PortfoliosLab logoPortfoliosLab logo
EXV6.DE vs. ICLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV6.DE vs. ICLN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) and iShares Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EXV6.DE is traded in EUR, while ICLN is traded in USD. To make them comparable, the ICLN values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EXV6.DE having a 13.67% return and ICLN slightly higher at 13.92%. Over the past 10 years, EXV6.DE has outperformed ICLN with an annualized return of 13.41%, while ICLN has yielded a comparatively lower 8.45% annualized return.


EXV6.DE

1D
-0.90%
1M
-7.75%
6M
4.86%
YTD
13.67%
1Y
55.84%
3Y*
14.31%
5Y*
9.15%
10Y*
13.41%
ALL TIME*
4.47%

ICLN

1D
-1.05%
1M
-13.67%
6M
4.42%
YTD
13.92%
1Y
37.43%
3Y*
-0.43%
5Y*
-2.61%
10Y*
8.45%
ALL TIME*
-2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV6.DE vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
13.67%33.18%-8.72%-2.31%9.36%26.74%12.82%22.32%-13.59%22.50%
ICLN
iShares Global Clean Energy ETF
13.92%29.60%-20.81%-22.79%0.43%-18.51%121.89%47.62%-4.76%6.54%

Correlation

The correlation between EXV6.DE and ICLN is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2008

0.40

The correlation between EXV6.DE and ICLN shifts across timeframes, from 0.32 (5 years) to 0.46 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EXV6.DE vs. ICLN — Risk / Return Rank

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

EXV6.DE
EXV6.DE Risk / Return Rank: 7878
Overall Rank
EXV6.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EXV6.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
EXV6.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EXV6.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
EXV6.DE Martin Ratio Rank: 7070
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 4141
Overall Rank
ICLN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 4242
Sortino Ratio Rank
ICLN Omega Ratio Rank: 3939
Omega Ratio Rank
ICLN Calmar Ratio Rank: 3838
Calmar Ratio Rank
ICLN Martin Ratio Rank: 4343
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.

EXV6.DE vs. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) 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.

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.


EXV6.DEICLNDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratioReturn relative to maximum drawdown

3.02

1.71

+1.31

Martin ratioReturn relative to average drawdown

9.30

5.72

+3.58

EXV6.DE vs. ICLN - Sharpe Ratio Comparison

The current EXV6.DE Sharpe Ratio is 2.04, which is higher than the ICLN Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of EXV6.DE and ICLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EXV6.DE vs. ICLN - Drawdown Comparison

The maximum EXV6.DE drawdown since its inception was -73.84%, smaller than the maximum ICLN drawdown of -84.40%. Use the drawdown chart below to compare losses from any high point for EXV6.DE and ICLN.


Loading charts...

Drawdown Indicators


EXV6.DEICLNDifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-84.40%

+10.56%

Max Drawdown (1Y)

Largest decline over 1 year

-18.40%

-21.97%

+3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-33.37%

-41.70%

+8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-37.26%

-57.06%

+19.80%

Max Drawdown (10Y)

Largest decline over 10 years

-45.38%

-62.76%

+17.38%

Current Drawdown

Current decline from peak

-16.27%

-37.30%

+21.03%

Average Drawdown

Average peak-to-trough decline

-31.23%

-57.84%

+26.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.98%

6.56%

-0.58%

Volatility

EXV6.DE vs. ICLN - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) is 8.93%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 11.31%. This indicates that EXV6.DE 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.


Loading charts...

Volatility by Period


EXV6.DEICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

11.31%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

23.54%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

27.31%

28.71%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.44%

26.36%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.22%

26.71%

+0.51%

EXV6.DE vs. ICLN - Expense Ratio Comparison

EXV6.DE has a 0.46% expense ratio, which is higher than ICLN's 0.39% expense ratio.


Dividends

EXV6.DE vs. ICLN - Dividend Comparison

EXV6.DE's dividend yield for the trailing twelve months is around 1.81%, more than ICLN's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
1.81%1.95%3.23%3.57%6.02%5.15%2.86%5.56%2.93%2.14%1.80%5.20%
ICLN
iShares Global Clean Energy ETF
1.02%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Frequently Asked Questions


EXV6.DE and ICLN have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICLN is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICLN is cheaper with a 0.39% expense ratio, compared with 0.46% for EXV6.DE.

EXV6.DE is categorized as Industrials Equities, while ICLN is Alternative Energy Equities. EXV6.DE tracks STOXX® Europe 600 Basic Resources, while ICLN tracks S&P Global Clean Energy Index. Their fees differ too: 0.46% for EXV6.DE and 0.39% for ICLN.

Portfolio Optimizer

Find the right allocation for EXV6.DE and ICLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer