Wastewater has significant potential as a source of clean energy. This energy can be used both within external sewer networks and on the scale of individual residential buildings, and the use of shower heat exchangers appears to be the most reasonable solution. However, in the case of Poland, the problem is still the unwillingness of society to use this type of solution, caused mainly by the lack of space for the installation of vertical drain water heat recovery (DWHR) units and the low efficiency of horizontal units. In response to this issue, the efficiency of a new compact shower heat exchanger designed to be mounted below the shower tray, as well as its linear counterpart, was investigated under various operating conditions. In addition, the financial efficiency of using the compact DWHR unit with average water consumption for showering was evaluated. For this purpose, discount methods were used to estimate the financial efficiency of investments. The study showed that the compact shower heat exchanger has higher efficiency than its linear counterpart. Depending on the temperature of cold water and the flow rate of both media through the heat exchanger, it achieves efficiencies ranging from 22.43% to 31.82%, while the efficiency of the linear DWHR unit did not exceed 23.03% in the study. The financial analysis showed that its use is particularly beneficial when the building uses an electric hot water heater. The investment’s sensitivity to changes in the independent variables is small in this case, even with low water consumption per shower. The only exceptions are investment outlays. Therefore, the compact DWHR unit is a clean energy device, which in many cases is financially viable.