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EMDM vs. QCLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMDM vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Emerging Market Democracies ETF (EMDM) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EMDM having a 35.53% return and QCLN slightly higher at 37.20%.


EMDM

1D
-5.54%
1M
3.57%
YTD
35.53%
6M
38.16%
1Y
81.79%
3Y*
30.82%
5Y*
10Y*

QCLN

1D
-6.27%
1M
-3.52%
YTD
37.20%
6M
31.57%
1Y
92.03%
3Y*
8.84%
5Y*
-1.13%
10Y*
16.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMDM vs. QCLN - Yearly Performance Comparison


2026 (YTD)202520242023
EMDM
First Trust Bloomberg Emerging Market Democracies ETF
35.53%59.68%-4.93%14.75%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
37.20%31.81%-18.86%-19.43%

Correlation

The correlation between EMDM and QCLN is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2023

0.62

The correlation between EMDM and QCLN has been stable across timeframes, ranging from 0.60 to 0.62 - a consistent structural relationship.

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Return for Risk

EMDM vs. QCLN — Risk / Return Rank

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

EMDM
EMDM Risk / Return Rank: 9090
Overall Rank
EMDM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMDM Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMDM Omega Ratio Rank: 9090
Omega Ratio Rank
EMDM Calmar Ratio Rank: 9090
Calmar Ratio Rank
EMDM Martin Ratio Rank: 9191
Martin Ratio Rank

QCLN
QCLN Risk / Return Rank: 7878
Overall Rank
QCLN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 6666
Sortino Ratio Rank
QCLN Omega Ratio Rank: 6464
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9191
Calmar Ratio Rank
QCLN Martin Ratio Rank: 8888
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.

EMDM vs. QCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Emerging Market Democracies ETF (EMDM) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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.

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.


EMDMQCLNDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.54

1.37

+0.18

Calmar ratioReturn relative to maximum drawdown

5.25

5.64

-0.39

Martin ratioReturn relative to average drawdown

20.82

18.14

+2.69

EMDM vs. QCLN - Sharpe Ratio Comparison

The current EMDM Sharpe Ratio is 3.15, which is comparable to the QCLN Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of EMDM and QCLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMDM vs. QCLN - Drawdown Comparison

The maximum EMDM drawdown since its inception was -18.81%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for EMDM and QCLN.


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Drawdown Indicators


EMDMQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-18.81%

-76.18%

+57.37%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

-16.40%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-56.08%

+37.27%

Max Drawdown (5Y)

Largest decline over 5 years

-69.49%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-5.54%

-29.12%

+23.58%

Average Drawdown

Average peak-to-trough decline

-4.06%

-43.40%

+39.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

5.09%

-1.15%

Volatility

EMDM vs. QCLN - Volatility Comparison

The current volatility for First Trust Bloomberg Emerging Market Democracies ETF (EMDM) is 13.23%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 17.77%. This indicates that EMDM experiences smaller price fluctuations and is considered to be less risky than QCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMDMQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.23%

17.77%

-4.54%

Volatility (6M)

Calculated over the trailing 6-month period

23.83%

29.96%

-6.13%

Volatility (1Y)

Calculated over the trailing 1-year period

26.11%

37.45%

-11.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

38.54%

-17.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.67%

35.21%

-14.54%

EMDM vs. QCLN - Expense Ratio Comparison

EMDM has a 0.75% expense ratio, which is higher than QCLN's 0.59% expense ratio.


Dividends

EMDM vs. QCLN - Dividend Comparison

EMDM's dividend yield for the trailing twelve months is around 2.63%, more than QCLN's 0.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EMDM
First Trust Bloomberg Emerging Market Democracies ETF
2.63%3.57%5.87%2.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.16%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

Frequently Asked Questions


EMDM and QCLN have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCLN has higher volatility (17.77%) compared to EMDM (13.23%). In terms of maximum drawdown, EMDM dropped -18.81% vs QCLN's -76.18%.

On 3-year performance, EMDM leads with 30.82% vs 8.84% for QCLN. On fees, QCLN is cheaper at 0.59% per year. On volatility, EMDM has been the lower-risk option at 13.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EMDM has performed better with a 30.82% return vs 8.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QCLN is cheaper with a 0.59% expense ratio, compared with 0.75% for EMDM.

EMDM has the higher dividend yield at 2.63%, compared with 0.16% for QCLN.

EMDM is categorized as Emerging Markets Diversified, while QCLN is Alternative Energy Equities. EMDM tracks Bloomberg Emerging Market Democracies Index - Benchmark TR Net, while QCLN tracks Nasdaq Clean Edge Green Energy Index. Their fees differ too: 0.75% for EMDM and 0.59% for QCLN.

EMDM currently has the higher Sharpe Ratio (3.15 vs 2.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EMDM and QCLN

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