PortfoliosLab logoPortfoliosLab logo
KROP.DE vs. AKWA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KROP.DE vs. AKWA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROP.DE) and Global X Clean Water UCITS ETF (AKWA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

KROP.DE vs. AKWA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
KROP.DE
Global X AgTech and Food Innovation UCITS ETF USD Accumulating
15.59%-4.87%-2.79%-25.11%-19.26%
AKWA.DE
Global X Clean Water UCITS ETF
2.37%0.80%12.17%20.84%-0.79%

Returns By Period

In the year-to-date period, KROP.DE achieves a 15.59% return, which is significantly higher than AKWA.DE's 2.37% return.


KROP.DE

1D
0.29%
1M
-4.13%
YTD
15.59%
6M
14.12%
1Y
7.93%
3Y*
-7.61%
5Y*
10Y*

AKWA.DE

1D
1.96%
1M
-5.80%
YTD
2.37%
6M
0.60%
1Y
5.34%
3Y*
10.40%
5Y*
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.


KROP.DE vs. AKWA.DE - Expense Ratio Comparison

Both KROP.DE and AKWA.DE have an expense ratio of 0.50%.


Return for Risk

KROP.DE vs. AKWA.DE — Risk / Return Rank

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

KROP.DE
KROP.DE Risk / Return Rank: 2323
Overall Rank
KROP.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
KROP.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
KROP.DE Omega Ratio Rank: 2222
Omega Ratio Rank
KROP.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
KROP.DE Martin Ratio Rank: 2020
Martin Ratio Rank

AKWA.DE
AKWA.DE Risk / Return Rank: 2121
Overall Rank
AKWA.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
AKWA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
AKWA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
AKWA.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
AKWA.DE Martin Ratio Rank: 2424
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.

KROP.DE vs. AKWA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROP.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.


KROP.DEAKWA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.32

+0.12

Sortino ratio

Return per unit of downside risk

0.72

0.55

+0.18

Omega ratio

Gain probability vs. loss probability

1.10

1.07

+0.03

Calmar ratio

Return relative to maximum drawdown

0.80

0.67

+0.13

Martin ratio

Return relative to average drawdown

1.62

1.89

-0.27

KROP.DE vs. AKWA.DE - Sharpe Ratio Comparison

The current KROP.DE Sharpe Ratio is 0.44, which is higher than the AKWA.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of KROP.DE and AKWA.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.


Loading graphics...

Sharpe Ratios by Period


KROP.DEAKWA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.32

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.24

-0.75

Correlation

The correlation between KROP.DE and AKWA.DE 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

KROP.DE vs. AKWA.DE - Dividend Comparison

Neither KROP.DE nor AKWA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KROP.DE vs. AKWA.DE - Drawdown Comparison

The maximum KROP.DE drawdown since its inception was -52.74%, 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 KROP.DE and AKWA.DE.


Loading graphics...

Drawdown Indicators


KROP.DEAKWA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.74%

-23.07%

-29.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-10.93%

-0.58%

Current Drawdown

Current decline from peak

-41.86%

-5.96%

-35.90%

Average Drawdown

Average peak-to-trough decline

-36.24%

-7.64%

-28.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

3.15%

+2.32%

Volatility

KROP.DE vs. AKWA.DE - Volatility Comparison

Global X AgTech and Food Innovation UCITS ETF USD Accumulating (KROP.DE) has a higher volatility of 5.80% compared to Global X Clean Water UCITS ETF (AKWA.DE) at 5.32%. This indicates that KROP.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.


Loading graphics...

Volatility by Period


KROP.DEAKWA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.32%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

9.70%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

16.60%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

16.08%

+3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

16.08%

+3.65%