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

Performance

IH2O.L vs. AQWA.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IH2O.L achieves a 2.32% return, which is significantly higher than AQWA.L's 1.83% return.


IH2O.L

1D
-0.94%
1M
2.92%
6M
0.64%
YTD
2.32%
1Y
5.31%
3Y*
7.96%
5Y*
5.27%
10Y*
9.37%

AQWA.L

1D
0.00%
1M
1.03%
6M
-1.04%
YTD
1.83%
1Y
1.54%
3Y*
8.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
IH2O.L
iShares Global Water UCITS ETF
2.32%9.75%6.03%7.33%-11.32%1.70%
AQWA.L
Global X Clean Water UCITS ETF USD Acc
1.83%4.91%7.83%18.90%-9.78%-0.71%

Correlation

The correlation between IH2O.L and AQWA.L is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2021

0.84

The correlation between IH2O.L and AQWA.L has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

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Return for Risk

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

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

IH2O.L
IH2O.L Risk / Return Rank: 1616
Overall Rank
IH2O.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IH2O.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
IH2O.L Omega Ratio Rank: 1515
Omega Ratio Rank
IH2O.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
IH2O.L Martin Ratio Rank: 1616
Martin Ratio Rank

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

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

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


IH2O.LAQWA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.08

1.05

+0.03

Calmar ratioReturn relative to maximum drawdown

0.50

0.31

+0.20

Martin ratioReturn relative to average drawdown

1.20

0.69

+0.51

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

The current IH2O.L Sharpe Ratio is 0.41, which is higher than the AQWA.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of IH2O.L and AQWA.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

IH2O.L vs. AQWA.L - Drawdown Comparison

The maximum IH2O.L drawdown since its inception was -67.32%, which is greater than AQWA.L's maximum drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for IH2O.L and AQWA.L.


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Drawdown Indicators


IH2O.LAQWA.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.32%

-21.97%

-45.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-11.36%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-13.96%

-18.10%

+4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.19%

Max Drawdown (10Y)

Largest decline over 10 years

-27.16%

Current Drawdown

Current decline from peak

-5.45%

-7.25%

+1.80%

Average Drawdown

Average peak-to-trough decline

-20.47%

-6.67%

-13.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

5.06%

-0.63%

Volatility

IH2O.L vs. AQWA.L - Volatility Comparison

The current volatility for iShares Global Water UCITS ETF (IH2O.L) is 4.61%, while Global X Clean Water UCITS ETF USD Acc (AQWA.L) has a volatility of 4.98%. This indicates that IH2O.L experiences smaller price fluctuations and is considered to be less risky than AQWA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IH2O.LAQWA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

4.98%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

12.14%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

14.97%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

16.15%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

16.15%

-1.25%

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

IH2O.L has a 0.65% expense ratio, which is higher than AQWA.L's 0.50% expense ratio.


Dividends

IH2O.L vs. AQWA.L - Dividend Comparison

IH2O.L's dividend yield for the trailing twelve months is around 1.38%, while AQWA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AQWA.L
Global X Clean Water UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IH2O.L
iShares Global Water UCITS ETF
1.38%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


IH2O.L and AQWA.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AQWA.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AQWA.L is cheaper with a 0.50% expense ratio, compared with 0.65% for IH2O.L.

IH2O.L tracks S&P Global Water TR, while AQWA.L tracks Solactive Global Clean Water Industry v2 Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.65% for IH2O.L and 0.50% for AQWA.L.

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