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

Performance

AKWA.DE vs. WNDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Clean Water UCITS ETF (AKWA.DE) and Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE). The values are adjusted to include any dividend payments, if applicable.

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AKWA.DE vs. WNDY.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AKWA.DE
Global X Clean Water UCITS ETF
2.37%0.80%12.17%20.84%-2.74%
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
21.99%17.05%-14.98%-22.01%-8.38%

Returns By Period

In the year-to-date period, AKWA.DE achieves a 2.37% return, which is significantly lower than WNDY.DE's 21.99% return.


AKWA.DE

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

WNDY.DE

1D
0.03%
1M
4.95%
YTD
21.99%
6M
28.09%
1Y
47.78%
3Y*
-0.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AKWA.DE vs. WNDY.DE - Expense Ratio Comparison

Both AKWA.DE and WNDY.DE have an expense ratio of 0.50%.


Return for Risk

AKWA.DE vs. WNDY.DE — 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

WNDY.DE
WNDY.DE Risk / Return Rank: 9292
Overall Rank
WNDY.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WNDY.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
WNDY.DE Omega Ratio Rank: 8989
Omega Ratio Rank
WNDY.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
WNDY.DE Martin Ratio Rank: 9494
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. WNDY.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 Wind Energy UCITS ETF USD Accumulating (WNDY.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.DEWNDY.DEDifference

Sharpe ratio

Return per unit of total volatility

0.32

2.15

-1.82

Sortino ratio

Return per unit of downside risk

0.55

2.78

-2.23

Omega ratio

Gain probability vs. loss probability

1.07

1.39

-0.32

Calmar ratio

Return relative to maximum drawdown

0.67

4.65

-3.98

Martin ratio

Return relative to average drawdown

1.89

16.10

-14.21

AKWA.DE vs. WNDY.DE - Sharpe Ratio Comparison

The current AKWA.DE Sharpe Ratio is 0.32, which is lower than the WNDY.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of AKWA.DE and WNDY.DE, 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.DEWNDY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

2.15

-1.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.16

+0.40

Correlation

The correlation between AKWA.DE and WNDY.DE is 0.32, 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. WNDY.DE - Dividend Comparison

Neither AKWA.DE nor WNDY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AKWA.DE vs. WNDY.DE - Drawdown Comparison

The maximum AKWA.DE drawdown since its inception was -23.07%, smaller than the maximum WNDY.DE drawdown of -52.12%. Use the drawdown chart below to compare losses from any high point for AKWA.DE and WNDY.DE.


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Drawdown Indicators


AKWA.DEWNDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.07%

-52.12%

+29.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-11.33%

+0.40%

Current Drawdown

Current decline from peak

-5.96%

-20.53%

+14.57%

Average Drawdown

Average peak-to-trough decline

-7.64%

-30.46%

+22.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.93%

+0.22%

Volatility

AKWA.DE vs. WNDY.DE - Volatility Comparison

The current volatility for Global X Clean Water UCITS ETF (AKWA.DE) is 5.32%, while Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a volatility of 8.00%. This indicates that AKWA.DE experiences smaller price fluctuations and is considered to be less risky than WNDY.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.DEWNDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

8.00%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

14.77%

-5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

22.17%

-5.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

21.19%

-5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

21.19%

-5.11%