAGR
+1.5%
3Y CAGR
+10.3%
5Y CAGR
+5.9%
10Y CAGR
+12.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.59
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +37.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.81.1-9.53.3————————-1.9%
20253.5-1.6-3.00.54.42.40.54.8-1.1-0.90.7-2.97.2%
2024-3.26.74.3-2.93.8-2.67.10.51.7-4.05.1-7.38.4%
20237.0-1.90.5-1.9-0.68.93.1-2.1-7.3-5.112.27.920.3%
2022-12.4-2.74.4-9.00.0-6.012.9-3.5-8.311.04.7-4.7-15.7%
2021-0.65.63.44.91.20.84.73.7-6.16.2-0.85.832.0%
20201.0-8.1-14.010.05.90.35.52.70.33.011.24.421.2%
201910.05.70.23.0-5.19.70.7-0.12.12.41.13.337.4%
20180.4-4.42.2-0.91.70.24.61.3-0.1-10.45.4-8.4-9.2%
20173.11.71.22.0-0.41.31.8-1.55.82.75.8-0.924.7%
2016———6.5-0.40.34.51.31.7-3.39.5-1.020.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 18.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.4% of variance. Idiosyncratic stock-specific factors contribute 7.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110647.855757116438
2016-05-0110607.273681244476
2016-06-0110643.386222822479
2016-07-0111117.448349349164
2016-08-0111266.886256829806
2016-09-0111456.90624018241
2016-10-0111075.020161486218
2016-11-0112123.708936153675
2016-12-0112005.525380801084
2017-01-0112380.286114970673
2017-02-0112589.641692334102
2017-03-0112735.225436184443
2017-04-0112995.430063124077
2017-05-0112943.058780853553
2017-06-0113115.492118397317
2017-07-0113353.02519457049
2017-08-0113149.207953180008
2017-09-0113905.304171241462
2017-10-0114279.125655450729
2017-11-0115103.009810303896
2017-12-0114971.255712421096
2018-01-0115037.715744096491
2018-02-0114383.28523725778
2018-03-0114696.0878619756
2018-04-0114558.730652260514
2018-05-0114808.052934832247
2018-06-0114834.060442354345
2018-07-0115515.50248253481
2018-08-0115715.595112013656
2018-09-0115704.712767645757
2018-10-0114077.737508785227
2018-11-0114831.015976965708
2018-12-0113588.712158752676
2019-01-0114947.288644467979
2019-02-0115801.42312562954
2019-03-0115837.924322363544
2019-04-0116318.39925896417
2019-05-0115490.725716340035
2019-06-0116995.69564414734
2019-07-0117109.636380713637
2019-08-0117085.701700690188
2019-09-0117453.013211036512
2019-10-0117869.813477913052
2019-11-0118074.37564168586
2019-12-0118667.074754580462
2020-01-0118844.560609152184
2020-02-0117309.469906755152
2020-03-0114890.577379622166
2020-04-0116379.806773611612
2020-05-0117349.728103330453
2020-06-0117410.163980087902
2020-07-0118368.49043098618
2020-08-0118858.746522346053
2020-09-0118920.21881285283
2020-10-0119483.704013188366
2020-11-0121662.472429774873
2020-12-0122615.616811926528
2021-01-0122481.174515881423
2021-02-0123735.105600844676
2021-03-0124538.552972078363
2021-04-0125743.481119456403
2021-05-0126048.08959796863
2021-06-0126252.32788244477
2021-07-0127493.433347260147
2021-08-0128508.341511285576
2021-09-0126777.303834406997
2021-10-0128450.496668901436
2021-11-0128227.214281781464
2021-12-0129851.695670057685
2022-01-0126158.046619185963
2022-02-0125452.66989898205
2022-03-0126569.826756964212
2022-04-0124186.7876679719
2022-05-0124196.24494343448
2022-06-0122750.6744786353
2022-07-0125677.053475710676
2022-08-0124766.887876226287
2022-09-0122722.691307403555
2022-10-0125225.986779247112
2022-11-0126409.603668904674
2022-12-0125165.64806627866
2023-01-0126919.260130134702
2023-02-0126402.381160589073
2023-03-0126547.54386135375
2023-04-0126039.636348325705
2023-05-0125893.631561389702
2023-06-0128186.081611105175
2023-07-0129067.583892834817
2023-08-0128450.205177534437
2023-09-0126379.58005810395
2023-10-0125021.55416719297
2023-11-0128069.161185009572
2023-12-0130285.53198793874
2024-01-0129318.136916733874
2024-02-0131289.298704158933
2024-03-0132644.247741751606
2024-04-0131685.046816752336
2024-05-0132893.63480018267
2024-06-0132032.374974494505
2024-07-0134300.7284045382
2024-08-0134476.95112985293
2024-09-0135078.038716531126
2024-10-0133682.34566341816
2024-11-0135398.8735478062
2024-12-0132824.32463069663
2025-01-0133988.670702202704
2025-02-0133435.45247557141
2025-03-0132430.940836968883
2025-04-0132591.941235340415
2025-05-0134031.39038143265
2025-06-0134847.04800215056
2025-07-0135024.56624465194
2025-08-0136705.92083742231
2025-09-0136313.50868158455
2025-10-0135984.9331351192
2025-11-0136222.98441816704
2025-12-0135186.24678954647
2026-01-0136514.15190586772
2026-02-0136899.56826889755
2026-03-0133401.671864929376
2026-04-0134506.10026655267
Annual Return Matrix
YearAnnual Return
20170.24703044952640973
2018-0.09234653259722059
20190.37371919697016653
20200.21152441447084191
20210.3199593855125433
2022-0.15697760206229416
20230.2034473305903295
20240.0838285635454239
20250.07195645867580236
2026-0.019329896907216426
Total Factor Risk
0.18453853427304603
VTI.US Exposure
0.09052006441004026
VEA.US Exposure
0.0076020810592641805
VWO.US Exposure
0.007306564415042762
QQQ.US Exposure
-0.07897604409163145
VTV.US Exposure
-0.040333554139926765
IJR.US Exposure
0.21857457443461503
QUAL.US Exposure
0.178876056578535
SHV.US Exposure
0.3742698441063363
TLT.US Exposure
-0.01034412584452823
LQD.US Exposure
-0.0038883249840653417
HYG.US Exposure
0.08484438669567333
GLD.US Exposure
0.0017030593383229788
USO.US Exposure
0.01996030140523254
VNQ.US Exposure
0.08707555234278008
BTC-USD.CC Exposure
0.008333935491869195
CPER.US Exposure
0.012653101081516014
VIX.INDX Exposure
-0.038904343977331494
UUP.US Exposure
0.010290046794255487
TIP.US Exposure
0.0008535093792293776
Idiosyncratic Exposure
0.0695833155047707
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.66%
Market Cap$13.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$62
Avg Yield on Cost
0.62%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$61.860.62%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
8.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Water ETF a high-risk investment?

First Trust Water ETF (FIW.US) has an annualized volatility of 18.5% and experienced a maximum drawdown of 23.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FIW.US?

Over the past 10 years, FIW.US has generated a Compound Annual Growth Rate (CAGR) of 12.6%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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