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

Performance

AQWG.L vs. URNG.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 Accumulating (URNG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AQWG.L achieves a -0.99% return, which is significantly lower than URNG.L's 18.27% return.


AQWG.L

1D
-0.23%
1M
-1.39%
YTD
-0.99%
6M
-3.24%
1Y
2.35%
3Y*
7.66%
5Y*
10Y*

URNG.L

1D
-0.48%
1M
-7.77%
YTD
18.27%
6M
7.25%
1Y
64.64%
3Y*
36.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
AQWG.L
Global X Clean Water UCITS ETF
-0.99%5.17%7.79%18.26%2.75%
URNG.L
Global X Uranium UCITS ETF USD Accumulating
18.27%58.50%2.96%30.86%-14.11%

Correlation

The correlation between AQWG.L and URNG.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2022

0.30

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Return for Risk

AQWG.L vs. URNG.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: 1111
Overall Rank
AQWG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AQWG.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
AQWG.L Omega Ratio Rank: 1111
Omega Ratio Rank
AQWG.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
AQWG.L Martin Ratio Rank: 1212
Martin Ratio Rank

URNG.L
URNG.L Risk / Return Rank: 3737
Overall Rank
URNG.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
URNG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
URNG.L Omega Ratio Rank: 3636
Omega Ratio Rank
URNG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
URNG.L Martin Ratio Rank: 3434
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. URNG.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 Accumulating (URNG.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.LURNG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.04

1.23

-0.19

Calmar ratioReturn relative to maximum drawdown

0.21

1.97

-1.76

Martin ratioReturn relative to average drawdown

0.52

5.06

-4.53

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

The current AQWG.L Sharpe Ratio is 0.18, which is lower than the URNG.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of AQWG.L and URNG.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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Sharpe Ratios by Period


AQWG.LURNG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.31

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.52

-0.29

Drawdowns

AQWG.L vs. URNG.L - Drawdown Comparison

The maximum AQWG.L drawdown since its inception was -23.03%, smaller than the maximum URNG.L drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for AQWG.L and URNG.L.


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Drawdown Indicators


AQWG.LURNG.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.03%

-38.98%

+15.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-32.59%

+21.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.73%

-38.98%

+21.25%

Current Drawdown

Current decline from peak

-9.71%

-13.93%

+4.22%

Average Drawdown

Average peak-to-trough decline

-7.35%

-12.79%

+5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

12.75%

-8.26%

Volatility

AQWG.L vs. URNG.L - Volatility Comparison

The current volatility for Global X Clean Water UCITS ETF (AQWG.L) is 3.98%, while Global X Uranium UCITS ETF USD Accumulating (URNG.L) has a volatility of 14.89%. This indicates that AQWG.L experiences smaller price fluctuations and is considered to be less risky than URNG.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.LURNG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

14.89%

-10.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

33.87%

-23.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.03%

49.10%

-36.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.00%

39.66%

-24.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

39.66%

-24.66%

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

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


Dividends

AQWG.L vs. URNG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AQWG.L and URNG.L have a correlation of 0.24, 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 URNG.L.

AQWG.L is categorized as Water Equities, while URNG.L is Commodity Producers Equities. AQWG.L tracks S&P Global Water TR, while URNG.L tracks Solactive Global Uranium & Nuclear Components. Their fees differ too: 0.50% for AQWG.L and 0.65% for URNG.L.

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