DEMZ vs. ICLN
Compare and contrast key facts about Democratic Large Cap Core ETF (DEMZ) and iShares Global Clean Energy ETF (ICLN).
DEMZ and ICLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEMZ is a passively managed fund by Reflection Asset Management, LLC that tracks the performance of the Democratic Large Cap Core Index. It was launched on Nov 2, 2020. ICLN is a passively managed fund by iShares that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jun 24, 2008. Both DEMZ and ICLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DEMZ vs. ICLN - Performance Comparison
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DEMZ vs. ICLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DEMZ Democratic Large Cap Core ETF | -5.76% | 19.84% | 22.89% | 24.43% | -19.01% | 32.65% | 11.09% |
ICLN iShares Global Clean Energy ETF | 11.32% | 47.05% | -25.72% | -20.41% | -5.43% | -24.18% | 40.40% |
Returns By Period
In the year-to-date period, DEMZ achieves a -5.76% return, which is significantly lower than ICLN's 11.32% return.
DEMZ
- 1D
- 2.99%
- 1M
- -6.00%
- YTD
- -5.76%
- 6M
- -2.89%
- 1Y
- 18.72%
- 3Y*
- 17.35%
- 5Y*
- 11.40%
- 10Y*
- —
ICLN
- 1D
- 4.45%
- 1M
- 0.38%
- YTD
- 11.32%
- 6M
- 19.07%
- 1Y
- 63.12%
- 3Y*
- -0.97%
- 5Y*
- -4.11%
- 10Y*
- 8.96%
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DEMZ vs. ICLN - Expense Ratio Comparison
DEMZ has a 0.45% expense ratio, which is lower than ICLN's 0.46% expense ratio.
Return for Risk
DEMZ vs. ICLN — Risk / Return Rank
DEMZ
ICLN
DEMZ vs. ICLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Democratic Large Cap Core ETF (DEMZ) and iShares Global Clean Energy ETF (ICLN). 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.
| DEMZ | ICLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 2.43 | -1.39 |
Sortino ratioReturn per unit of downside risk | 1.53 | 3.06 | -1.53 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 5.49 | -3.92 |
Martin ratioReturn relative to average drawdown | 5.50 | 15.39 | -9.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEMZ | ICLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 2.43 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | -0.15 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | -0.12 | +0.94 |
Correlation
The correlation between DEMZ and ICLN is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DEMZ vs. ICLN - Dividend Comparison
DEMZ's dividend yield for the trailing twelve months is around 1.04%, less than ICLN's 1.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMZ Democratic Large Cap Core ETF | 1.04% | 0.98% | 0.53% | 0.90% | 0.98% | 2.46% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICLN iShares Global Clean Energy ETF | 1.46% | 1.63% | 1.85% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% |
Drawdowns
DEMZ vs. ICLN - Drawdown Comparison
The maximum DEMZ drawdown since its inception was -27.17%, smaller than the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for DEMZ and ICLN.
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Drawdown Indicators
| DEMZ | ICLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.17% | -87.15% | +59.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -11.22% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -27.17% | -57.16% | +29.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.75% | — |
Current DrawdownCurrent decline from peak | -9.66% | -50.20% | +40.54% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -66.84% | +60.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 4.00% | -0.50% |
Volatility
DEMZ vs. ICLN - Volatility Comparison
The current volatility for Democratic Large Cap Core ETF (DEMZ) is 5.82%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 10.82%. This indicates that DEMZ experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEMZ | ICLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 10.82% | -5.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 20.46% | -9.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 26.17% | -8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 27.16% | -9.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 27.04% | -9.49% |