Using glue boards behind toilets and under cabinets caught roaches only, never water bugs for me. Might be because water bugs don’t usually enter interiors unless they get trapped or carried in.
If you have a pond or backyard fountain, expect water bugs nearby. But if you regularly see crawling bugs inside walls, that’s almost always roaches, especially in old houses.
For control: roach baits + traps + sealing gaps is solid. Water bugs often go away if you stop leaving standing water or repair leaks. Both benefit from sanitation and exclusion.