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iShares Global Clean Energy ETF (ICLN)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US4642882249
CUSIP
464288224
Issuer
iShares
Inception Date
Jun 24, 2008
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
S&P Global Clean Energy Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

iShares Global Clean Energy ETF (ICLN) has returned 11.32% so far this year and 63.12% over the past 12 months. Over the last ten years, ICLN has returned 8.96% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


iShares Global Clean Energy ETF

1D
4.45%
1M
0.38%
YTD
11.32%
6M
19.07%
1Y
63.12%
3Y*
-0.97%
5Y*
-4.11%
10Y*
8.96%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 25, 2008, ICLN's average daily return is +0.01%, while the average monthly return is +0.08%. At this rate, your investment would double in approximately 72.2 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2020 with a return of +20.3%, while the worst month was Oct 2008 at -39.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ICLN closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +17.4%, while the worst single day was Nov 12, 2008 at -15.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.47%0.39%0.38%11.32%
2025-0.09%-2.29%2.79%3.06%7.65%4.57%2.29%7.31%7.57%11.76%-1.79%-2.54%47.05%
2024-11.30%0.72%0.50%-5.36%13.15%-10.44%6.23%0.99%2.80%-10.82%-5.42%-7.26%-25.72%
20234.48%-7.43%3.02%-5.41%-1.98%1.00%-0.65%-12.04%-9.08%-11.01%9.22%10.45%-20.41%
2022-11.43%10.45%3.91%-12.45%5.52%-3.52%17.01%-0.49%-13.93%-1.05%12.02%-6.03%-5.43%
20215.52%-13.26%-6.00%-4.36%-1.38%2.93%-3.20%2.73%-7.20%16.72%-7.04%-9.36%-24.18%

Benchmark Metrics

iShares Global Clean Energy ETF has an annualized alpha of -10.74%, beta of 1.16, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since June 26, 2008.

  • This ETF participated in 141.37% of S&P 500 Index downside but only 88.31% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -10.74% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-10.74%
Beta
1.16
0.50
Upside Capture
88.31%
Downside Capture
141.37%

Expense Ratio

ICLN has an expense ratio of 0.46%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ICLN ranks 94 for risk / return — in the top 94% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ICLN Risk / Return Rank: 9494
Overall Rank
ICLN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 9494
Sortino Ratio Rank
ICLN Omega Ratio Rank: 9090
Omega Ratio Rank
ICLN Calmar Ratio Rank: 9898
Calmar Ratio Rank
ICLN Martin Ratio Rank: 9595
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and compare them to a chosen benchmark (S&P 500 Index).


ICLNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.43

0.90

+1.53

Sortino ratio

Return per unit of downside risk

3.06

1.39

+1.67

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

5.49

1.40

+4.09

Martin ratio

Return relative to average drawdown

15.39

6.61

+8.79

Explore ICLN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares Global Clean Energy ETF provided a 1.46% dividend yield over the last twelve months, with an annual payout of $0.27 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.27$0.27$0.21$0.25$0.18$0.25$0.10$0.16$0.23$0.23$0.31$0.23

Dividend yield

1.46%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Global Clean Energy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.13$0.27
2024$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.11$0.21
2023$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.12$0.25
2022$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.04$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.13$0.25

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Global Clean Energy ETF. 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 iShares Global Clean Energy ETF was 87.15%, occurring on Jul 25, 2012. The portfolio has not yet recovered.

The current iShares Global Clean Energy ETF drawdown is 50.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-87.15%Jun 26, 20081029Jul 25, 2012

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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