PortfoliosLab logoPortfoliosLab logo
AQWG.L vs. DH2O.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AQWG.L vs. DH2O.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 iShares Global Water UCITS ETF USD (Dist) (DH2O.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

AQWG.L is traded in GBP, while DH2O.L is traded in USD. To make them comparable, the DH2O.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 DH2O.L's 2.29% return.


AQWG.L

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

DH2O.L

1D
0.00%
1M
2.01%
6M
0.28%
YTD
2.29%
1Y
5.05%
3Y*
7.67%
5Y*
5.17%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQWG.L vs. DH2O.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%
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
2.29%9.23%6.11%7.89%-11.42%0.56%

Correlation

The correlation between AQWG.L and DH2O.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.79

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

0.81

The correlation between AQWG.L and DH2O.L has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

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

AQWG.L vs. DH2O.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

DH2O.L
DH2O.L Risk / Return Rank: 1818
Overall Rank
DH2O.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DH2O.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
DH2O.L Omega Ratio Rank: 1717
Omega Ratio Rank
DH2O.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
DH2O.L Martin Ratio Rank: 1818
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. DH2O.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 iShares Global Water UCITS ETF USD (Dist) (DH2O.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.LDH2O.LDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.06

1.09

-0.03

Calmar ratioReturn relative to maximum drawdown

0.34

0.60

-0.26

Martin ratioReturn relative to average drawdown

0.77

1.46

-0.68

AQWG.L vs. DH2O.L - Sharpe Ratio Comparison

The current AQWG.L Sharpe Ratio is 0.28, which is lower than the DH2O.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of AQWG.L and DH2O.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.


Loading charts...

Drawdowns

AQWG.L vs. DH2O.L - Drawdown Comparison

The maximum AQWG.L drawdown since its inception was -21.32%, smaller than the maximum DH2O.L drawdown of -37.91%. Use the drawdown chart below to compare losses from any high point for AQWG.L and DH2O.L.


Loading charts...

Drawdown Indicators


AQWG.LDH2O.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.32%

-37.91%

+16.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-10.33%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-17.73%

-14.14%

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.57%

Max Drawdown (10Y)

Largest decline over 10 years

-27.84%

Current Drawdown

Current decline from peak

-5.45%

-5.49%

+0.04%

Average Drawdown

Average peak-to-trough decline

-6.46%

-6.01%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

4.25%

+0.67%

Volatility

AQWG.L vs. DH2O.L - Volatility Comparison

The current volatility for Global X Clean Water UCITS ETF (AQWG.L) is 4.34%, while iShares Global Water UCITS ETF USD (Dist) (DH2O.L) has a volatility of 4.67%. This indicates that AQWG.L experiences smaller price fluctuations and is considered to be less risky than DH2O.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AQWG.LDH2O.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

4.67%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

10.97%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

13.59%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

15.17%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

15.73%

-0.76%

AQWG.L vs. DH2O.L - Expense Ratio Comparison

AQWG.L has a 0.50% expense ratio, which is lower than DH2O.L's 0.65% expense ratio.


Dividends

AQWG.L vs. DH2O.L - Dividend Comparison

AQWG.L has not paid dividends to shareholders, while DH2O.L's dividend yield for the trailing twelve months is around 1.36%.


PositionTTM20252024202320222021202020192018201720162015
AQWG.L
Global X Clean Water UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
1.36%1.33%1.06%1.18%1.09%1.66%0.94%1.39%1.80%1.46%1.76%1.65%

Frequently Asked Questions


AQWG.L and DH2O.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AQWG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AQWG.L is cheaper with a 0.50% expense ratio, compared with 0.65% for DH2O.L.

AQWG.L is categorized as Water Equities, while DH2O.L is Global Equities. AQWG.L tracks S&P Global Water TR, while DH2O.L tracks S&P Global Water Index (NET) (USD). They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for AQWG.L and 0.65% for DH2O.L.

Portfolio Optimizer

Find the right allocation for AQWG.L and DH2O.L

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