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FTXG vs. QCLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTXG vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Food & Beverage ETF (FTXG) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTXG achieves a 7.25% return, which is significantly lower than QCLN's 35.74% return.


FTXG

1D
0.64%
1M
0.11%
YTD
7.25%
6M
6.55%
1Y
2.24%
3Y*
-2.29%
5Y*
-0.10%
10Y*

QCLN

1D
-1.06%
1M
-4.54%
YTD
35.74%
6M
29.75%
1Y
86.43%
3Y*
8.46%
5Y*
-1.46%
10Y*
16.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXG vs. QCLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTXG
First Trust Nasdaq Food & Beverage ETF
7.25%-6.52%-2.52%-6.48%6.15%13.48%6.63%23.97%-12.09%5.64%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
35.74%31.81%-18.86%-10.02%-30.37%-3.21%184.00%42.65%-12.38%32.34%

Correlation

The correlation between FTXG and QCLN is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2016

0.22

The correlation between FTXG and QCLN shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

FTXG vs. QCLN - Sectors Allocation Comparison


Sectors
FTXG
QCLN

Consumer Defensive

94.3%

-

Basic Materials

4.2%
7.8%

Industrials

1.5%
24.8%

Communication Services

-

-

Consumer Cyclical

-

10.2%

Energy

-

0.1%

Financial Services

-

1.4%

Healthcare

-

-

Real Estate

-

-

Technology

-

47.6%

Utilities

-

8.1%

Consumer Defensive

FTXG
94.3%
QCLN

-

Basic Materials

FTXG
4.2%
QCLN
7.8%

Industrials

FTXG
1.5%
QCLN
24.8%

Communication Services

FTXG

-

QCLN

-

Consumer Cyclical

FTXG

-

QCLN
10.2%

Energy

FTXG

-

QCLN
0.1%

Financial Services

FTXG

-

QCLN
1.4%

Healthcare

FTXG

-

QCLN

-

Real Estate

FTXG

-

QCLN

-

Technology

FTXG

-

QCLN
47.6%

Utilities

FTXG

-

QCLN
8.1%

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Return for Risk

FTXG vs. QCLN — Risk / Return Rank

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

FTXG
FTXG Risk / Return Rank: 1111
Overall Rank
FTXG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FTXG Sortino Ratio Rank: 1010
Sortino Ratio Rank
FTXG Omega Ratio Rank: 1010
Omega Ratio Rank
FTXG Calmar Ratio Rank: 1111
Calmar Ratio Rank
FTXG Martin Ratio Rank: 1111
Martin Ratio Rank

QCLN
QCLN Risk / Return Rank: 7979
Overall Rank
QCLN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 6868
Sortino Ratio Rank
QCLN Omega Ratio Rank: 6565
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9191
Calmar Ratio Rank
QCLN Martin Ratio Rank: 8787
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.

FTXG vs. QCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Food & Beverage ETF (FTXG) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTXGQCLNDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

1.04

1.35

-0.31

Calmar ratioReturn relative to maximum drawdown

0.22

5.30

-5.08

Martin ratioReturn relative to average drawdown

0.40

16.86

-16.46

FTXG vs. QCLN - Sharpe Ratio Comparison

The current FTXG Sharpe Ratio is 0.16, which is lower than the QCLN Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of FTXG and QCLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTXG vs. QCLN - Drawdown Comparison

The maximum FTXG drawdown since its inception was -31.52%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for FTXG and QCLN.


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Drawdown Indicators


FTXGQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-31.52%

-76.18%

+44.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-16.40%

+6.26%

Max Drawdown (3Y)

Largest decline over 3 years

-18.10%

-56.08%

+37.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.68%

-69.49%

+47.81%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-13.64%

-29.88%

+16.24%

Average Drawdown

Average peak-to-trough decline

-7.67%

-43.39%

+35.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

5.14%

+0.46%

Volatility

FTXG vs. QCLN - Volatility Comparison

The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 4.61%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 17.65%. This indicates that FTXG experiences smaller price fluctuations and is considered to be less risky than QCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTXGQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

17.65%

-13.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

29.87%

-19.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

37.47%

-23.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

38.54%

-24.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

35.21%

-18.58%

FTXG vs. QCLN - Expense Ratio Comparison

FTXG has a 0.60% expense ratio, which is higher than QCLN's 0.59% expense ratio.


Dividends

FTXG vs. QCLN - Dividend Comparison

FTXG's dividend yield for the trailing twelve months is around 2.72%, more than QCLN's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
FTXG
First Trust Nasdaq Food & Beverage ETF
2.72%2.93%2.75%4.27%1.50%1.52%1.35%1.25%1.37%1.56%0.30%0.00%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.17%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

Frequently Asked Questions


FTXG and QCLN have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCLN has higher volatility (17.65%) compared to FTXG (4.61%). In terms of maximum drawdown, FTXG dropped -31.52% vs QCLN's -76.18%.

On 5-year performance, FTXG leads with -0.10% vs -1.46% for QCLN. On fees, QCLN is cheaper at 0.59% per year. On volatility, FTXG has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FTXG has performed better with a -0.10% return vs -1.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QCLN is cheaper with a 0.59% expense ratio, compared with 0.60% for FTXG.

FTXG has the higher dividend yield at 2.72%, compared with 0.17% for QCLN.

FTXG is categorized as Consumer Staples Equities, while QCLN is Alternative Energy Equities. FTXG tracks Nasdaq U.S. Smart Food & Beverage Index, while QCLN tracks Nasdaq Clean Edge Green Energy Index. Their fees differ too: 0.60% for FTXG and 0.59% for QCLN.

QCLN currently has the higher Sharpe Ratio (2.32 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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