AKWA.DE vs. CAUT.DE
Compare and contrast key facts about Global X Clean Water UCITS ETF (AKWA.DE) and Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE).
AKWA.DE and CAUT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AKWA.DE is a passively managed fund by Global X that tracks the performance of the Solactive Global Clean Water Industry. It was launched on Dec 7, 2021. CAUT.DE is a passively managed fund by Global X that tracks the performance of the Solactive China Electric Vehicle and Battery. It was launched on Jan 18, 2022. Both AKWA.DE and CAUT.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AKWA.DE vs. CAUT.DE - Performance Comparison
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AKWA.DE vs. CAUT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AKWA.DE Global X Clean Water UCITS ETF | 2.37% | 0.80% | 12.17% | 20.84% | -4.94% |
CAUT.DE Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating | -0.16% | 27.42% | 9.31% | -35.25% | -26.40% |
Returns By Period
In the year-to-date period, AKWA.DE achieves a 2.37% return, which is significantly higher than CAUT.DE's -0.16% return.
AKWA.DE
- 1D
- 1.96%
- 1M
- -5.80%
- YTD
- 2.37%
- 6M
- 0.60%
- 1Y
- 5.34%
- 3Y*
- 10.40%
- 5Y*
- —
- 10Y*
- —
CAUT.DE
- 1D
- -1.25%
- 1M
- 0.78%
- YTD
- -0.16%
- 6M
- -6.22%
- 1Y
- 26.92%
- 3Y*
- -1.63%
- 5Y*
- —
- 10Y*
- —
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AKWA.DE vs. CAUT.DE - Expense Ratio Comparison
AKWA.DE has a 0.50% expense ratio, which is lower than CAUT.DE's 0.68% expense ratio.
Return for Risk
AKWA.DE vs. CAUT.DE — Risk / Return Rank
AKWA.DE
CAUT.DE
AKWA.DE vs. CAUT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Clean Water UCITS ETF (AKWA.DE) and Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AKWA.DE | CAUT.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.90 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.31 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.75 | -1.08 |
Martin ratioReturn relative to average drawdown | 1.89 | 3.62 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AKWA.DE | CAUT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.90 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | -0.28 | +0.52 |
Correlation
The correlation between AKWA.DE and CAUT.DE is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
AKWA.DE vs. CAUT.DE - Dividend Comparison
Neither AKWA.DE nor CAUT.DE has paid dividends to shareholders.
Drawdowns
AKWA.DE vs. CAUT.DE - Drawdown Comparison
The maximum AKWA.DE drawdown since its inception was -23.07%, smaller than the maximum CAUT.DE drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for AKWA.DE and CAUT.DE.
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Drawdown Indicators
| AKWA.DE | CAUT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.07% | -69.24% | +46.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -17.11% | +6.18% |
Current DrawdownCurrent decline from peak | -5.96% | -44.33% | +38.37% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -45.76% | +38.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 7.67% | -4.52% |
Volatility
AKWA.DE vs. CAUT.DE - Volatility Comparison
The current volatility for Global X Clean Water UCITS ETF (AKWA.DE) is 5.32%, while Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE) has a volatility of 7.58%. This indicates that AKWA.DE experiences smaller price fluctuations and is considered to be less risky than CAUT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AKWA.DE | CAUT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 7.58% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 21.70% | -12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 29.86% | -13.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 33.34% | -17.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 33.34% | -17.26% |