The current global freshwater crisis threatens the present and future supply of water as a resource for humans. The scarcity of drinking water and the dependence of the food industry on water-intensive supply chains require the urgent development of strategies to analyze and guarantee the water sustainability of countries. This study proposes a fuzzy-data envelopment analysis composite index that measures, from a benchmarking approach, water sustainability by simultaneously considering capacity and resilience, and captures the uncertainty associated with time series variations in three scenarios: pessimistic, indifferent and optimistic. We present and apply an index based on five indicators of capacity and five indicators of resilience in ten European Union countries water risk hotspots. The results in terms of capacity presented a higher variability due to the strong growth in the exploitation of water resources in Greece, Spain, France, Italy and Portugal. The most sustainable countries in terms of capacity were Bulgaria and Estonia in a pessimistic and an indifferent scenario and France and Bulgaria in an optimistic scenario. In terms of resilience, Belgium and Portugal were the most sustainable countries. When considering capacity and resilience together, some countries such as Bulgaria and Estonia lost positions in the ranking, with Belgium occupying the first position. Some countries, such as Bulgaria, could see the sustainability of their water resources compromised in a scenario of economic development if they do not improve their governance and water productivity constraints.