FTGS.DE vs. QCLN.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and QCLN.DE (First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc) are both exchange-traded funds - FTGS.DE is a Global Equities fund tracking the First Trust Global Capital Strength ESG Leaders, while QCLN.DE is a Energy Equities fund tracking the S&P Global Clean Energy TR USD. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 8.07%/yr for QCLN.DE. At a 0.30 correlation, their price movements are largely independent. FTGS.DE charges 0.75%/yr vs 0.60%/yr for QCLN.DE.
Performance
FTGS.DE vs. QCLN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGS.DE achieves a -0.93% return, which is significantly lower than QCLN.DE's 49.11% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
QCLN.DE
- 1D
- -1.82%
- 1M
- 14.31%
- YTD
- 49.11%
- 6M
- 47.01%
- 1Y
- 111.97%
- 3Y*
- 8.07%
- 5Y*
- 2.29%
- 10Y*
- —
FTGS.DE vs. QCLN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | -0.93% | -0.97% | 16.36% | 8.51% | -0.83% |
QCLN.DE First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc | 49.11% | 16.50% | -14.54% | -10.39% | -7.19% |
Correlation
The correlation between FTGS.DE and QCLN.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.30 |
Over the past year, the correlation between FTGS.DE and QCLN.DE has dropped to 0.04 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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Return for Risk
FTGS.DE vs. QCLN.DE — Risk / Return Rank
FTGS.DE
QCLN.DE
FTGS.DE vs. QCLN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) and First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE). 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.
| FTGS.DE | QCLN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.50 | ||
| Sortino ratioReturn per unit of downside risk | -4.12 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.44 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 7.93 | -8.36 |
| Martin ratioReturn relative to average drawdown | -0.88 | 24.33 | -25.20 |
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
| FTGS.DE | QCLN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 3.20 | -3.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | -0.08 | +0.49 |
Drawdowns
FTGS.DE vs. QCLN.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum QCLN.DE drawdown of -69.59%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and QCLN.DE.
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Drawdown Indicators
| FTGS.DE | QCLN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -69.59% | +55.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -14.04% | +7.57% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -56.68% | +42.86% |
Max Drawdown (5Y)Largest decline over 5 years | — | -69.59% | — |
Current DrawdownCurrent decline from peak | -6.39% | -20.21% | +13.82% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -39.08% | +34.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 4.59% | -1.41% |
Volatility
FTGS.DE vs. QCLN.DE - Volatility Comparison
The current volatility for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) is 3.10%, while First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE) has a volatility of 14.59%. This indicates that FTGS.DE experiences smaller price fluctuations and is considered to be less risky than QCLN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGS.DE | QCLN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 14.59% | -11.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 24.80% | -18.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 34.84% | -25.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 36.29% | -24.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 36.76% | -25.07% |
FTGS.DE vs. QCLN.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than QCLN.DE's 0.60% expense ratio.
Dividends
FTGS.DE vs. QCLN.DE - Dividend Comparison
Neither FTGS.DE nor QCLN.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGS.DE and QCLN.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QCLN.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QCLN.DE is cheaper with a 0.60% expense ratio, compared with 0.75% for FTGS.DE.
FTGS.DE is categorized as Global Equities, while QCLN.DE is Energy Equities. FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while QCLN.DE tracks S&P Global Clean Energy TR USD. Their fees differ too: 0.75% for FTGS.DE and 0.60% for QCLN.DE.
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