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CGW vs. LYM8.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CGW vs. LYM8.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P Global Water Index ETF (CGW) and Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE).

CGW and LYM8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGW is a passively managed fund by Invesco that tracks the performance of the S&P Global Water Index. It was launched on May 14, 2007. LYM8.DE is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI IMI Water ESG Filtered. It was launched on Oct 10, 2007. Both CGW and LYM8.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

CGW vs. LYM8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Global Water Index ETF (CGW) and Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE). The values are adjusted to include any dividend payments, if applicable.

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CGW vs. LYM8.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CGW
Invesco S&P Global Water Index ETF		2.46%18.10%4.55%15.50%-22.00%31.70%15.41%34.04%-10.47%10.90%
LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist		1.79%15.29%5.11%22.68%-21.81%24.36%17.04%37.57%-17.93%10.68%
Different Trading Currencies

CGW is traded in USD, while LYM8.DE is traded in EUR. To make them comparable, the LYM8.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CGW achieves a 2.46% return, which is significantly higher than LYM8.DE's 1.79% return.

CGW

1D
0.97%
1M
-4.82%
YTD
2.46%
6M
2.51%
1Y
17.20%
3Y*
10.96%
5Y*
7.16%
10Y*
10.56%

LYM8.DE

1D
2.55%
1M
-4.59%
YTD
1.79%
6M
0.98%
1Y
11.47%
3Y*
12.58%
5Y*
6.69%
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.

Invesco S&P Global Water Index ETF

Amundi MSCI Water ESG Screened UCITS ETF Dist

Often compared with CGW:
CGW vs. PHOCGW vs. FIWCGW vs. PIOCGW vs. AQWACGW vs. SPYCGW vs. GWRSCGW vs. DGT
Often compared with LYM8.DE:
LYM8.DE vs. H4Z3.DELYM8.DE vs. FIWLYM8.DE vs. XDG6.DELYM8.DE vs. XMLC.DELYM8.DE vs. IQQQ.DE

CGW vs. LYM8.DE - Expense Ratio Comparison

CGW has a 0.57% expense ratio, which is lower than LYM8.DE's 0.60% expense ratio.

LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist
CGW
Invesco S&P Global Water Index ETF

Return for Risk

CGW vs. LYM8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CGW
CGW Risk / Return Rank: 6161
Overall Rank
CGW Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CGW Sortino Ratio Rank: 6464
Sortino Ratio Rank
CGW Omega Ratio Rank: 5656
Omega Ratio Rank
CGW Calmar Ratio Rank: 6565
Calmar Ratio Rank
CGW Martin Ratio Rank: 5757
Martin Ratio Rank
LYM8.DE
LYM8.DE Risk / Return Rank: 1919
Overall Rank
LYM8.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LYM8.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
LYM8.DE Omega Ratio Rank: 1818
Omega Ratio Rank
LYM8.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
LYM8.DE Martin Ratio Rank: 2020
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.

CGW vs. LYM8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Global Water Index ETF (CGW) and Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.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.

CGWLYM8.DEDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.78

+0.39

Sortino ratio

Return per unit of downside risk

1.68

1.15

+0.53

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

1.72

1.05

+0.67

Martin ratio

Return relative to average drawdown

5.86

2.95

+2.92

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGW vs. LYM8.DE - Sharpe Ratio Comparison

The current CGW Sharpe Ratio is 1.17, which is higher than the LYM8.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of CGW and LYM8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

CGWLYM8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.78

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.41

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.53

-0.17

Correlation

The correlation between CGW and LYM8.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CGW vs. LYM8.DE - Dividend Comparison

CGW's dividend yield for the trailing twelve months is around 1.54%, more than LYM8.DE's 1.05% yield.

TTM20252024202320222021202020192018201720162015
CGW
Invesco S&P Global Water Index ETF		1.54%1.58%2.27%1.55%1.45%1.59%1.41%1.48%2.14%1.71%1.65%1.67%
LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist		1.05%1.08%0.77%0.85%0.43%0.62%1.22%1.49%2.09%1.61%0.00%0.00%

Drawdowns

CGW vs. LYM8.DE - Drawdown Comparison

The maximum CGW drawdown since its inception was -57.24%, which is greater than LYM8.DE's maximum drawdown of -37.00%. Use the drawdown chart below to compare losses from any high point for CGW and LYM8.DE.

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Drawdown Indicators

CGWLYM8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.24%

-36.55%

-20.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

-11.18%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-24.56%

-8.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

—

—

Current Drawdown

Current decline from peak

-6.24%

-6.10%

-0.14%

Average Drawdown

Average peak-to-trough decline

-9.87%

-6.48%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.32%

-0.29%

Volatility

CGW vs. LYM8.DE - Volatility Comparison

Invesco S&P Global Water Index ETF (CGW) has a higher volatility of 5.50% compared to Amundi MSCI Water ESG Screened UCITS ETF Dist (LYM8.DE) at 5.03%. This indicates that CGW's price experiences larger fluctuations and is considered to be riskier than LYM8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CGWLYM8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

5.03%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

9.11%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

15.83%

-1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

16.22%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

17.26%

+0.41%