PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Global Clean Energy ETF (ICLN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642882249
CUSIP464288224
IssueriShares
Inception DateJun 24, 2008
RegionDeveloped Markets (Broad)
CategoryAlternative Energy Equities
Index TrackedS&P Global Clean Energy Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

ICLN features an expense ratio of 0.46%, falling within the medium range.


Expense ratio chart for ICLN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Global Clean Energy ETF

Popular comparisons: ICLN vs. QCLN, ICLN vs. TAN, ICLN vs. PBW, ICLN vs. CNRG, ICLN vs. ACES, ICLN vs. LIT, ICLN vs. FAN, ICLN vs. GRID, ICLN vs. HYDR, ICLN vs. FIW

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.


-100.00%0.00%100.00%200.00%300.00%FebruaryMarchAprilMayJuneJuly
-63.15%
308.42%
ICLN (iShares Global Clean Energy ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Global Clean Energy ETF had a return of -9.95% year-to-date (YTD) and -24.18% in the last 12 months. Over the past 10 years, iShares Global Clean Energy ETF had an annualized return of 3.82%, while the S&P 500 had an annualized return of 10.58%, indicating that iShares Global Clean Energy ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-9.95%13.20%
1 month1.02%-1.28%
6 months0.15%10.32%
1 year-24.18%18.23%
5 years (annualized)6.51%12.31%
10 years (annualized)3.82%10.58%

Monthly Returns

The table below presents the monthly returns of ICLN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-11.30%0.72%0.50%-5.36%13.15%-10.44%-9.95%
20234.48%-7.43%3.02%-5.41%-1.98%1.00%-0.65%-12.03%-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%
20203.15%3.63%-23.97%12.67%10.78%5.49%15.02%19.03%7.88%5.79%20.30%20.23%141.82%
201914.89%2.21%0.62%4.10%-1.67%7.31%0.85%1.30%0.28%-2.20%3.24%7.54%44.36%
20182.68%-2.19%1.71%3.47%-1.42%-8.85%4.35%-4.28%-1.38%-5.70%10.85%-6.98%-9.03%
20174.70%4.36%-0.58%-0.93%2.48%0.17%5.49%1.11%-1.64%3.62%-4.21%5.59%21.46%
2016-11.59%-3.33%11.06%-1.50%-5.22%2.54%3.68%0.99%-0.33%-3.23%-9.33%-0.13%-16.90%
20153.05%9.57%8.50%5.32%-2.72%-7.26%-5.58%-10.10%-4.02%8.17%-3.88%5.27%3.81%
2014-0.86%7.93%0.26%-4.48%4.16%7.32%-5.65%5.27%-7.72%-3.86%-2.09%-3.67%-4.80%
20132.09%-0.35%0.90%15.49%5.88%-1.74%6.62%-4.40%14.92%3.43%-0.09%-0.12%49.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ICLN is 3, indicating that it is in the bottom 3% of ETFs on our website 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 ICLN is 33
ICLN (iShares Global Clean Energy ETF)
The Sharpe Ratio Rank of ICLN is 22Sharpe Ratio Rank
The Sortino Ratio Rank of ICLN is 22Sortino Ratio Rank
The Omega Ratio Rank of ICLN is 22Omega Ratio Rank
The Calmar Ratio Rank of ICLN is 33Calmar Ratio Rank
The Martin Ratio Rank of ICLN is 44Martin 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 iShares Global Clean Energy ETF (ICLN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ICLN
Sharpe ratio
The chart of Sharpe ratio for ICLN, currently valued at -0.93, compared to the broader market0.002.004.006.00-0.93
Sortino ratio
The chart of Sortino ratio for ICLN, currently valued at -1.35, compared to the broader market0.005.0010.0015.00-1.35
Omega ratio
The chart of Omega ratio for ICLN, currently valued at 0.86, compared to the broader market1.002.003.000.86
Calmar ratio
The chart of Calmar ratio for ICLN, currently valued at -0.37, compared to the broader market0.005.0010.0015.0020.00-0.37
Martin ratio
The chart of Martin ratio for ICLN, currently valued at -1.07, compared to the broader market0.0050.00100.00150.00-1.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market1.002.003.001.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0050.00100.00150.005.98

Sharpe Ratio

The current iShares Global Clean Energy ETF Sharpe ratio is -0.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Global Clean Energy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-0.93
1.58
ICLN (iShares Global Clean Energy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Global Clean Energy ETF granted a 1.57% dividend yield in the last twelve months. The annual payout for that period amounted to $0.22 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.22$0.25$0.18$0.25$0.10$0.16$0.23$0.23$0.31$0.23$0.27$0.22

Dividend yield

1.57%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.82%2.10%

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
2024$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.10
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
2020$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.04$0.10
2019$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.08$0.16
2018$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.11$0.23
2017$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.09$0.23
2016$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.14$0.31
2015$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.08$0.23
2014$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.18$0.27
2013$0.10$0.00$0.00$0.00$0.00$0.00$0.12$0.22

Drawdowns

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-63.15%
-4.73%
ICLN (iShares Global Clean Energy ETF)
Benchmark (^GSPC)

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 87.16%, occurring on Jul 25, 2012. The portfolio has not yet recovered.

The current iShares Global Clean Energy ETF drawdown is 63.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-87.16%Jun 26, 20081029Jul 25, 2012

Volatility

Volatility Chart

The current iShares Global Clean Energy ETF volatility is 7.63%, 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%FebruaryMarchAprilMayJuneJuly
7.63%
3.80%
ICLN (iShares Global Clean Energy ETF)
Benchmark (^GSPC)