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DH2O.L vs. IH2O.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DH2O.L vs. IH2O.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Water UCITS ETF USD (Dist) (DH2O.L) and iShares Global Water UCITS ETF (IH2O.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DH2O.L is traded in USD, while IH2O.L is traded in GBp. To make them comparable, the IH2O.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with DH2O.L having a 4.37% return and IH2O.L slightly lower at 4.35%. Both investments have delivered pretty close results over the past 10 years, with DH2O.L having a 9.79% annualized return and IH2O.L not far ahead at 9.83%.


DH2O.L

1D
0.08%
1M
4.00%
6M
1.18%
YTD
4.37%
1Y
7.63%
3Y*
9.31%
5Y*
5.15%
10Y*
9.79%

IH2O.L

1D
0.34%
1M
5.01%
6M
1.29%
YTD
4.35%
1Y
8.35%
3Y*
9.48%
5Y*
5.22%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DH2O.L vs. IH2O.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
4.37%17.60%4.29%13.57%-20.83%30.67%15.22%33.60%-10.59%27.00%
IH2O.L
iShares Global Water UCITS ETF
4.35%18.03%4.26%12.99%-20.80%31.05%14.70%34.62%-10.76%26.68%

Correlation

The correlation between DH2O.L and IH2O.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2007

0.84

The correlation between DH2O.L and IH2O.L has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.

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Return for Risk

DH2O.L vs. IH2O.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DH2O.L
DH2O.L Risk / Return Rank: 2121
Overall Rank
DH2O.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DH2O.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
DH2O.L Omega Ratio Rank: 2020
Omega Ratio Rank
DH2O.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
DH2O.L Martin Ratio Rank: 2020
Martin Ratio Rank

IH2O.L
IH2O.L Risk / Return Rank: 2121
Overall Rank
IH2O.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IH2O.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
IH2O.L Omega Ratio Rank: 2020
Omega Ratio Rank
IH2O.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IH2O.L Martin Ratio Rank: 2121
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.

DH2O.L vs. IH2O.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF USD (Dist) (DH2O.L) and iShares Global Water UCITS ETF (IH2O.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.


DH2O.LIH2O.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.10

1.11

-0.01

Calmar ratioReturn relative to maximum drawdown

0.72

0.78

-0.06

Martin ratioReturn relative to average drawdown

1.66

1.74

-0.08

DH2O.L vs. IH2O.L - Sharpe Ratio Comparison

The current DH2O.L Sharpe Ratio is 0.56, which is comparable to the IH2O.L Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of DH2O.L and IH2O.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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Drawdowns

DH2O.L vs. IH2O.L - Drawdown Comparison

The maximum DH2O.L drawdown since its inception was -56.90%, smaller than the maximum IH2O.L drawdown of -77.04%. Use the drawdown chart below to compare losses from any high point for DH2O.L and IH2O.L.


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Drawdown Indicators


DH2O.LIH2O.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-77.04%

+20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-10.67%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.08%

-16.25%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.43%

-32.45%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-34.94%

-0.62%

Current Drawdown

Current decline from peak

-3.63%

-3.75%

+0.12%

Average Drawdown

Average peak-to-trough decline

-10.39%

-30.53%

+20.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

4.79%

-0.21%

Volatility

DH2O.L vs. IH2O.L - Volatility Comparison

iShares Global Water UCITS ETF USD (Dist) (DH2O.L) has a higher volatility of 4.28% compared to iShares Global Water UCITS ETF (IH2O.L) at 4.03%. This indicates that DH2O.L's price experiences larger fluctuations and is considered to be riskier than IH2O.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DH2O.LIH2O.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.03%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

11.16%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

13.67%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

16.52%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

16.48%

0.00%

DH2O.L vs. IH2O.L - Expense Ratio Comparison

Both DH2O.L and IH2O.L have an expense ratio of 0.65%.


Dividends

DH2O.L vs. IH2O.L - Dividend Comparison

DH2O.L's dividend yield for the trailing twelve months is around 1.34%, which matches IH2O.L's 1.35% yield.


PositionTTM20252024202320222021202020192018201720162015
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
1.34%1.33%1.06%1.18%1.09%1.66%0.94%1.39%1.80%1.46%1.76%1.65%
IH2O.L
iShares Global Water UCITS ETF
1.35%1.35%1.05%1.21%1.11%1.67%1.00%1.43%1.77%1.52%1.62%1.61%

Frequently Asked Questions


DH2O.L and IH2O.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DH2O.L and IH2O.L have the same expense ratio: 0.65% per year.

DH2O.L is categorized as Global Equities, while IH2O.L is Water Equities. DH2O.L tracks S&P Global Water Index (NET) (USD), while IH2O.L tracks S&P Global Water TR.

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