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OEWA.DE vs. IQQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OEWA.DE vs. IQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VERBUND AG (OEWA.DE) and iShares Global Water UCITS ETF (IQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OEWA.DE achieves a -0.18% return, which is significantly higher than IQQQ.DE's -0.71% return. Over the past 10 years, OEWA.DE has outperformed IQQQ.DE with an annualized return of 19.89%, while IQQQ.DE has yielded a comparatively lower 9.10% annualized return.


OEWA.DE

1D
0.51%
1M
-4.47%
YTD
-0.18%
6M
-3.23%
1Y
-7.15%
3Y*
-0.63%
5Y*
-0.61%
10Y*
19.89%

IQQQ.DE

1D
-0.44%
1M
-3.72%
YTD
-0.71%
6M
-1.42%
1Y
1.94%
3Y*
6.09%
5Y*
5.32%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OEWA.DE vs. IQQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OEWA.DE
VERBUND AG
-0.18%-8.74%-10.94%11.70%-20.38%44.91%57.09%23.07%88.43%33.95%
IQQQ.DE
iShares Global Water UCITS ETF
-0.71%5.27%10.22%9.85%-16.58%42.81%4.77%38.59%-6.82%11.64%

Correlation

The correlation between OEWA.DE and IQQQ.DE is 0.03, 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

0.03

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

0.14

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

0.19

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2007

0.28

Over the past year, the correlation between OEWA.DE and IQQQ.DE has dropped to 0.03 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

OEWA.DE vs. IQQQ.DE — Risk / Return Rank

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

OEWA.DE
OEWA.DE Risk / Return Rank: 2222
Overall Rank
OEWA.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
OEWA.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
OEWA.DE Omega Ratio Rank: 2323
Omega Ratio Rank
OEWA.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
OEWA.DE Martin Ratio Rank: 1818
Martin Ratio Rank

IQQQ.DE
IQQQ.DE Risk / Return Rank: 1111
Overall Rank
IQQQ.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IQQQ.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
IQQQ.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IQQQ.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IQQQ.DE Martin Ratio Rank: 1212
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.

OEWA.DE vs. IQQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VERBUND AG (OEWA.DE) and iShares Global Water UCITS ETF (IQQQ.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.


OEWA.DEIQQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

0.96

1.03

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.54

0.19

-0.74

Martin ratioReturn relative to average drawdown

-1.11

0.49

-1.61

OEWA.DE vs. IQQQ.DE - Sharpe Ratio Comparison

The current OEWA.DE Sharpe Ratio is -0.37, which is lower than the IQQQ.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of OEWA.DE and IQQQ.DE, 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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Sharpe Ratios by Period


OEWA.DEIQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

0.15

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.36

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.60

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.50

-0.10

Drawdowns

OEWA.DE vs. IQQQ.DE - Drawdown Comparison

The maximum OEWA.DE drawdown since its inception was -78.68%, which is greater than IQQQ.DE's maximum drawdown of -48.04%. Use the drawdown chart below to compare losses from any high point for OEWA.DE and IQQQ.DE.


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Drawdown Indicators


OEWA.DEIQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-78.68%

-48.04%

-30.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-8.94%

-6.98%

Max Drawdown (3Y)

Largest decline over 3 years

-30.01%

-17.50%

-12.51%

Max Drawdown (5Y)

Largest decline over 5 years

-42.57%

-24.39%

-18.18%

Max Drawdown (10Y)

Largest decline over 10 years

-45.41%

-34.50%

-10.91%

Current Drawdown

Current decline from peak

-37.30%

-7.97%

-29.33%

Average Drawdown

Average peak-to-trough decline

-37.78%

-7.76%

-30.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

3.51%

+4.28%

Volatility

OEWA.DE vs. IQQQ.DE - Volatility Comparison

VERBUND AG (OEWA.DE) has a higher volatility of 8.16% compared to iShares Global Water UCITS ETF (IQQQ.DE) at 3.43%. This indicates that OEWA.DE's price experiences larger fluctuations and is considered to be riskier than IQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OEWA.DEIQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

3.43%

+4.73%

Volatility (6M)

Calculated over the trailing 6-month period

18.81%

8.83%

+9.98%

Volatility (1Y)

Calculated over the trailing 1-year period

23.65%

11.67%

+11.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.78%

14.47%

+17.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.13%

15.19%

+16.94%

Dividends

OEWA.DE vs. IQQQ.DE - Dividend Comparison

OEWA.DE's dividend yield for the trailing twelve months is around 5.36%, more than IQQQ.DE's 1.65% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQQ.DE
iShares Global Water UCITS ETF
1.65%1.56%1.12%1.31%1.17%1.88%1.16%1.55%2.08%1.76%1.85%1.79%
OEWA.DE
VERBUND AG
5.36%4.52%5.87%4.28%1.33%0.75%0.99%0.93%1.13%1.45%2.30%2.41%

Frequently Asked Questions


OEWA.DE and IQQQ.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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