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

Performance

XMLC.DE vs. IQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Clean Water UCITS ETF (XMLC.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, XMLC.DE achieves a 2.11% return, which is significantly higher than IQQQ.DE's -0.71% return.


XMLC.DE

1D
0.01%
1M
-1.48%
YTD
2.11%
6M
1.67%
1Y
6.86%
3Y*
8.21%
5Y*
6.47%
10Y*

IQQQ.DE

1D
-0.44%
1M
-2.76%
YTD
-0.71%
6M
-1.95%
1Y
1.74%
3Y*
6.09%
5Y*
5.32%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
XMLC.DE
L&G Clean Water UCITS ETF
2.11%3.88%9.96%17.08%-12.64%37.15%7.97%11.56%
IQQQ.DE
iShares Global Water UCITS ETF
-0.71%5.27%10.22%9.85%-16.58%42.81%4.77%11.73%

Correlation

The correlation between XMLC.DE and IQQQ.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.87

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

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2019

0.90

The correlation between XMLC.DE and IQQQ.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

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

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

XMLC.DE
XMLC.DE Risk / Return Rank: 1717
Overall Rank
XMLC.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XMLC.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XMLC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
XMLC.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XMLC.DE Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Clean Water UCITS ETF (XMLC.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.


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

+0.34

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.09

1.03

+0.06

Calmar ratioReturn relative to maximum drawdown

0.62

0.19

+0.43

Martin ratioReturn relative to average drawdown

1.60

0.49

+1.10

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

The current XMLC.DE Sharpe Ratio is 0.48, which is higher than the IQQQ.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of XMLC.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


XMLC.DEIQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.15

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.36

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.50

+0.07

Drawdowns

XMLC.DE vs. IQQQ.DE - Drawdown Comparison

The maximum XMLC.DE drawdown since its inception was -35.25%, smaller than the maximum IQQQ.DE drawdown of -48.04%. Use the drawdown chart below to compare losses from any high point for XMLC.DE and IQQQ.DE.


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Drawdown Indicators


XMLC.DEIQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.25%

-48.04%

+12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-8.94%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

-17.50%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-24.39%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-7.57%

-7.97%

+0.40%

Average Drawdown

Average peak-to-trough decline

-6.31%

-7.76%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

3.51%

+0.77%

Volatility

XMLC.DE vs. IQQQ.DE - Volatility Comparison

L&G Clean Water UCITS ETF (XMLC.DE) has a higher volatility of 4.03% compared to iShares Global Water UCITS ETF (IQQQ.DE) at 3.43%. This indicates that XMLC.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


XMLC.DEIQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

3.43%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

8.83%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.11%

11.67%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

14.47%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

15.19%

+3.47%

XMLC.DE vs. IQQQ.DE - Expense Ratio Comparison

XMLC.DE has a 0.49% expense ratio, which is lower than IQQQ.DE's 0.65% expense ratio.


Dividends

XMLC.DE vs. IQQQ.DE - Dividend Comparison

XMLC.DE has not paid dividends to shareholders, while IQQQ.DE's dividend yield for the trailing twelve months is around 1.65%.


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%
XMLC.DE
L&G Clean Water UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XMLC.DE and IQQQ.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMLC.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMLC.DE is cheaper with a 0.49% expense ratio, compared with 0.65% for IQQQ.DE.

XMLC.DE tracks Solactive Clean Water, while IQQQ.DE tracks S&P Global Water. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.49% for XMLC.DE and 0.65% for IQQQ.DE.

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