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WATL.L vs. DH2O.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WATL.L vs. DH2O.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) and iShares Global Water UCITS ETF USD (Dist) (DH2O.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WATL.L is traded in GBp, while DH2O.L is traded in USD. To make them comparable, the DH2O.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, WATL.L achieves a 1.88% return, which is significantly lower than DH2O.L's 2.29% return. Over the past 10 years, WATL.L has underperformed DH2O.L with an annualized return of 8.43%, while DH2O.L has yielded a comparatively higher 9.34% annualized return.


WATL.L

1D
-1.35%
1M
1.08%
6M
-1.18%
YTD
1.88%
1Y
0.98%
3Y*
8.55%
5Y*
5.33%
10Y*
8.43%

DH2O.L

1D
0.00%
1M
2.01%
6M
0.28%
YTD
2.29%
1Y
5.05%
3Y*
7.67%
5Y*
5.17%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WATL.L vs. DH2O.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WATL.L
Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist
1.88%6.48%7.33%16.26%-11.97%25.45%13.28%32.02%-12.68%14.47%
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
2.29%9.23%6.11%7.89%-11.42%31.91%11.83%28.52%-5.29%16.01%

Correlation

The correlation between WATL.L and DH2O.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.81

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

0.85

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.73

The correlation between WATL.L and DH2O.L shifts across timeframes, from 0.73 (all time) to 0.85 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

WATL.L vs. DH2O.L — Risk / Return Rank

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

WATL.L
WATL.L Risk / Return Rank: 1010
Overall Rank
WATL.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
WATL.L Sortino Ratio Rank: 99
Sortino Ratio Rank
WATL.L Omega Ratio Rank: 99
Omega Ratio Rank
WATL.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
WATL.L Martin Ratio Rank: 1010
Martin Ratio Rank

DH2O.L
DH2O.L Risk / Return Rank: 1818
Overall Rank
DH2O.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DH2O.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
DH2O.L Omega Ratio Rank: 1717
Omega Ratio Rank
DH2O.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
DH2O.L Martin Ratio Rank: 1818
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.

WATL.L vs. DH2O.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) and iShares Global Water UCITS ETF USD (Dist) (DH2O.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.


WATL.LDH2O.LDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.02

1.09

-0.06

Calmar ratioReturn relative to maximum drawdown

0.08

0.60

-0.51

Martin ratioReturn relative to average drawdown

0.19

1.46

-1.27

WATL.L vs. DH2O.L - Sharpe Ratio Comparison

The current WATL.L Sharpe Ratio is 0.08, which is lower than the DH2O.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of WATL.L and DH2O.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

WATL.L vs. DH2O.L - Drawdown Comparison

The maximum WATL.L drawdown since its inception was -47.32%, which is greater than DH2O.L's maximum drawdown of -37.91%. Use the drawdown chart below to compare losses from any high point for WATL.L and DH2O.L.


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Drawdown Indicators


WATL.LDH2O.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.32%

-37.91%

-9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-10.33%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

-14.14%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-23.48%

-23.57%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-28.96%

-27.84%

-1.12%

Current Drawdown

Current decline from peak

-7.79%

-5.49%

-2.30%

Average Drawdown

Average peak-to-trough decline

-8.60%

-6.01%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

4.25%

+0.85%

Volatility

WATL.L vs. DH2O.L - Volatility Comparison

The current volatility for Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) is 3.89%, while iShares Global Water UCITS ETF USD (Dist) (DH2O.L) has a volatility of 4.67%. This indicates that WATL.L experiences smaller price fluctuations and is considered to be less risky than DH2O.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WATL.LDH2O.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

4.67%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

10.97%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

13.59%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

15.17%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

15.73%

-0.82%

WATL.L vs. DH2O.L - Expense Ratio Comparison

WATL.L has a 0.60% expense ratio, which is lower than DH2O.L's 0.65% expense ratio.


Dividends

WATL.L vs. DH2O.L - Dividend Comparison

WATL.L's dividend yield for the trailing twelve months is around 1.06%, less than DH2O.L's 1.36% yield.


PositionTTM20252024202320222021202020192018201720162015
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
1.36%1.33%1.06%1.18%1.09%1.66%0.94%1.39%1.80%1.46%1.76%1.65%
WATL.L
Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist
1.06%1.08%0.76%0.85%0.42%0.63%1.22%1.59%2.06%1.60%2.22%2.45%

Frequently Asked Questions


WATL.L and DH2O.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WATL.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WATL.L is cheaper with a 0.60% expense ratio, compared with 0.65% for DH2O.L.

WATL.L is categorized as Water Equities, while DH2O.L is Global Equities. WATL.L tracks S&P Global Water TR, while DH2O.L tracks S&P Global Water Index (NET) (USD). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.60% for WATL.L and 0.65% for DH2O.L.

Portfolio Optimizer

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