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

NVDA vs. IH2O.L

Last updated Jun 13, 2026

NVDA (NVIDIA Corporation) is a stock, while IH2O.L (iShares Global Water UCITS ETF) is Water Equities fund tracking the S&P Global Water TR. Over the past 10 years, NVDA returned 67.95%/yr vs 9.52%/yr for IH2O.L. At a 0.28 correlation, their price movements are largely independent.

Performance

NVDA vs. IH2O.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NVIDIA Corporation (NVDA) 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

NVDA 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

In the year-to-date period, NVDA achieves a 10.16% return, which is significantly higher than IH2O.L's -1.72% return. Over the past 10 years, NVDA has outperformed IH2O.L with an annualized return of 67.95%, while IH2O.L has yielded a comparatively lower 9.52% annualized return.

NVDA

1D
0.16%
1M
-8.83%
YTD
10.16%
6M
17.38%
1Y
44.72%
3Y*
71.13%
5Y*
63.13%
10Y*
67.95%

IH2O.L

1D
0.98%
1M
1.10%
YTD
-1.72%
6M
-1.10%
1Y
3.28%
3Y*
7.92%
5Y*
4.12%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDA vs. IH2O.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
NVDA
NVIDIA Corporation		10.16%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%
IH2O.L
iShares Global Water UCITS ETF		-1.72%18.03%4.26%12.99%-20.80%31.05%14.70%34.62%-10.76%26.68%

Correlation

The correlation between NVDA and IH2O.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.01

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

0.08

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

0.25

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.28

Over the past year, the correlation between NVDA and IH2O.L has dropped to 0.01 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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NVIDIA Corporation

iShares Global Water UCITS ETF

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Often compared with IH2O.L:
IH2O.L vs. GLGG.LIH2O.L vs. FIWIH2O.L vs. PHOIH2O.L vs. IVVIH2O.L vs. IWQU.LIH2O.L vs. SLVR.DEIH2O.L vs. VT

Return for Risk

NVDA vs. IH2O.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NVDA
NVDA Risk / Return Rank: 7575
Overall Rank
NVDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7171
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7777
Martin Ratio Rank
IH2O.L
IH2O.L Risk / Return Rank: 1414
Overall Rank
IH2O.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IH2O.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IH2O.L Omega Ratio Rank: 1414
Omega Ratio Rank
IH2O.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
IH2O.L Martin Ratio Rank: 1515
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.

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

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) 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.

NVDAIH2O.LDifference
Sharpe ratioReturn per unit of total volatility
1.20
0.18

+1.02

Sortino ratioReturn per unit of downside risk
1.75
0.34

+1.42

Omega ratioGain probability vs. loss probability

1.21

1.04

+0.17

Calmar ratioReturn relative to maximum drawdown

2.07

0.22

+1.85

Martin ratioReturn relative to average drawdown

4.94

0.54

+4.40

NVDA vs. IH2O.L - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.20, which is higher than the IH2O.L Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of NVDA 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

NVDA vs. IH2O.L - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than IH2O.L's maximum drawdown of -77.04%. Use the drawdown chart below to compare losses from any high point for NVDA and IH2O.L.

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Drawdown Indicators

NVDAIH2O.LDifference

Max Drawdown

Largest peak-to-trough decline

-89.72%

-77.04%

-12.68%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-10.67%

-9.54%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

-16.25%

-20.63%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

-32.45%

-33.89%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

-34.94%

-31.40%

Current Drawdown

Current decline from peak

-12.86%

-9.35%

-3.51%

Average Drawdown

Average peak-to-trough decline

-36.18%

-30.54%

-5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

4.41%

+4.05%

Volatility

NVDA vs. IH2O.L - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 13.26% compared to iShares Global Water UCITS ETF (IH2O.L) at 4.03%. This indicates that NVDA'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

NVDAIH2O.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.26%

4.03%

+9.23%

Volatility (6M)

Calculated over the trailing 6-month period

26.67%

10.62%

+16.05%

Volatility (1Y)

Calculated over the trailing 1-year period

35.00%

13.41%

+21.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.76%

16.48%

+35.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.84%

16.61%

+33.23%

Dividends

NVDA vs. IH2O.L - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.14%, less than IH2O.L's 1.43% yield.

PositionTTM20252024202320222021202020192018201720162015
IH2O.L
iShares Global Water UCITS ETF		1.43%1.35%1.05%1.21%1.11%1.67%1.00%1.43%1.77%1.52%1.62%1.61%
NVDA
NVIDIA Corporation		0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Frequently Asked Questions

NVDA and IH2O.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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