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

Performance

AQWG.L vs. URND.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 Uranium UCITS ETF USD Distributing (URND.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)2025202420232022
AQWG.L
Global X Clean Water UCITS ETF
2.74%5.17%7.79%18.26%0.10%
URND.L
Global X Uranium UCITS ETF USD Distributing
17.96%47.21%5.10%25.90%-8.81%
Different Trading Currencies

AQWG.L is traded in GBP, while URND.L is traded in USD. To make them comparable, the URND.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 2.74% return, which is significantly lower than URND.L's 17.96% return.


AQWG.L

1D
0.48%
1M
-3.92%
YTD
2.74%
6M
0.81%
1Y
10.75%
3Y*
10.38%
5Y*
10Y*

URND.L

1D
-2.12%
1M
-4.41%
YTD
17.96%
6M
4.48%
1Y
119.62%
3Y*
35.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

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


Return for Risk

AQWG.L vs. URND.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: 3636
Overall Rank
AQWG.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AQWG.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
AQWG.L Omega Ratio Rank: 3030
Omega Ratio Rank
AQWG.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
AQWG.L Martin Ratio Rank: 3737
Martin Ratio Rank

URND.L
URND.L Risk / Return Rank: 9090
Overall Rank
URND.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
URND.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
URND.L Omega Ratio Rank: 8787
Omega Ratio Rank
URND.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
URND.L Martin Ratio Rank: 8282
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. URND.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 Uranium UCITS ETF USD Distributing (URND.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.


AQWG.LURND.LDifference

Sharpe ratio

Return per unit of total volatility

0.73

2.40

-1.67

Sortino ratio

Return per unit of downside risk

1.06

2.92

-1.85

Omega ratio

Gain probability vs. loss probability

1.14

1.36

-0.22

Calmar ratio

Return relative to maximum drawdown

1.37

4.30

-2.93

Martin ratio

Return relative to average drawdown

4.27

10.82

-6.55

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

The current AQWG.L Sharpe Ratio is 0.73, which is lower than the URND.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of AQWG.L and URND.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AQWG.LURND.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.40

-1.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.61

-0.31

Correlation

The correlation between AQWG.L and URND.L is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AQWG.L vs. URND.L - Dividend Comparison

AQWG.L has not paid dividends to shareholders, while URND.L's dividend yield for the trailing twelve months is around 0.17%.


TTM2025202420232022
AQWG.L
Global X Clean Water UCITS ETF
0.00%0.00%0.00%0.00%0.00%
URND.L
Global X Uranium UCITS ETF USD Distributing
0.17%0.00%1.19%0.00%0.03%

Drawdowns

AQWG.L vs. URND.L - Drawdown Comparison

The maximum AQWG.L drawdown since its inception was -23.03%, smaller than the maximum URND.L drawdown of -40.43%. Use the drawdown chart below to compare losses from any high point for AQWG.L and URND.L.


Loading graphics...

Drawdown Indicators


AQWG.LURND.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.03%

-39.04%

+16.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

-31.98%

+22.13%

Current Drawdown

Current decline from peak

-6.30%

-16.08%

+9.78%

Average Drawdown

Average peak-to-trough decline

-7.34%

-11.20%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

12.28%

-9.11%

Volatility

AQWG.L vs. URND.L - Volatility Comparison

The current volatility for Global X Clean Water UCITS ETF (AQWG.L) is 5.30%, while Global X Uranium UCITS ETF USD Distributing (URND.L) has a volatility of 13.71%. This indicates that AQWG.L experiences smaller price fluctuations and is considered to be less risky than URND.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AQWG.LURND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

13.71%

-8.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

39.04%

-29.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

49.60%

-34.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

39.41%

-24.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

39.41%

-24.39%