PortfoliosLab logoPortfoliosLab logo
VST vs. IH2O.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VST vs. IH2O.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vistra Corp. (VST) and iShares Global Water UCITS ETF (IH2O.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VST 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, VST achieves a -8.13% return, which is significantly lower than IH2O.L's -1.72% return.


VST

1D
1.12%
1M
5.97%
YTD
-8.13%
6M
-12.74%
1Y
-14.37%
3Y*
83.39%
5Y*
54.40%
10Y*

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)

VST vs. IH2O.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VST
Vistra Corp.
-8.13%17.66%261.52%70.73%5.08%19.57%-11.87%2.46%24.95%18.19%
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 VST and IH2O.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.18

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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2016

0.25

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VST vs. IH2O.L — Risk / Return Rank

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

VST
VST Risk / Return Rank: 3030
Overall Rank
VST Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VST Sortino Ratio Rank: 2929
Sortino Ratio Rank
VST Omega Ratio Rank: 2929
Omega Ratio Rank
VST Calmar Ratio Rank: 3131
Calmar Ratio Rank
VST Martin Ratio Rank: 3030
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) 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.


VSTIH2O.LDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

0.99

1.04

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.38

0.22

-0.60

Martin ratioReturn relative to average drawdown

-0.70

0.54

-1.24

VST vs. IH2O.L - Sharpe Ratio Comparison

The current VST Sharpe Ratio is -0.30, which is lower than the IH2O.L Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of VST 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.


Loading charts...

Drawdowns

VST vs. IH2O.L - Drawdown Comparison

The maximum VST drawdown since its inception was -53.32%, smaller than the maximum IH2O.L drawdown of -77.04%. Use the drawdown chart below to compare losses from any high point for VST and IH2O.L.


Loading charts...

Drawdown Indicators


VSTIH2O.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.32%

-77.04%

+23.72%

Max Drawdown (1Y)

Largest decline over 1 year

-38.01%

-10.67%

-27.34%

Max Drawdown (3Y)

Largest decline over 3 years

-48.80%

-16.25%

-32.55%

Max Drawdown (5Y)

Largest decline over 5 years

-48.80%

-32.45%

-16.35%

Max Drawdown (10Y)

Largest decline over 10 years

-34.94%

Current Drawdown

Current decline from peak

-31.89%

-9.35%

-22.54%

Average Drawdown

Average peak-to-trough decline

-13.72%

-30.54%

+16.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.73%

4.41%

+16.32%

Volatility

VST vs. IH2O.L - Volatility Comparison

Vistra Corp. (VST) has a higher volatility of 15.14% compared to iShares Global Water UCITS ETF (IH2O.L) at 4.03%. This indicates that VST'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.


Loading charts...

Volatility by Period


VSTIH2O.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.14%

4.03%

+11.11%

Volatility (6M)

Calculated over the trailing 6-month period

37.96%

10.62%

+27.34%

Volatility (1Y)

Calculated over the trailing 1-year period

48.75%

13.41%

+35.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.97%

16.48%

+31.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.22%

16.61%

+25.61%

Dividends

VST vs. IH2O.L - Dividend Comparison

VST's dividend yield for the trailing twelve months is around 0.61%, 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%
VST
Vistra Corp.
0.61%0.56%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%

Frequently Asked Questions


VST and IH2O.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for VST and IH2O.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer