PortfoliosLab logo
Global X Clean Water ETF (AQWA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37954Y1863

CUSIP

37954Y186

Issuer

Global X

Inception Date

Apr 8, 2021

Region

Global (Broad)

Leveraged

1x

Index Tracked

Solactive Global Clean Water Industry Index

Expense Ratio

AQWA has an expense ratio of 0.50%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

Returns By Period

Global X Clean Water ETF (AQWA) returned 8.38% year-to-date (YTD) and 0.74% over the past 12 months.


AQWA

YTD

8.38%

1M

7.04%

6M

2.82%

1Y

0.74%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

The table below presents the monthly returns of AQWA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.44%0.34%-1.71%5.50%1.67%8.38%
2024-3.44%6.37%4.11%-2.74%3.20%-2.97%7.32%-0.87%2.66%-4.70%3.97%-7.40%4.34%
20237.29%-2.48%0.82%0.36%-0.55%6.65%2.98%-3.17%-7.45%-1.83%10.59%6.79%20.13%
2022-10.60%-4.27%1.53%-8.07%-0.29%-5.23%10.33%-3.65%-10.94%8.51%6.06%-2.59%-19.88%
20211.32%2.81%-0.62%5.59%2.78%-6.66%4.52%0.09%5.60%15.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AQWA is 23, meaning it’s performing worse than 77% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AQWA is 2323
Overall Rank
The Sharpe Ratio Rank of AQWA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of AQWA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of AQWA is 2121
Omega Ratio Rank
The Calmar Ratio Rank of AQWA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of AQWA is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X Clean Water ETF (AQWA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Global X Clean Water ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.04
  • All Time: 0.34

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Global X Clean Water ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Global X Clean Water ETF provided a 1.29% dividend yield over the last twelve months, with an annual payout of $0.24 per share.


1.20%1.30%1.40%1.50%1.60%$0.00$0.05$0.10$0.15$0.20$0.252021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.24$0.24$0.25$0.22$0.21

Dividend yield

1.29%1.40%1.53%1.56%1.20%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Clean Water ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.15$0.24
2023$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.14$0.25
2022$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.14$0.22
2021$0.04$0.00$0.00$0.00$0.00$0.00$0.17$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Clean Water ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X Clean Water ETF was 29.44%, occurring on Oct 14, 2022. Recovery took 346 trading sessions.

The current Global X Clean Water ETF drawdown is 0.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.44%Jan 3, 2022198Oct 14, 2022346Mar 4, 2024544
-14.42%Oct 17, 2024118Apr 8, 2025
-8.54%May 16, 202432Jul 2, 202455Sep 19, 202487
-8.04%Sep 3, 202127Oct 12, 202128Nov 19, 202155
-5.47%Mar 22, 202417Apr 16, 202414May 6, 202431

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...