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

Performance

EDOC.L vs. AQWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L) and Global X Clean Water UCITS ETF (AQWG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
EDOC.L
Global X Telemedicine & Digital Health UCITS ETF Acc USD
-12.32%9.53%-3.40%-12.13%-29.43%-0.37%
AQWG.L
Global X Clean Water UCITS ETF
1.11%13.10%5.99%24.49%-19.63%-0.11%
Different Trading Currencies

EDOC.L is traded in USD, while AQWG.L is traded in GBP. To make them comparable, the AQWG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EDOC.L achieves a -12.32% return, which is significantly lower than AQWG.L's 1.11% return.


EDOC.L

1D
3.12%
1M
-6.08%
YTD
-12.32%
6M
-18.14%
1Y
1.07%
3Y*
-6.64%
5Y*
-13.41%
10Y*

AQWG.L

1D
2.32%
1M
-6.67%
YTD
1.11%
6M
-0.28%
1Y
13.33%
3Y*
12.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EDOC.L has a 0.68% expense ratio, which is higher than AQWG.L's 0.50% expense ratio.


Return for Risk

EDOC.L vs. AQWG.L — Risk / Return Rank

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

EDOC.L
EDOC.L Risk / Return Rank: 1212
Overall Rank
EDOC.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EDOC.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
EDOC.L Omega Ratio Rank: 1212
Omega Ratio Rank
EDOC.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
EDOC.L Martin Ratio Rank: 1212
Martin Ratio Rank

AQWG.L
AQWG.L Risk / Return Rank: 3333
Overall Rank
AQWG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
AQWG.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
AQWG.L Omega Ratio Rank: 3030
Omega Ratio Rank
AQWG.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
AQWG.L Martin Ratio Rank: 3333
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.

EDOC.L vs. AQWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L) and Global X Clean Water UCITS ETF (AQWG.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.


EDOC.LAQWG.LDifference

Sharpe ratio

Return per unit of total volatility

0.05

0.82

-0.78

Sortino ratio

Return per unit of downside risk

0.23

1.21

-0.98

Omega ratio

Gain probability vs. loss probability

1.03

1.16

-0.13

Calmar ratio

Return relative to maximum drawdown

0.04

1.14

-1.10

Martin ratio

Return relative to average drawdown

0.10

3.58

-3.48

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

The current EDOC.L Sharpe Ratio is 0.05, which is lower than the AQWG.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of EDOC.L and AQWG.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.


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Sharpe Ratios by Period


EDOC.LAQWG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.82

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

0.26

-0.75

Correlation

The correlation between EDOC.L and AQWG.L is 0.53, 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

EDOC.L vs. AQWG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

EDOC.L vs. AQWG.L - Drawdown Comparison

The maximum EDOC.L drawdown since its inception was -64.69%, which is greater than AQWG.L's maximum drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for EDOC.L and AQWG.L.


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Drawdown Indicators


EDOC.LAQWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.69%

-23.03%

-41.66%

Max Drawdown (1Y)

Largest decline over 1 year

-23.06%

-9.85%

-13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-60.23%

Current Drawdown

Current decline from peak

-58.22%

-6.75%

-51.47%

Average Drawdown

Average peak-to-trough decline

-44.78%

-7.34%

-37.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

3.18%

+4.87%

Volatility

EDOC.L vs. AQWG.L - Volatility Comparison

Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L) has a higher volatility of 6.86% compared to Global X Clean Water UCITS ETF (AQWG.L) at 5.58%. This indicates that EDOC.L's price experiences larger fluctuations and is considered to be riskier than AQWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDOC.LAQWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

5.58%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

9.88%

+5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.85%

16.14%

+6.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.51%

17.21%

+10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.64%

17.21%

+10.43%