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SPQB.DE vs. AKWA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPQB.DE vs. AKWA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) and Global X Clean Water UCITS ETF (AKWA.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, SPQB.DE achieves a 5.30% return, which is significantly higher than AKWA.DE's -0.44% return.


SPQB.DE

1D
-0.13%
1M
1.48%
YTD
5.30%
6M
5.62%
1Y
10.99%
3Y*
9.37%
5Y*
10Y*

AKWA.DE

1D
-0.50%
1M
-1.77%
YTD
-0.44%
6M
-2.43%
1Y
-0.46%
3Y*
7.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
SPQB.DE
Global X S&P 500 Quarterly Buffer UCITS ETF
5.30%-0.77%20.64%10.42%
AKWA.DE
Global X Clean Water UCITS ETF
-0.44%0.80%12.17%13.47%

Correlation

The correlation between SPQB.DE and AKWA.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.38

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2023

0.40

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Return for Risk

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

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

SPQB.DE
SPQB.DE Risk / Return Rank: 5050
Overall Rank
SPQB.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SPQB.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPQB.DE Omega Ratio Rank: 4343
Omega Ratio Rank
SPQB.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
SPQB.DE Martin Ratio Rank: 5454
Martin Ratio Rank

AKWA.DE
AKWA.DE Risk / Return Rank: 99
Overall Rank
AKWA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AKWA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
AKWA.DE Omega Ratio Rank: 88
Omega Ratio Rank
AKWA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
AKWA.DE Martin Ratio Rank: 99
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.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.


SPQB.DEAKWA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.00

Omega ratioGain probability vs. loss probability

1.27

1.01

+0.26

Calmar ratioReturn relative to maximum drawdown

3.53

-0.05

+3.58

Martin ratioReturn relative to average drawdown

9.14

-0.11

+9.25

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

The current SPQB.DE Sharpe Ratio is 1.48, which is higher than the AKWA.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of SPQB.DE and AKWA.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


SPQB.DEAKWA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

-0.03

+1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.20

+0.91

Drawdowns

SPQB.DE vs. AKWA.DE - Drawdown Comparison

The maximum SPQB.DE drawdown since its inception was -16.15%, smaller than the maximum AKWA.DE drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for SPQB.DE and AKWA.DE.


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Drawdown Indicators


SPQB.DEAKWA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.15%

-23.07%

+6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-9.90%

+6.80%

Max Drawdown (3Y)

Largest decline over 3 years

-16.15%

-19.99%

+3.84%

Current Drawdown

Current decline from peak

-0.13%

-8.54%

+8.41%

Average Drawdown

Average peak-to-trough decline

-2.58%

-7.60%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

4.12%

-2.92%

Volatility

SPQB.DE vs. AKWA.DE - Volatility Comparison

The current volatility for Global X S&P 500 Quarterly Buffer UCITS ETF (SPQB.DE) is 1.19%, while Global X Clean Water UCITS ETF (AKWA.DE) has a volatility of 3.85%. This indicates that SPQB.DE experiences smaller price fluctuations and is considered to be less risky than AKWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPQB.DEAKWA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

3.85%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

10.07%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

13.59%

-6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.54%

16.02%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.54%

16.02%

-6.48%

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

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


Dividends

SPQB.DE vs. AKWA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPQB.DE and AKWA.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SPQB.DE and AKWA.DE have the same expense ratio: 0.50% per year.

SPQB.DE is categorized as S&P 500, while AKWA.DE is Water Equities. SPQB.DE tracks Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect, while AKWA.DE tracks Solactive Global Clean Water Industry.

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