PortfoliosLab logoPortfoliosLab logo
FSKY.L vs. QCLN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSKY.L vs. QCLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.L) and First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSKY.L vs. QCLN.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSKY.L
First Trust Cloud Computing UCITS ETF Class A USD Accumulation
-14.78%1.06%37.83%47.12%-39.21%3.50%
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, FSKY.L achieves a -14.78% return, which is significantly lower than QCLN.L's 6.40% return.


FSKY.L

1D
2.48%
1M
1.83%
YTD
-14.78%
6M
-16.57%
1Y
4.08%
3Y*
15.53%
5Y*
3.31%
10Y*

QCLN.L

1D
4.13%
1M
-1.52%
YTD
6.40%
6M
12.92%
1Y
56.73%
3Y*
-5.39%
5Y*
-6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FSKY.L vs. QCLN.L - Expense Ratio Comparison

Both FSKY.L and QCLN.L have an expense ratio of 0.60%.


Return for Risk

FSKY.L vs. QCLN.L — Risk / Return Rank

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

FSKY.L
FSKY.L Risk / Return Rank: 1515
Overall Rank
FSKY.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSKY.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
FSKY.L Omega Ratio Rank: 1616
Omega Ratio Rank
FSKY.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
FSKY.L Martin Ratio Rank: 1313
Martin Ratio Rank

QCLN.L
QCLN.L Risk / Return Rank: 8282
Overall Rank
QCLN.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QCLN.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
QCLN.L Omega Ratio Rank: 6868
Omega Ratio Rank
QCLN.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
QCLN.L 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.

FSKY.L vs. QCLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.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.


FSKY.LQCLN.LDifference

Sharpe ratio

Return per unit of total volatility

0.15

1.63

-1.48

Sortino ratio

Return per unit of downside risk

0.39

2.21

-1.82

Omega ratio

Gain probability vs. loss probability

1.05

1.26

-0.21

Calmar ratio

Return relative to maximum drawdown

0.10

3.92

-3.81

Martin ratio

Return relative to average drawdown

0.24

11.69

-11.44

FSKY.L vs. QCLN.L - Sharpe Ratio Comparison

The current FSKY.L Sharpe Ratio is 0.15, which is lower than the QCLN.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FSKY.L and QCLN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FSKY.LQCLN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

1.63

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.19

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.27

+0.70

Correlation

The correlation between FSKY.L and QCLN.L is 0.64, 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

FSKY.L vs. QCLN.L - Dividend Comparison

Neither FSKY.L nor QCLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FSKY.L vs. QCLN.L - Drawdown Comparison

The maximum FSKY.L drawdown since its inception was -47.61%, smaller than the maximum QCLN.L drawdown of -69.87%. Use the drawdown chart below to compare losses from any high point for FSKY.L and QCLN.L.


Loading graphics...

Drawdown Indicators


FSKY.LQCLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.61%

-69.87%

+22.26%

Max Drawdown (1Y)

Largest decline over 1 year

-27.00%

-14.80%

-12.20%

Max Drawdown (5Y)

Largest decline over 5 years

-47.61%

-68.64%

+21.03%

Current Drawdown

Current decline from peak

-23.43%

-44.30%

+20.87%

Average Drawdown

Average peak-to-trough decline

-15.62%

-41.17%

+25.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.26%

4.92%

+6.34%

Volatility

FSKY.L vs. QCLN.L - Volatility Comparison

The current volatility for First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.L) is 5.96%, while First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) has a volatility of 10.20%. This indicates that FSKY.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.


Loading graphics...

Volatility by Period


FSKY.LQCLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

10.20%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

19.28%

25.06%

-5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

27.77%

34.88%

-7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

35.74%

-8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

36.72%

-9.63%