FILL vs. ICLN
Compare and contrast key facts about iShares MSCI Global Energy Producers ETF (FILL) and iShares Global Clean Energy ETF (ICLN).
FILL and ICLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FILL is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Select Energy Producers Investable Market Index. It was launched on Jan 31, 2012. ICLN is a passively managed fund by iShares that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jun 24, 2008. Both FILL and ICLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FILL or ICLN.
Key characteristics
| FILL | ICLN | |
|---|---|---|
| YTD Return | 5.62% | -20.29% |
| 1Y Return | 7.28% | -3.85% |
| 3Y Return (Ann) | 15.37% | -20.23% |
| 5Y Return (Ann) | 10.23% | 4.21% |
| 10Y Return (Ann) | 4.25% | 4.00% |
| Sharpe Ratio | 0.54 | -0.17 |
| Sortino Ratio | 0.82 | -0.06 |
| Omega Ratio | 1.10 | 0.99 |
| Calmar Ratio | 0.66 | -0.06 |
| Martin Ratio | 1.58 | -0.40 |
| Ulcer Index | 5.57% | 10.63% |
| Daily Std Dev | 16.19% | 25.86% |
| Max Drawdown | -65.98% | -87.16% |
| Current Drawdown | -8.59% | -67.38% |
Correlation
The correlation between FILL and ICLN is 0.42, 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.
Performance
FILL vs. ICLN - Performance Comparison
In the year-to-date period, FILL achieves a 5.62% return, which is significantly higher than ICLN's -20.29% return. Over the past 10 years, FILL has outperformed ICLN with an annualized return of 4.25%, while ICLN has yielded a comparatively lower 4.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FILL vs. ICLN - Expense Ratio Comparison
FILL has a 0.39% expense ratio, which is lower than ICLN's 0.46% expense ratio.
Risk-Adjusted Performance
FILL vs. ICLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Energy Producers ETF (FILL) 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.
Dividends
FILL vs. ICLN - Dividend Comparison
FILL's dividend yield for the trailing twelve months is around 4.04%, more than ICLN's 1.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILL iShares MSCI Global Energy Producers ETF | 4.04% | 4.16% | 4.82% | 3.93% | 3.97% | 5.71% | 3.17% | 3.10% | 2.75% | 3.41% | 2.43% | 2.46% |
ICLN iShares Global Clean Energy ETF | 1.77% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.83% | 2.11% |
Drawdowns
FILL vs. ICLN - Drawdown Comparison
The maximum FILL drawdown since its inception was -65.98%, smaller than the maximum ICLN drawdown of -87.16%. Use the drawdown chart below to compare losses from any high point for FILL and ICLN. For additional features, visit the drawdowns tool.
Volatility
FILL vs. ICLN - Volatility Comparison
The current volatility for iShares MSCI Global Energy Producers ETF (FILL) is 4.58%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 9.16%. This indicates that FILL 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.