Actually nmk's is a good suggestion as to what the DM might be; but let us look at it.
If we ask what is the baryonic content of the universe is we come up with the cosmic relative abundance mix.
Basically the baryonic universe is made up of roughly 3/4 hydrogen, 1/4 helium and about 2% everything else by mass. Of the 2% everything else the most abundant elements are in this order: oxygen, carbon, neon and nitrogen.
Now helium and neon are inert so the most common compound in the universe is water, mainly either as ice or vapour because liquid water is very special and rare. That is why there is so much ice in the outer solar system making comets and such.
However, all we can have is therefore at most about 1/2% of the normal matter as ice, the rest is just mainly hydrogen and helium. That is why the gas giants are mainly composed of those elements.But it gets worse. There is a critical density in the standard General Relativity cosmology theory that the overall cosmological density of the universe is measured by, which is about 10-29 gms/cc.
The total density of the universe is believed in the standard model to have this density, or be slightly denser than this. The problem is the nucleosynthesis equations of the standard Big Bang model can only produce about 4% of this critical density. In other words the total baryonic density of the universe is limited to about 4% of the total.
Unfortunately we can see only about 0.3% of the total in the form of stars and emission nebulas.
So there is a lot of baryonic dark matter out there, over an order of magnitude greater than that which we can see, around 0.5% (of 4%) of this BDM could well be water - ice or vapour. So, although water may be the most common compound in the universe, the maximum amount of H2O that we can have is not a lot, only about 0.02% of the total!
Furthermore, as most of the baryonic DM is thinly distributed, most of the oxygen would not have had a chance to chemically combine with the hydrogen and so the actual amount of H2O is likely to be much less than this.
Note that, when we talk about DM we are normally referring to the unknown non-baryonic DM needed in the standard model to make up the masses of galaxies and galaxy clusters - about 23% of the total.
Finally of course the standard theory requires 73% of the total to be something else again, Dark Energy. You will find many threads and posts about both DM and DE in these Forums.
With this exotic DM and DE 96% of the total density of the universe is unknown in the standard model. Whatever it is it cannot be water!
Garth