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PIO vs. AQWA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIO vs. AQWA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Water ETF (PIO) and Global X Clean Water ETF (AQWA). The values are adjusted to include any dividend payments, if applicable.

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PIO vs. AQWA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PIO
Invesco Global Water ETF
-1.55%14.25%-0.44%22.19%-24.06%16.73%
AQWA
Global X Clean Water ETF
1.11%13.15%4.34%20.13%-19.89%15.85%

Returns By Period

In the year-to-date period, PIO achieves a -1.55% return, which is significantly lower than AQWA's 1.11% return.


PIO

1D
2.81%
1M
-10.03%
YTD
-1.55%
6M
-3.09%
1Y
9.33%
3Y*
8.47%
5Y*
4.56%
10Y*
8.80%

AQWA

1D
1.97%
1M
-8.83%
YTD
1.11%
6M
-1.57%
1Y
13.23%
3Y*
10.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIO vs. AQWA - Expense Ratio Comparison

PIO has a 0.75% expense ratio, which is higher than AQWA's 0.50% expense ratio.


Return for Risk

PIO vs. AQWA — Risk / Return Rank

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

PIO
PIO Risk / Return Rank: 3131
Overall Rank
PIO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PIO Sortino Ratio Rank: 3232
Sortino Ratio Rank
PIO Omega Ratio Rank: 3030
Omega Ratio Rank
PIO Calmar Ratio Rank: 3030
Calmar Ratio Rank
PIO Martin Ratio Rank: 3131
Martin Ratio Rank

AQWA
AQWA Risk / Return Rank: 4646
Overall Rank
AQWA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
AQWA Sortino Ratio Rank: 5050
Sortino Ratio Rank
AQWA Omega Ratio Rank: 4242
Omega Ratio Rank
AQWA Calmar Ratio Rank: 4747
Calmar Ratio Rank
AQWA Martin Ratio Rank: 4242
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.

PIO vs. AQWA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Water ETF (PIO) and Global X Clean Water ETF (AQWA). 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.


PIOAQWADifference

Sharpe ratio

Return per unit of total volatility

0.53

0.82

-0.29

Sortino ratio

Return per unit of downside risk

0.89

1.30

-0.41

Omega ratio

Gain probability vs. loss probability

1.12

1.16

-0.04

Calmar ratio

Return relative to maximum drawdown

0.70

1.16

-0.46

Martin ratio

Return relative to average drawdown

2.54

3.81

-1.27

PIO vs. AQWA - Sharpe Ratio Comparison

The current PIO Sharpe Ratio is 0.53, which is lower than the AQWA Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PIO and AQWA, 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


PIOAQWADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.82

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.36

-0.16

Correlation

The correlation between PIO and AQWA is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PIO vs. AQWA - Dividend Comparison

PIO's dividend yield for the trailing twelve months is around 1.03%, less than AQWA's 1.45% yield.


TTM20252024202320222021202020192018201720162015
PIO
Invesco Global Water ETF
1.03%1.04%0.78%0.84%1.02%1.19%0.88%1.20%2.00%1.00%1.45%1.63%
AQWA
Global X Clean Water ETF
1.45%1.47%1.40%1.53%1.56%1.20%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PIO vs. AQWA - Drawdown Comparison

The maximum PIO drawdown since its inception was -64.88%, which is greater than AQWA's maximum drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for PIO and AQWA.


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Drawdown Indicators


PIOAQWADifference

Max Drawdown

Largest peak-to-trough decline

-64.88%

-29.44%

-35.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-11.48%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-34.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

Current Drawdown

Current decline from peak

-10.61%

-9.17%

-1.44%

Average Drawdown

Average peak-to-trough decline

-15.50%

-8.27%

-7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

3.48%

+0.14%

Volatility

PIO vs. AQWA - Volatility Comparison

Invesco Global Water ETF (PIO) has a higher volatility of 6.83% compared to Global X Clean Water ETF (AQWA) at 5.55%. This indicates that PIO's price experiences larger fluctuations and is considered to be riskier than AQWA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIOAQWADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

5.55%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

9.97%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

16.14%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

16.67%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

16.67%

+1.46%