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FAN vs. PBD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAN and PBD is 0.68, 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: 0.7

Performance

FAN vs. PBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Wind Energy ETF (FAN) and Invesco Global Clean Energy ETF (PBD). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-30.56%
-52.35%
FAN
PBD

Key characteristics

Sharpe Ratio

FAN:

0.23

PBD:

-0.59

Sortino Ratio

FAN:

0.45

PBD:

-0.71

Omega Ratio

FAN:

1.06

PBD:

0.92

Calmar Ratio

FAN:

0.11

PBD:

-0.22

Martin Ratio

FAN:

0.43

PBD:

-1.00

Ulcer Index

FAN:

11.14%

PBD:

16.59%

Daily Std Dev

FAN:

21.44%

PBD:

27.98%

Max Drawdown

FAN:

-81.36%

PBD:

-78.60%

Current Drawdown

FAN:

-35.57%

PBD:

-70.91%

Returns By Period

In the year-to-date period, FAN achieves a 6.32% return, which is significantly higher than PBD's -5.11% return. Over the past 10 years, FAN has outperformed PBD with an annualized return of 5.46%, while PBD has yielded a comparatively lower -0.36% annualized return.


FAN

YTD

6.32%

1M

2.11%

6M

-7.40%

1Y

5.39%

5Y*

6.74%

10Y*

5.46%

PBD

YTD

-5.11%

1M

-2.16%

6M

-15.80%

1Y

-15.65%

5Y*

-1.30%

10Y*

-0.36%

*Annualized

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FAN vs. PBD - Expense Ratio Comparison

FAN has a 0.62% expense ratio, which is lower than PBD's 0.75% expense ratio.


Expense ratio chart for PBD: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PBD: 0.75%
Expense ratio chart for FAN: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAN: 0.62%

Risk-Adjusted Performance

FAN vs. PBD — Risk-Adjusted Performance Rank

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

FAN
The Risk-Adjusted Performance Rank of FAN is 3333
Overall Rank
The Sharpe Ratio Rank of FAN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FAN is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FAN is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FAN is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FAN is 2929
Martin Ratio Rank

PBD
The Risk-Adjusted Performance Rank of PBD is 55
Overall Rank
The Sharpe Ratio Rank of PBD is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of PBD is 33
Sortino Ratio Rank
The Omega Ratio Rank of PBD is 44
Omega Ratio Rank
The Calmar Ratio Rank of PBD is 88
Calmar Ratio Rank
The Martin Ratio Rank of PBD is 66
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.

FAN vs. PBD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Wind Energy ETF (FAN) and Invesco Global Clean Energy ETF (PBD). 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 FAN, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.00
FAN: 0.23
PBD: -0.59
The chart of Sortino ratio for FAN, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.00
FAN: 0.45
PBD: -0.71
The chart of Omega ratio for FAN, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
FAN: 1.06
PBD: 0.92
The chart of Calmar ratio for FAN, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.00
FAN: 0.11
PBD: -0.22
The chart of Martin ratio for FAN, currently valued at 0.43, compared to the broader market0.0020.0040.0060.00
FAN: 0.43
PBD: -1.00

The current FAN Sharpe Ratio is 0.23, which is higher than the PBD Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of FAN and PBD, 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 Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.23
-0.59
FAN
PBD

Dividends

FAN vs. PBD - Dividend Comparison

FAN's dividend yield for the trailing twelve months is around 1.40%, less than PBD's 2.72% yield.


TTM20242023202220212020201920182017201620152014
FAN
First Trust Global Wind Energy ETF
1.40%1.52%1.72%1.50%1.80%0.83%2.42%2.68%2.59%6.04%2.36%2.61%
PBD
Invesco Global Clean Energy ETF
2.72%1.82%2.86%2.98%0.67%0.48%1.83%1.87%1.77%2.05%1.24%1.05%

Drawdowns

FAN vs. PBD - Drawdown Comparison

The maximum FAN drawdown since its inception was -81.36%, roughly equal to the maximum PBD drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for FAN and PBD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-35.57%
-70.91%
FAN
PBD

Volatility

FAN vs. PBD - Volatility Comparison

The current volatility for First Trust Global Wind Energy ETF (FAN) is 11.35%, while Invesco Global Clean Energy ETF (PBD) has a volatility of 14.03%. This indicates that FAN experiences smaller price fluctuations and is considered to be less risky than PBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.35%
14.03%
FAN
PBD