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ISIN
US33733E5006
CUSIP
33733E500
Inception Date
Feb 8, 2007
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq Clean Edge Green Energy Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$880M

Share Price Chart


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Performance

QCLN Performance Chart

First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) is up 46.4% since the beginning of the year. QCLN is currently trading at $65 per share. Investors who bought $1,000 worth of QCLN shares 5 years ago would now be looking at an investment worth $1,012.


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S&P 500 Index

Returns By Period

First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has returned 46.37% so far this year and 106.69% over the past 12 months. Looking at the last ten years, QCLN has achieved an annualized return of 17.54%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


First Trust NASDAQ Clean Edge Green Energy Index Fund

1D
1.59%
1M
2.93%
YTD
46.37%
6M
38.49%
1Y
106.69%
3Y*
11.22%
5Y*
0.23%
10Y*
17.54%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCLN Monthly Returns History

Based on dividend-adjusted daily data since Feb 14, 2007, QCLN's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +33.8%, while the worst month was Oct 2008 at -33.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, QCLN closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +16.1%, while the worst single day was Oct 15, 2008 at -14.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.47%-1.73%-3.99%26.21%13.06%-1.58%46.37%
2025-1.18%-9.39%-5.73%-3.04%8.86%8.27%7.95%7.42%10.77%10.87%-2.36%-1.73%31.81%
2024-17.69%1.27%-1.34%-6.75%16.82%-9.52%7.67%-3.69%2.04%-7.69%7.30%-4.50%-18.86%
202318.61%-3.95%-2.74%-13.92%6.76%6.94%6.67%-12.88%-10.27%-21.25%9.03%15.44%-10.02%
2022-15.98%4.57%8.20%-19.19%6.80%-6.38%19.41%2.84%-11.04%-1.05%4.43%-19.70%-30.37%
202113.73%-8.46%-6.17%-5.47%-3.64%10.77%-3.54%0.34%-6.55%23.66%-0.39%-11.85%-3.21%

Benchmark Metrics

First Trust NASDAQ Clean Edge Green Energy Index Fund has an annualized alpha of -1.16%, beta of 1.35, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since February 14, 2007.

  • This ETF captured 147.82% of S&P 500 Index gains and 144.06% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
-1.16%
Beta
1.35
0.57
Upside Capture
147.82%
Downside Capture
144.06%

Expense Ratio

QCLN has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QCLN ranks 85 for risk / return — in the top 85% 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.


QCLN Risk / Return Rank: 8585
Overall Rank
QCLN Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 7777
Sortino Ratio Rank
QCLN Omega Ratio Rank: 7474
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9494
Calmar Ratio Rank
QCLN Martin Ratio Rank: 9292
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 First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QCLNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

6.54

2.78

+3.76

Martin ratioReturn relative to average drawdown

21.21

12.44

+8.77

Dividends

Dividend History

First Trust NASDAQ Clean Edge Green Energy Index Fund provided a 0.15% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.10$0.11$0.30$0.32$0.15$0.01$0.21$0.21$0.18$0.09$0.19$0.12

Dividend yield

0.15%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.01$0.00$0.00$0.00$0.01
2025$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.04$0.11
2024$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.08$0.00$0.00$0.04$0.30
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$0.32
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$0.15
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$0.01

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 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 2828 trading sessions.

The current First Trust NASDAQ Clean Edge Green Energy Index Fund drawdown is 24.38%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-76.18%Nov 2008
10mo 23d11y 3mo
12y 1moJan 2008 - Feb 2020
2025 selloff2025
-71.73%Apr 2025
4y 1mo
5y 4moFeb 2021 - now
COVID crash2020
-45.03%Mar 2020
26d3mo 20d
4mo 16dFeb 2020 - Jul 2020
2007 correction2007
-14.52%Aug 2007
1mo 1d1mo 17d
2mo 18dJul 2007 - Oct 2007
2020 correction2020
-13.10%Sep 2020
6d22d
28dSep 2020 - Sep 2020

Drawdown Indicators


QCLNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-76.18%

-56.78%

-19.40%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-9.10%

-7.30%

Max Drawdown (3Y)

Largest decline over 3 years

-56.08%

-18.90%

-37.18%

Max Drawdown (5Y)

Largest decline over 5 years

-69.49%

-25.43%

-44.06%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

-33.92%

-37.81%

Current Drawdown

Current decline from peak

-24.38%

-1.80%

-22.58%

Average Drawdown

Average peak-to-trough decline

-43.40%

-10.71%

-32.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.05%

2.03%

+3.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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