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Inception Date
Mar 14, 2017
Leveraged
1x (No leverage)
Index Tracked
First Trust Nasdaq Clean Edge Green Energy UCITS ETF
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

QCLU.L Performance Chart

First Trust Nasdaq Clean Edge Green Energy UCITS ETF (QCLU.L) is up 20.8% since the beginning of the year. QCLU.L is currently trading at $21 per share. Investors who bought $1,000 worth of QCLU.L shares 5 years ago would now be looking at an investment worth $863.


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S&P 500 Index

Returns By Period

First Trust Nasdaq Clean Edge Green Energy UCITS ETF (QCLU.L) has returned 20.80% so far this year and 57.24% over the past 12 months.


First Trust Nasdaq Clean Edge Green Energy UCITS ETF

1D
-0.86%
1M
-14.02%
6M
10.55%
YTD
20.80%
1Y
57.24%
3Y*
-0.90%
5Y*
-2.90%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCLU.L Monthly Returns History

Based on dividend-adjusted daily data since Mar 14, 2017, QCLU.L's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +28.0%, while the worst month was Mar 2020 at -24.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, QCLU.L closed higher 46% of trading days. The best single day was Dec 14, 2023 with a return of +13.0%, while the worst single day was Mar 5, 2021 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.18%-2.97%-7.25%27.97%15.93%-8.31%-11.24%20.80%
2025-1.87%-11.33%-6.69%-2.85%11.35%6.37%6.15%7.60%10.28%12.49%-1.30%-1.43%28.81%
2024-16.92%-2.54%-0.59%-6.28%13.73%-6.32%5.99%-4.73%3.26%-7.54%6.92%-2.62%-19.33%
202318.75%-2.58%-3.27%-15.02%6.44%8.03%6.62%-11.89%-10.35%-22.30%9.72%17.72%-7.57%
2022-17.82%7.71%8.45%-17.30%3.65%-6.45%16.91%3.82%-7.97%-3.55%-0.14%-17.19%-31.41%
20216.99%-10.26%-6.96%-3.63%-4.12%10.79%-4.25%0.19%-5.25%21.38%0.07%-11.49%-10.64%

Benchmark Metrics

First Trust Nasdaq Clean Edge Green Energy UCITS ETF has an annualized alpha of -4.35%, beta of 0.77, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since March 14, 2017.

  • This ETF participated in 142.46% of S&P 500 Index downside but only 97.96% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-4.35%
Beta
0.77
0.17
Upside Capture
97.96%
Downside Capture
142.46%

Return for Risk

Risk / Return Rank

QCLU.L ranks 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


QCLU.L Risk / Return Rank: 5757
Overall Rank
QCLU.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
QCLU.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
QCLU.L Omega Ratio Rank: 4646
Omega Ratio Rank
QCLU.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
QCLU.L Martin Ratio Rank: 6161
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 UCITS ETF (QCLU.L) 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.


QCLU.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

2.74

2.35

+0.39

Martin ratioReturn relative to average drawdown

8.61

10.19

-1.58

Dividends

Dividend History


First Trust Nasdaq Clean Edge Green Energy UCITS ETF doesn't pay dividends

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 UCITS 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 First Trust Nasdaq Clean Edge Green Energy UCITS ETF was 71.99%, occurring on Apr 9, 2025. The portfolio has not yet recovered.

The current First Trust Nasdaq Clean Edge Green Energy UCITS ETF drawdown is 38.33%.


Drawdown

Fall

Recovery

Underwater

Related event

-71.99%Apr 2025
4y 1mo
5y 5moFeb 2021 - now
2025 selloff2025
-48.51%Mar 2020
1y 5mo7mo 28d
2y 1moOct 2018 - Nov 2020
COVID crash2020
-6.71%Aug 2017
26d1mo 2d
1mo 28dJul 2017 - Sep 2017
-4.49%Feb 2018
2mo 5d3mo 1d
5mo 6dDec 2017 - May 2018
-3.67%Jan 2021
8d7d
15dJan 2021 - Feb 2021

Drawdown Indicators


QCLU.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-71.99%

-56.78%

-15.21%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-9.10%

-12.95%

Max Drawdown (3Y)

Largest decline over 3 years

-56.88%

-18.90%

-37.98%

Max Drawdown (5Y)

Largest decline over 5 years

-70.15%

-25.43%

-44.72%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-38.33%

-0.49%

-37.84%

Average Drawdown

Average peak-to-trough decline

-29.29%

-10.70%

-18.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.03%

2.09%

+4.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with QCLU.L

Add First Trust Nasdaq Clean Edge Green Energy UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with QCLU.L