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Global X China Clean Energy UCITS ETF USD Accumula...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE000TMA7T63
WKNA3C5RZ
IssuerGlobal X
Inception DateJan 18, 2022
CategoryEnergy Equities
Index TrackedS&P Global Clean Energy TR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

The Global X China Clean Energy UCITS ETF USD Accumulating has a high expense ratio of 0.68%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.68%

Share Price Chart


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Global X China Clean Energy UCITS ETF USD Accumulating

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Global X China Clean Energy UCITS ETF USD Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-7.63%
15.04%
CCLN.DE (Global X China Clean Energy UCITS ETF USD Accumulating)
Benchmark (^GSPC)

S&P 500

Returns By Period

Global X China Clean Energy UCITS ETF USD Accumulating had a return of 0.23% year-to-date (YTD) and -30.98% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.23%5.90%
1 month-3.84%-1.28%
6 months-7.63%15.51%
1 year-30.98%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-10.09%10.29%2.44%
2023-1.34%-7.17%-6.06%1.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CCLN.DE is 1, indicating that it is in the bottom 1% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CCLN.DE is 11
Global X China Clean Energy UCITS ETF USD Accumulating(CCLN.DE)
The Sharpe Ratio Rank of CCLN.DE is 11Sharpe Ratio Rank
The Sortino Ratio Rank of CCLN.DE is 11Sortino Ratio Rank
The Omega Ratio Rank of CCLN.DE is 11Omega Ratio Rank
The Calmar Ratio Rank of CCLN.DE is 22Calmar Ratio Rank
The Martin Ratio Rank of CCLN.DE is 33Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X China Clean Energy UCITS ETF USD Accumulating (CCLN.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CCLN.DE
Sharpe ratio
The chart of Sharpe ratio for CCLN.DE, currently valued at -1.21, compared to the broader market-1.000.001.002.003.004.005.00-1.21
Sortino ratio
The chart of Sortino ratio for CCLN.DE, currently valued at -1.88, compared to the broader market-2.000.002.004.006.008.0010.00-1.88
Omega ratio
The chart of Omega ratio for CCLN.DE, currently valued at 0.80, compared to the broader market1.001.502.002.500.80
Calmar ratio
The chart of Calmar ratio for CCLN.DE, currently valued at -0.49, compared to the broader market0.002.004.006.008.0010.0012.00-0.49
Martin ratio
The chart of Martin ratio for CCLN.DE, currently valued at -1.25, compared to the broader market0.0020.0040.0060.0080.00-1.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Global X China Clean Energy UCITS ETF USD Accumulating Sharpe ratio is -1.21. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-1.21
2.34
CCLN.DE (Global X China Clean Energy UCITS ETF USD Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


Global X China Clean Energy UCITS ETF USD Accumulating doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-53.22%
-2.54%
CCLN.DE (Global X China Clean Energy UCITS ETF USD Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X China Clean Energy UCITS ETF USD Accumulating. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X China Clean Energy UCITS ETF USD Accumulating was 59.08%, occurring on Feb 2, 2024. The portfolio has not yet recovered.

The current Global X China Clean Energy UCITS ETF USD Accumulating drawdown is 53.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.08%Mar 11, 2022487Feb 2, 2024
-15.78%Feb 8, 20225Feb 14, 20227Feb 23, 202212
-11.49%Mar 2, 20225Mar 8, 20222Mar 10, 20227
-0.6%Feb 24, 20221Feb 24, 20221Feb 25, 20222

Volatility

Volatility Chart

The current Global X China Clean Energy UCITS ETF USD Accumulating volatility is 5.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.59%
3.22%
CCLN.DE (Global X China Clean Energy UCITS ETF USD Accumulating)
Benchmark (^GSPC)