PortfoliosLab logo
ECLN vs. JXI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECLN and JXI is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ECLN vs. JXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust EIP Carbon Impact ETF (ECLN) and iShares Global Utilities ETF (JXI). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
71.91%
50.88%
ECLN
JXI

Key characteristics

Sharpe Ratio

ECLN:

2.03

JXI:

1.54

Sortino Ratio

ECLN:

2.60

JXI:

2.03

Omega Ratio

ECLN:

1.38

JXI:

1.28

Calmar Ratio

ECLN:

3.42

JXI:

2.24

Martin Ratio

ECLN:

10.24

JXI:

5.50

Ulcer Index

ECLN:

2.85%

JXI:

4.26%

Daily Std Dev

ECLN:

14.40%

JXI:

15.27%

Max Drawdown

ECLN:

-32.28%

JXI:

-50.23%

Current Drawdown

ECLN:

-1.42%

JXI:

-0.14%

Returns By Period

In the year-to-date period, ECLN achieves a 6.50% return, which is significantly lower than JXI's 10.04% return.


ECLN

YTD

6.50%

1M

1.43%

6M

5.25%

1Y

27.67%

5Y*

11.97%

10Y*

N/A

JXI

YTD

10.04%

1M

4.67%

6M

1.88%

1Y

22.16%

5Y*

9.59%

10Y*

7.56%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ECLN vs. JXI - Expense Ratio Comparison

ECLN has a 0.97% expense ratio, which is higher than JXI's 0.46% expense ratio.


Expense ratio chart for ECLN: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ECLN: 0.97%
Expense ratio chart for JXI: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JXI: 0.46%

Risk-Adjusted Performance

ECLN vs. JXI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECLN
The Risk-Adjusted Performance Rank of ECLN is 9494
Overall Rank
The Sharpe Ratio Rank of ECLN is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of ECLN is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ECLN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ECLN is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ECLN is 9393
Martin Ratio Rank

JXI
The Risk-Adjusted Performance Rank of JXI is 9090
Overall Rank
The Sharpe Ratio Rank of JXI is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of JXI is 8989
Sortino Ratio Rank
The Omega Ratio Rank of JXI is 8989
Omega Ratio Rank
The Calmar Ratio Rank of JXI is 9494
Calmar Ratio Rank
The Martin Ratio Rank of JXI is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECLN vs. JXI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust EIP Carbon Impact ETF (ECLN) and iShares Global Utilities ETF (JXI). 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.


The chart of Sharpe ratio for ECLN, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.00
ECLN: 2.03
JXI: 1.54
The chart of Sortino ratio for ECLN, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.00
ECLN: 2.60
JXI: 2.03
The chart of Omega ratio for ECLN, currently valued at 1.38, compared to the broader market0.501.001.502.002.50
ECLN: 1.38
JXI: 1.28
The chart of Calmar ratio for ECLN, currently valued at 3.42, compared to the broader market0.002.004.006.008.0010.0012.00
ECLN: 3.42
JXI: 2.24
The chart of Martin ratio for ECLN, currently valued at 10.24, compared to the broader market0.0020.0040.0060.00
ECLN: 10.24
JXI: 5.50

The current ECLN Sharpe Ratio is 2.03, which is higher than the JXI Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of ECLN and JXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.03
1.54
ECLN
JXI

Dividends

ECLN vs. JXI - Dividend Comparison

ECLN's dividend yield for the trailing twelve months is around 2.55%, less than JXI's 2.75% yield.


TTM20242023202220212020201920182017201620152014
ECLN
First Trust EIP Carbon Impact ETF
2.55%2.52%2.54%1.84%1.66%1.68%0.71%0.00%0.00%0.00%0.00%0.00%
JXI
iShares Global Utilities ETF
2.75%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%3.55%

Drawdowns

ECLN vs. JXI - Drawdown Comparison

The maximum ECLN drawdown since its inception was -32.28%, smaller than the maximum JXI drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for ECLN and JXI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.42%
-0.14%
ECLN
JXI

Volatility

ECLN vs. JXI - Volatility Comparison

First Trust EIP Carbon Impact ETF (ECLN) and iShares Global Utilities ETF (JXI) have volatilities of 8.33% and 8.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.33%
8.36%
ECLN
JXI