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AQWA vs. EVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AQWA vs. EVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Clean Water ETF (AQWA) and VanEck Vectors Environmental Services ETF (EVX). The values are adjusted to include any dividend payments, if applicable.

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AQWA vs. EVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AQWA
Global X Clean Water ETF
1.11%13.15%4.34%20.13%-19.89%15.85%
EVX
VanEck Vectors Environmental Services ETF
1.28%11.72%12.99%12.97%-10.58%12.68%

Returns By Period

In the year-to-date period, AQWA achieves a 1.11% return, which is significantly lower than EVX's 1.28% return.


AQWA

1D
1.97%
1M
-8.83%
YTD
1.11%
6M
-1.57%
1Y
13.23%
3Y*
10.78%
5Y*
10Y*

EVX

1D
1.92%
1M
-8.00%
YTD
1.28%
6M
-0.39%
1Y
9.47%
3Y*
10.57%
5Y*
7.99%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AQWA vs. EVX - Expense Ratio Comparison

AQWA has a 0.50% expense ratio, which is lower than EVX's 0.55% expense ratio.


Return for Risk

AQWA vs. EVX — Risk / Return Rank

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

AQWA
AQWA Risk / Return Rank: 4646
Overall Rank
AQWA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
AQWA Sortino Ratio Rank: 5050
Sortino Ratio Rank
AQWA Omega Ratio Rank: 4242
Omega Ratio Rank
AQWA Calmar Ratio Rank: 4747
Calmar Ratio Rank
AQWA Martin Ratio Rank: 4242
Martin Ratio Rank

EVX
EVX Risk / Return Rank: 3232
Overall Rank
EVX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
EVX Omega Ratio Rank: 3030
Omega Ratio Rank
EVX Calmar Ratio Rank: 3636
Calmar Ratio Rank
EVX Martin Ratio Rank: 3131
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.

AQWA vs. EVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Clean Water ETF (AQWA) and VanEck Vectors Environmental Services ETF (EVX). 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.


AQWAEVXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.57

+0.26

Sortino ratio

Return per unit of downside risk

1.30

0.90

+0.40

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratio

Return relative to maximum drawdown

1.16

0.87

+0.28

Martin ratio

Return relative to average drawdown

3.81

2.52

+1.30

AQWA vs. EVX - Sharpe Ratio Comparison

The current AQWA Sharpe Ratio is 0.82, which is higher than the EVX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of AQWA and EVX, 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


AQWAEVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.57

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.43

-0.07

Correlation

The correlation between AQWA and EVX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AQWA vs. EVX - Dividend Comparison

AQWA's dividend yield for the trailing twelve months is around 1.45%, more than EVX's 0.18% yield.


TTM20252024202320222021202020192018201720162015
AQWA
Global X Clean Water ETF
1.45%1.47%1.40%1.53%1.56%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
EVX
VanEck Vectors Environmental Services ETF
0.18%0.19%0.46%0.95%0.41%0.24%0.32%0.38%0.38%0.89%0.70%1.16%

Drawdowns

AQWA vs. EVX - Drawdown Comparison

The maximum AQWA drawdown since its inception was -29.44%, smaller than the maximum EVX drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for AQWA and EVX.


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Drawdown Indicators


AQWAEVXDifference

Max Drawdown

Largest peak-to-trough decline

-29.44%

-55.91%

+26.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-11.53%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

Current Drawdown

Current decline from peak

-9.17%

-8.50%

-0.67%

Average Drawdown

Average peak-to-trough decline

-8.27%

-8.78%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.99%

-0.51%

Volatility

AQWA vs. EVX - Volatility Comparison

Global X Clean Water ETF (AQWA) has a higher volatility of 5.55% compared to VanEck Vectors Environmental Services ETF (EVX) at 5.00%. This indicates that AQWA's price experiences larger fluctuations and is considered to be riskier than EVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQWAEVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.00%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

10.51%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.14%

16.76%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

17.65%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

20.23%

-3.56%