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AQWA vs. VLTO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AQWA vs. VLTO - Performance Comparison

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

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Returns By Period

In the year-to-date period, AQWA achieves a 0.45% return, which is significantly higher than VLTO's -15.09% return.


AQWA

1D
-0.81%
1M
0.95%
YTD
0.45%
6M
-0.87%
1Y
1.37%
3Y*
9.09%
5Y*
5.21%
10Y*

VLTO

1D
1.99%
1M
-2.53%
YTD
-15.09%
6M
-17.35%
1Y
-13.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQWA vs. VLTO - Yearly Performance Comparison


2026 (YTD)202520242023
AQWA
Global X Clean Water ETF
0.45%13.15%4.34%18.95%
VLTO
Veralto Corporation
-15.09%-1.58%24.29%7.41%

Correlation

The correlation between AQWA and VLTO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2023

0.48

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Return for Risk

AQWA vs. VLTO — Risk / Return Rank

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

AQWA
AQWA Risk / Return Rank: 99
Overall Rank
AQWA Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
AQWA Sortino Ratio Rank: 99
Sortino Ratio Rank
AQWA Omega Ratio Rank: 99
Omega Ratio Rank
AQWA Calmar Ratio Rank: 1010
Calmar Ratio Rank
AQWA Martin Ratio Rank: 1010
Martin Ratio Rank

VLTO
VLTO Risk / Return Rank: 1717
Overall Rank
VLTO Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VLTO Sortino Ratio Rank: 1515
Sortino Ratio Rank
VLTO Omega Ratio Rank: 1616
Omega Ratio Rank
VLTO Calmar Ratio Rank: 2323
Calmar Ratio Rank
VLTO Martin Ratio Rank: 1919
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. VLTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Clean Water ETF (AQWA) and Veralto Corporation (VLTO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AQWAVLTODifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.03

0.90

+0.12

Calmar ratioReturn relative to maximum drawdown

0.11

-0.55

+0.66

Martin ratioReturn relative to average drawdown

0.26

-1.07

+1.33

AQWA vs. VLTO - Sharpe Ratio Comparison

The current AQWA Sharpe Ratio is 0.10, which is higher than the VLTO Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of AQWA and VLTO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AQWA vs. VLTO - Drawdown Comparison

The maximum AQWA drawdown since its inception was -29.44%, which is greater than VLTO's maximum drawdown of -27.09%. Use the drawdown chart below to compare losses from any high point for AQWA and VLTO.


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Drawdown Indicators


AQWAVLTODifference

Max Drawdown

Largest peak-to-trough decline

-29.44%

-27.09%

-2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-24.79%

+12.45%

Max Drawdown (3Y)

Largest decline over 3 years

-14.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

Current Drawdown

Current decline from peak

-9.77%

-24.99%

+15.22%

Average Drawdown

Average peak-to-trough decline

-8.28%

-9.14%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

12.78%

-7.39%

Volatility

AQWA vs. VLTO - Volatility Comparison

The current volatility for Global X Clean Water ETF (AQWA) is 4.43%, while Veralto Corporation (VLTO) has a volatility of 7.82%. This indicates that AQWA experiences smaller price fluctuations and is considered to be less risky than VLTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQWAVLTODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

7.82%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

16.91%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

14.54%

21.27%

-6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

22.79%

-6.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

22.79%

-6.14%

Dividends

AQWA vs. VLTO - Dividend Comparison

AQWA's dividend yield for the trailing twelve months is around 1.46%, more than VLTO's 0.57% yield.


PositionTTM20252024202320222021
AQWA
Global X Clean Water ETF
1.46%1.47%1.40%1.53%1.56%1.20%
VLTO
Veralto Corporation
0.57%0.46%0.37%0.11%0.00%0.00%

Frequently Asked Questions


AQWA and VLTO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLTO has higher volatility (7.82%) compared to AQWA (4.43%). In terms of maximum drawdown, AQWA dropped -29.44% vs VLTO's -27.09%.

AQWA currently has the higher Sharpe Ratio (0.10 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AQWA and VLTO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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