First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN)
QCLN is a passive ETF by First Trust tracking the investment results of the NASDAQ Clean Edge Green Energy. QCLN launched on Feb 8, 2007 and has a 0.60% expense ratio.
ETF Info
| ISIN | US33733E5006 |
|---|---|
| CUSIP | 33733E500 |
| Issuer | First Trust |
| Inception Date | Feb 8, 2007 |
| Region | North America (U.S.) |
| Category | Alternative Energy Equities |
| Index Tracked | NASDAQ Clean Edge Green Energy |
| ETF Home Page | www.ftportfolios.com |
| Asset Class | Equity |
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.
Share Price Chart
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Performance
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.
Compare to other instruments
Return
First Trust NASDAQ Clean Edge Green Energy Index Fund had a return of -19.03% year-to-date (YTD) and -33.85% in the last 12 months. Over the past 10 years, First Trust NASDAQ Clean Edge Green Energy Index Fund had an annualized return of 8.89%, while the S&P 500 had an annualized return of 9.87%, indicating that First Trust NASDAQ Clean Edge Green Energy Index Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -19.03% | 19.67% |
| 1 month | 13.83% | 8.42% |
| 6 months | -22.64% | 7.29% |
| 1 year | -33.85% | 12.71% |
| 5 years (annualized) | 14.90% | 10.75% |
| 10 years (annualized) | 8.89% | 9.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.76% | 6.94% | 6.67% | -12.88% | -10.27% | -21.25% | 9.03% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | -1.02 | ||||
^GSPC S&P 500 | 0.91 |
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 $0.32 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.32 | $0.15 | $0.01 | $0.21 | $0.21 | $0.18 | $0.09 | $0.19 | $0.12 | $0.14 | $0.07 | $0.12 |
Dividend yield | 0.85% | 0.33% | 0.01% | 0.30% | 0.85% | 1.03% | 0.45% | 1.24% | 0.72% | 0.79% | 0.41% | 1.26% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | |
| 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 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 |
| 2012 | $0.07 | $0.00 | $0.00 | $0.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.18% | Jan 2, 2008 | 226 | Nov 20, 2008 | 2825 | Feb 19, 2020 | 3051 |
| -62.3% | Feb 10, 2021 | 694 | Nov 10, 2023 | — | — | — |
| -45.03% | Feb 21, 2020 | 19 | Mar 18, 2020 | 75 | Jul 6, 2020 | 94 |
| -14.52% | Jul 16, 2007 | 24 | Aug 16, 2007 | 32 | Oct 2, 2007 | 56 |
| -13.1% | Sep 2, 2020 | 4 | Sep 8, 2020 | 16 | Sep 30, 2020 | 20 |
Volatility Chart
The current First Trust NASDAQ Clean Edge Green Energy Index Fund volatility is 12.02%, 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.