Yelling sounds good to me. I probably would anyway!! I would recommend touching only things that are in water with you.
If both hot & neutral are in the water I suspect that the breaker/fuse/GFIC would trip. After all you have an unstricted flow between conductors until the tub boils dry. Something has to give.
What about an unbalanced condition? A loose hot charges the water you're in. No ground or current flow until you touch something.
I guess the worst case scenario is a hot case at the showerhead and a grounded tub/drain/pool. The water in the shower would ground "upstream" but if you touched the hot case with your feet in pool - bye!