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AKWA.DE vs. FTGC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AKWA.DE vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Clean Water UCITS ETF (AKWA.DE) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

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AKWA.DE vs. FTGC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AKWA.DE
Global X Clean Water UCITS ETF
2.37%0.80%12.17%20.84%-15.13%-0.34%
FTGC
First Trust Global Tactical Commodity Strategy Fund
26.36%1.01%17.22%-8.20%24.63%2.35%
Different Trading Currencies

AKWA.DE is traded in EUR, while FTGC is traded in USD. To make them comparable, the FTGC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AKWA.DE achieves a 2.37% return, which is significantly lower than FTGC's 26.36% return.


AKWA.DE

1D
1.96%
1M
-5.80%
YTD
2.37%
6M
0.60%
1Y
5.34%
3Y*
10.40%
5Y*
10Y*

FTGC

1D
-0.87%
1M
11.46%
YTD
26.36%
6M
30.94%
1Y
23.66%
3Y*
12.93%
5Y*
15.95%
10Y*
8.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AKWA.DE vs. FTGC - Expense Ratio Comparison

AKWA.DE has a 0.50% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Return for Risk

AKWA.DE vs. FTGC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AKWA.DE
AKWA.DE Risk / Return Rank: 2121
Overall Rank
AKWA.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
AKWA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
AKWA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
AKWA.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
AKWA.DE Martin Ratio Rank: 2424
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 8888
Overall Rank
FTGC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 8989
Sortino Ratio Rank
FTGC Omega Ratio Rank: 8585
Omega Ratio Rank
FTGC Calmar Ratio Rank: 9090
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AKWA.DE vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Clean Water UCITS ETF (AKWA.DE) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.DEFTGCDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.30

-0.98

Sortino ratio

Return per unit of downside risk

0.55

1.81

-1.26

Omega ratio

Gain probability vs. loss probability

1.07

1.24

-0.17

Calmar ratio

Return relative to maximum drawdown

0.67

2.11

-1.44

Martin ratio

Return relative to average drawdown

1.89

3.76

-1.86

AKWA.DE vs. FTGC - Sharpe Ratio Comparison

The current AKWA.DE Sharpe Ratio is 0.32, which is lower than the FTGC Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of AKWA.DE and FTGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AKWA.DEFTGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.30

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.31

-0.07

Correlation

The correlation between AKWA.DE and FTGC is 0.09, 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. FTGC - Dividend Comparison

AKWA.DE has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 15.41%.


TTM202520242023202220212020201920182017
AKWA.DE
Global X Clean Water UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.41%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%

Drawdowns

AKWA.DE vs. FTGC - Drawdown Comparison

The maximum AKWA.DE drawdown since its inception was -23.07%, smaller than the maximum FTGC drawdown of -47.83%. Use the drawdown chart below to compare losses from any high point for AKWA.DE and FTGC.


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Drawdown Indicators


AKWA.DEFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-23.07%

-59.47%

+36.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-10.36%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

Current Drawdown

Current decline from peak

-5.96%

-0.77%

-5.19%

Average Drawdown

Average peak-to-trough decline

-7.64%

-27.78%

+20.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.25%

-0.10%

Volatility

AKWA.DE vs. FTGC - Volatility Comparison

The current volatility for Global X Clean Water UCITS ETF (AKWA.DE) is 5.32%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 7.78%. This indicates that AKWA.DE experiences smaller price fluctuations and is considered to be less risky than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AKWA.DEFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

7.78%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

13.45%

-3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

18.28%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

16.73%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

15.37%

+0.71%