FEM.L vs. QCLN.L
Compare and contrast key facts about First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L) and First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L).
FEM.L and QCLN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEM.L is a passively managed fund by First Trust that tracks the performance of the MSCI EM NR USD. It was launched on Apr 9, 2013. QCLN.L is a passively managed fund by First Trust that tracks the performance of the S&P Global Clean Energy TR USD. It was launched on May 17, 2021. Both FEM.L and QCLN.L 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
FEM.L vs. QCLN.L - Performance Comparison
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FEM.L vs. QCLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEM.L First Trust Emerging Markets AlphaDEX UCITS ETF Acc | 11.44% | 18.46% | 5.12% | 4.21% | -3.80% | 4.53% |
QCLN.L First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc | 6.40% | 20.09% | -17.94% | -12.66% | -23.26% | -17.50% |
Returns By Period
In the year-to-date period, FEM.L achieves a 11.44% return, which is significantly higher than QCLN.L's 6.40% return.
FEM.L
- 1D
- 2.05%
- 1M
- -2.65%
- YTD
- 11.44%
- 6M
- 14.12%
- 1Y
- 30.88%
- 3Y*
- 14.03%
- 5Y*
- 7.63%
- 10Y*
- 9.02%
QCLN.L
- 1D
- 4.13%
- 1M
- -1.52%
- YTD
- 6.40%
- 6M
- 12.92%
- 1Y
- 56.73%
- 3Y*
- -5.39%
- 5Y*
- -6.78%
- 10Y*
- —
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FEM.L vs. QCLN.L - Expense Ratio Comparison
FEM.L has a 0.80% expense ratio, which is higher than QCLN.L's 0.60% expense ratio.
Return for Risk
FEM.L vs. QCLN.L — Risk / Return Rank
FEM.L
QCLN.L
FEM.L vs. QCLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L) and First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L). 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.
| FEM.L | QCLN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.85 | 1.63 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.31 | 2.21 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.26 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.45 | 3.92 | -0.46 |
Martin ratioReturn relative to average drawdown | 12.64 | 11.69 | +0.95 |
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
| FEM.L | QCLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 1.63 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | -0.19 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | -0.27 | +0.59 |
Correlation
The correlation between FEM.L and QCLN.L is 0.43, 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
FEM.L vs. QCLN.L - Dividend Comparison
Neither FEM.L nor QCLN.L has paid dividends to shareholders.
Drawdowns
FEM.L vs. QCLN.L - Drawdown Comparison
The maximum FEM.L drawdown since its inception was -35.42%, smaller than the maximum QCLN.L drawdown of -69.87%. Use the drawdown chart below to compare losses from any high point for FEM.L and QCLN.L.
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Drawdown Indicators
| FEM.L | QCLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.42% | -69.87% | +34.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -14.80% | +3.71% |
Max Drawdown (5Y)Largest decline over 5 years | -17.83% | -68.64% | +50.81% |
Max Drawdown (10Y)Largest decline over 10 years | -35.42% | — | — |
Current DrawdownCurrent decline from peak | -2.65% | -44.30% | +41.65% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -41.17% | +32.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 4.92% | -2.42% |
Volatility
FEM.L vs. QCLN.L - Volatility Comparison
The current volatility for First Trust Emerging Markets AlphaDEX UCITS ETF Acc (FEM.L) is 5.83%, while First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) has a volatility of 10.20%. This indicates that FEM.L experiences smaller price fluctuations and is considered to be less risky than QCLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEM.L | QCLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 10.20% | -4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 25.06% | -12.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 34.88% | -18.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 35.74% | -19.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 36.72% | -18.01% |