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First Trust NASDAQ Clean Edge Green Energy Index F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33733E5006
CUSIP33733E500
IssuerFirst Trust
Inception DateFeb 8, 2007
RegionNorth America (U.S.)
CategoryAlternative Energy Equities
Index TrackedNASDAQ Clean Edge Green Energy
Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The First Trust NASDAQ Clean Edge Green Energy Index Fund has a high expense ratio of 0.60%, indicating higher-than-average management fees.


Expense ratio chart for QCLN: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

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First Trust NASDAQ Clean Edge Green Energy Index Fund

Popular comparisons: QCLN vs. ICLN, QCLN vs. TAN, QCLN vs. PBW, QCLN vs. CNRG, QCLN vs. ACES, QCLN vs. FAN, QCLN vs. GRID, QCLN vs. DRIV, QCLN vs. ECLN, QCLN vs. COP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust NASDAQ Clean Edge Green Energy Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-11.19%
21.13%
QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

First Trust NASDAQ Clean Edge Green Energy Index Fund had a return of -25.25% year-to-date (YTD) and -31.86% in the last 12 months. Over the past 10 years, First Trust NASDAQ Clean Edge Green Energy Index Fund had an annualized return of 5.72%, while the S&P 500 had an annualized return of 10.55%, indicating that First Trust NASDAQ Clean Edge Green Energy Index Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-25.25%6.33%
1 month-5.12%-2.81%
6 months-11.19%21.13%
1 year-31.86%24.56%
5 years (annualized)8.98%11.55%
10 years (annualized)5.72%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-17.69%1.27%-1.34%
2023-10.27%-21.25%9.03%15.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QCLN is 2, indicating that it is in the bottom 2% 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 QCLN is 22
First Trust NASDAQ Clean Edge Green Energy Index Fund(QCLN)
The Sharpe Ratio Rank of QCLN is 22Sharpe Ratio Rank
The Sortino Ratio Rank of QCLN is 22Sortino Ratio Rank
The Omega Ratio Rank of QCLN is 22Omega Ratio Rank
The Calmar Ratio Rank of QCLN is 11Calmar Ratio Rank
The Martin Ratio Rank of QCLN is 22Martin 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 First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


QCLN
Sharpe ratio
The chart of Sharpe ratio for QCLN, currently valued at -1.01, compared to the broader market-1.000.001.002.003.004.00-1.01
Sortino ratio
The chart of Sortino ratio for QCLN, currently valued at -1.48, compared to the broader market-2.000.002.004.006.008.00-1.48
Omega ratio
The chart of Omega ratio for QCLN, currently valued at 0.84, compared to the broader market1.001.502.000.84
Calmar ratio
The chart of Calmar ratio for QCLN, currently valued at -0.52, compared to the broader market0.002.004.006.008.0010.00-0.52
Martin ratio
The chart of Martin ratio for QCLN, currently valued at -1.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-1.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current First Trust NASDAQ Clean Edge Green Energy Index Fund Sharpe ratio is -1.01. 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-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-1.01
1.91
QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust NASDAQ Clean Edge Green Energy Index Fund granted a 0.85% dividend yield in the last twelve months. The annual payout for that period amounted to $0.27 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.27$0.32$0.15$0.01$0.21$0.21$0.18$0.09$0.19$0.12$0.14$0.07

Dividend yield

0.85%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%0.79%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust NASDAQ Clean Edge Green Energy Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.03$0.00$0.00$0.08
2022$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.06$0.00$0.00$0.09
2021$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.02$0.00$0.00$0.07
2019$0.00$0.00$0.04$0.00$0.00$0.02$0.00$0.00$0.11$0.00$0.00$0.03
2018$0.00$0.00$0.01$0.00$0.00$0.06$0.00$0.00$0.03$0.00$0.00$0.08
2017$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.03
2016$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.02
2015$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.04
2014$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05
2013$0.01$0.00$0.00$0.04$0.00$0.00$0.01$0.00$0.00$0.01

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%NovemberDecember2024FebruaryMarchApril
-63.89%
-3.48%
QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust NASDAQ Clean Edge Green Energy Index Fund. 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 First Trust NASDAQ Clean Edge Green Energy Index Fund was 76.18%, occurring on Nov 20, 2008. Recovery took 2825 trading sessions.

The current First Trust NASDAQ Clean Edge Green Energy Index Fund drawdown is 63.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.18%Jan 2, 2008226Nov 20, 20082825Feb 19, 20203051
-65.09%Feb 10, 2021803Apr 19, 2024
-45.03%Feb 21, 202019Mar 18, 202075Jul 6, 202094
-14.52%Jul 16, 200724Aug 16, 200732Oct 2, 200756
-13.1%Sep 2, 20204Sep 8, 202016Sep 30, 202020

Volatility

Volatility Chart

The current First Trust NASDAQ Clean Edge Green Energy Index Fund volatility is 9.69%, 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%12.00%14.00%NovemberDecember2024FebruaryMarchApril
9.69%
3.59%
QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund)
Benchmark (^GSPC)