PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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

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.


Popular comparisons:
AQWA vs. CGW AQWA vs. FIW AQWA vs. EVX AQWA vs. VOO AQWA vs. PHO AQWA vs. AQWG.L AQWA vs. SCHD AQWA vs. WATL.L AQWA vs. SPY AQWA vs. PIO
Popular comparisons:
AQWA vs. CGW AQWA vs. FIW AQWA vs. EVX AQWA vs. VOO AQWA vs. PHO AQWA vs. AQWG.L AQWA vs. SCHD AQWA vs. WATL.L AQWA vs. SPY AQWA vs. PIO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X Clean Water ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.27%
12.93%
AQWA (Global X Clean Water ETF)
Benchmark (^GSPC)

Returns By Period

Global X Clean Water ETF had a return of 10.90% year-to-date (YTD) and 19.55% in the last 12 months.


AQWA

YTD

10.90%

1M

-0.28%

6M

2.27%

1Y

19.55%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

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
2024-3.44%6.37%4.11%-2.74%3.20%-2.97%7.32%-0.87%2.66%-4.70%10.90%
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%6.07%-2.60%-19.89%
20211.32%2.81%-0.62%5.59%2.78%-6.66%4.52%0.09%5.60%15.85%

Expense Ratio

AQWA features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for AQWA: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AQWA is 50, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AQWA is 5050
Combined Rank
The Sharpe Ratio Rank of AQWA is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of AQWA is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AQWA is 4545
Omega Ratio Rank
The Calmar Ratio Rank of AQWA is 6060
Calmar Ratio Rank
The Martin Ratio Rank of AQWA is 4747
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.


Sharpe ratio
The chart of Sharpe ratio for AQWA, currently valued at 1.41, compared to the broader market0.002.004.001.412.54
The chart of Sortino ratio for AQWA, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.002.023.40
The chart of Omega ratio for AQWA, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.47
The chart of Calmar ratio for AQWA, currently valued at 1.87, compared to the broader market0.005.0010.0015.001.873.66
The chart of Martin ratio for AQWA, currently valued at 6.16, compared to the broader market0.0020.0040.0060.0080.00100.006.1616.26
AQWA
^GSPC

The current Global X Clean Water ETF Sharpe ratio is 1.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X Clean Water ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.41
2.54
AQWA (Global X Clean Water ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Clean Water ETF provided a 1.25% dividend yield over the last twelve months, with an annual payout of $0.23 per share. The fund has been increasing its distributions for 2 consecutive years.


1.20%1.30%1.40%1.50%1.60%$0.00$0.05$0.10$0.15$0.20$0.25202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.23$0.25$0.22$0.21

Dividend yield

1.25%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
2024$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.08
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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.80%
-0.88%
AQWA (Global X Clean Water ETF)
Benchmark (^GSPC)

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 2.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.44%Jan 3, 2022198Oct 14, 2022346Mar 4, 2024544
-8.54%May 16, 202432Jul 2, 202455Sep 19, 202487
-8.04%Sep 3, 202127Oct 12, 202128Nov 19, 202155
-5.87%Oct 17, 202412Nov 1, 2024
-5.47%Mar 22, 202417Apr 16, 202414May 6, 202431

Volatility

Volatility Chart

The current Global X Clean Water ETF volatility is 4.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.15%
3.96%
AQWA (Global X Clean Water ETF)
Benchmark (^GSPC)