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AQWG.L vs. AQWA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AQWG.L vs. AQWA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Clean Water UCITS ETF (AQWG.L) and Global X Clean Water UCITS ETF USD Acc (AQWA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AQWG.L is traded in GBP, while AQWA.L is traded in USD. To make them comparable, the AQWA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, AQWG.L achieves a 3.68% return, which is significantly higher than AQWA.L's 1.83% return.


AQWG.L

1D
0.00%
1M
2.98%
6M
0.82%
YTD
3.68%
1Y
3.80%
3Y*
9.59%
5Y*
10Y*

AQWA.L

1D
0.00%
1M
1.03%
6M
-1.04%
YTD
1.83%
1Y
1.54%
3Y*
8.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQWG.L vs. AQWA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AQWG.L
Global X Clean Water UCITS ETF
3.68%5.17%7.79%18.26%-9.91%2.42%
AQWA.L
Global X Clean Water UCITS ETF USD Acc
1.83%4.91%7.83%18.90%-9.78%0.43%

Correlation

The correlation between AQWG.L and AQWA.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2021

0.91

The correlation between AQWG.L and AQWA.L has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

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Return for Risk

AQWG.L vs. AQWA.L — Risk / Return Rank

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

AQWG.L
AQWG.L Risk / Return Rank: 1313
Overall Rank
AQWG.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AQWG.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
AQWG.L Omega Ratio Rank: 1313
Omega Ratio Rank
AQWG.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
AQWG.L Martin Ratio Rank: 1313
Martin Ratio Rank

AQWA.L
AQWA.L Risk / Return Rank: 1313
Overall Rank
AQWA.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
AQWA.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
AQWA.L Omega Ratio Rank: 1313
Omega Ratio Rank
AQWA.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
AQWA.L Martin Ratio Rank: 1313
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.

AQWG.L vs. AQWA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Clean Water UCITS ETF (AQWG.L) and Global X Clean Water UCITS ETF USD Acc (AQWA.L). 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.


AQWG.LAQWA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.06

1.05

+0.01

Calmar ratioReturn relative to maximum drawdown

0.34

0.31

+0.03

Martin ratioReturn relative to average drawdown

0.77

0.69

+0.08

AQWG.L vs. AQWA.L - Sharpe Ratio Comparison

The current AQWG.L Sharpe Ratio is 0.28, which is comparable to the AQWA.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of AQWG.L and AQWA.L, 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

AQWG.L vs. AQWA.L - Drawdown Comparison

The maximum AQWG.L drawdown since its inception was -21.32%, roughly equal to the maximum AQWA.L drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for AQWG.L and AQWA.L.


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Drawdown Indicators


AQWG.LAQWA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.32%

-21.97%

+0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-11.36%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-17.73%

-18.10%

+0.37%

Current Drawdown

Current decline from peak

-5.45%

-7.25%

+1.80%

Average Drawdown

Average peak-to-trough decline

-6.46%

-6.67%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

5.06%

-0.14%

Volatility

AQWG.L vs. AQWA.L - Volatility Comparison

The current volatility for Global X Clean Water UCITS ETF (AQWG.L) is 4.34%, while Global X Clean Water UCITS ETF USD Acc (AQWA.L) has a volatility of 4.98%. This indicates that AQWG.L experiences smaller price fluctuations and is considered to be less risky than AQWA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQWG.LAQWA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

4.98%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

12.14%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

14.97%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

16.15%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

16.15%

-1.18%

AQWG.L vs. AQWA.L - Expense Ratio Comparison

Both AQWG.L and AQWA.L have an expense ratio of 0.50%.


Dividends

AQWG.L vs. AQWA.L - Dividend Comparison

Neither AQWG.L nor AQWA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AQWG.L and AQWA.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AQWG.L and AQWA.L have the same expense ratio: 0.50% per year.

AQWG.L tracks S&P Global Water TR, while AQWA.L tracks Solactive Global Clean Water Industry v2 Index.

Portfolio Optimizer

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