CAUT.DE vs. AKWA.DE
Compare and contrast key facts about Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE) and Global X Clean Water UCITS ETF (AKWA.DE).
CAUT.DE and AKWA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CAUT.DE is a passively managed fund by Global X that tracks the performance of the Solactive China Electric Vehicle and Battery. It was launched on Jan 18, 2022. AKWA.DE is a passively managed fund by Global X that tracks the performance of the Solactive Global Clean Water Industry. It was launched on Dec 7, 2021. Both CAUT.DE and AKWA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CAUT.DE vs. AKWA.DE - Performance Comparison
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CAUT.DE vs. AKWA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CAUT.DE Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating | -0.16% | 27.42% | 9.31% | -35.25% | -26.40% |
AKWA.DE Global X Clean Water UCITS ETF | 2.37% | 0.80% | 12.17% | 20.84% | -4.94% |
Returns By Period
In the year-to-date period, CAUT.DE achieves a -0.16% return, which is significantly lower than AKWA.DE's 2.37% return.
CAUT.DE
- 1D
- -1.25%
- 1M
- 0.78%
- YTD
- -0.16%
- 6M
- -6.22%
- 1Y
- 26.92%
- 3Y*
- -1.63%
- 5Y*
- —
- 10Y*
- —
AKWA.DE
- 1D
- 1.96%
- 1M
- -5.80%
- YTD
- 2.37%
- 6M
- 0.60%
- 1Y
- 5.34%
- 3Y*
- 10.40%
- 5Y*
- —
- 10Y*
- —
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CAUT.DE vs. AKWA.DE - Expense Ratio Comparison
CAUT.DE has a 0.68% expense ratio, which is higher than AKWA.DE's 0.50% expense ratio.
Return for Risk
CAUT.DE vs. AKWA.DE — Risk / Return Rank
CAUT.DE
AKWA.DE
CAUT.DE vs. AKWA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE) and Global X Clean Water UCITS ETF (AKWA.DE). 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.
| CAUT.DE | AKWA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.32 | +0.58 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.55 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.07 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.67 | +1.08 |
Martin ratioReturn relative to average drawdown | 3.62 | 1.89 | +1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAUT.DE | AKWA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.32 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | 0.24 | -0.52 |
Correlation
The correlation between CAUT.DE and AKWA.DE is 0.13, 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
CAUT.DE vs. AKWA.DE - Dividend Comparison
Neither CAUT.DE nor AKWA.DE has paid dividends to shareholders.
Drawdowns
CAUT.DE vs. AKWA.DE - Drawdown Comparison
The maximum CAUT.DE drawdown since its inception was -69.24%, which is greater than AKWA.DE's maximum drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for CAUT.DE and AKWA.DE.
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Drawdown Indicators
| CAUT.DE | AKWA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -23.07% | -46.17% |
Max Drawdown (1Y)Largest decline over 1 year | -17.11% | -10.93% | -6.18% |
Current DrawdownCurrent decline from peak | -44.33% | -5.96% | -38.37% |
Average DrawdownAverage peak-to-trough decline | -45.76% | -7.64% | -38.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.67% | 3.15% | +4.52% |
Volatility
CAUT.DE vs. AKWA.DE - Volatility Comparison
Global X China Electric Vehicle and Battery UCITS ETF USD Accumulating (CAUT.DE) has a higher volatility of 7.58% compared to Global X Clean Water UCITS ETF (AKWA.DE) at 5.32%. This indicates that CAUT.DE's price experiences larger fluctuations and is considered to be riskier than AKWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAUT.DE | AKWA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 5.32% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 21.70% | 9.70% | +12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.86% | 16.60% | +13.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.34% | 16.08% | +17.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.34% | 16.08% | +17.26% |