PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN)

ETF · Currency in USD · Last updated Dec 2, 2023

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.

Summary

ETF Info

ISINUS33733E5006
CUSIP33733E500
IssuerFirst Trust
Inception DateFeb 8, 2007
RegionNorth America (U.S.)
CategoryAlternative Energy Equities
Index TrackedNASDAQ Clean Edge Green Energy
ETF 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.


0.60%
0.00%2.15%

Share Price Chart


Loading data...

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.


100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
107.20%
218.30%
QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with QCLN

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

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.


PeriodReturnBenchmark
Year-To-Date-19.03%19.67%
1 month13.83%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


JanFebMarAprMayJunJulAugSepOctNovDec
20236.76%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
-1.02
^GSPC
S&P 500
0.91

Sharpe Ratio

The current First Trust NASDAQ Clean Edge Green Energy Index Fund Sharpe ratio is -1.02. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.02
0.91
QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.53%
-4.21%
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.18%Jan 2, 2008226Nov 20, 20082825Feb 19, 20203051
-62.3%Feb 10, 2021694Nov 10, 2023
-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 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
12.02%
2.79%
QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
ICLNJun 24, 20080.46%-26.0%5.6%1.1%-87.2%-1.3
TANApr 15, 20080.69%-34.4%3.6%0.0%-95.2%-1.3