PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, AQWA achieves a 2.91% return, which is significantly higher than VLTO's -6.61% return.


AQWA

1D
-0.46%
1M
2.49%
6M
-0.31%
YTD
2.91%
1Y
2.09%
3Y*
8.81%
5Y*
5.11%
10Y*

VLTO

1D
0.23%
1M
11.62%
6M
-8.55%
YTD
-6.61%
1Y
-8.36%
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
2.91%13.15%4.34%18.95%
VLTO
Veralto Corporation
-6.61%-1.58%24.29%7.41%

Correlation

The correlation between AQWA and VLTO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.47

The correlation between AQWA and VLTO shifts across timeframes, from 0.37 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 1111
Overall Rank
AQWA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AQWA Sortino Ratio Rank: 1111
Sortino Ratio Rank
AQWA Omega Ratio Rank: 1111
Omega Ratio Rank
AQWA Calmar Ratio Rank: 1111
Calmar Ratio Rank
AQWA Martin Ratio Rank: 1111
Martin Ratio Rank

VLTO
VLTO Risk / Return Rank: 2929
Overall Rank
VLTO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VLTO Sortino Ratio Rank: 2424
Sortino Ratio Rank
VLTO Omega Ratio Rank: 2525
Omega Ratio Rank
VLTO Calmar Ratio Rank: 3434
Calmar Ratio Rank
VLTO Martin Ratio Rank: 3333
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

+0.53

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.04

0.95

+0.09

Calmar ratioReturn relative to maximum drawdown

0.17

-0.34

+0.51

Martin ratioReturn relative to average drawdown

0.37

-0.63

+1.00

AQWA vs. VLTO - Sharpe Ratio Comparison

The current AQWA Sharpe Ratio is 0.14, which is higher than the VLTO Sharpe Ratio of -0.39. 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.


Loading charts...

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.


Loading charts...

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

-7.56%

-17.50%

+9.94%

Average Drawdown

Average peak-to-trough decline

-8.27%

-9.34%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

13.35%

-7.74%

Volatility

AQWA vs. VLTO - Volatility Comparison

The current volatility for Global X Clean Water ETF (AQWA) is 4.88%, while Veralto Corporation (VLTO) has a volatility of 5.97%. 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.


Loading charts...

Volatility by Period


AQWAVLTODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

5.97%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

17.47%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.72%

21.63%

-6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

22.79%

-5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

22.79%

-6.15%

Dividends

AQWA vs. VLTO - Dividend Comparison

AQWA's dividend yield for the trailing twelve months is around 1.56%, more than VLTO's 0.54% yield.


PositionTTM20252024202320222021
AQWA
Global X Clean Water ETF
1.56%1.47%1.40%1.53%1.56%1.20%
VLTO
Veralto Corporation
0.54%0.46%0.37%0.11%0.00%0.00%

Frequently Asked Questions


AQWA and VLTO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLTO has higher volatility (5.97%) compared to AQWA (4.88%). In terms of maximum drawdown, AQWA dropped -29.44% vs VLTO's -27.09%.

AQWA currently has the higher Sharpe Ratio (0.14 vs -0.39), 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.

Open Portfolio Optimizer