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FTXH vs. QCLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXH vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Pharmaceuticals ETF (FTXH) 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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FTXH vs. QCLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTXH
First Trust Nasdaq Pharmaceuticals ETF
5.20%24.15%2.98%-1.41%2.55%6.14%11.73%22.13%-9.51%19.44%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
5.17%31.81%-18.86%-10.02%-30.37%-3.21%184.00%42.65%-12.38%32.34%

Returns By Period

The year-to-date returns for both stocks are quite close, with FTXH having a 5.20% return and QCLN slightly lower at 5.17%.


FTXH

1D
0.69%
1M
-2.33%
YTD
5.20%
6M
17.23%
1Y
31.34%
3Y*
11.55%
5Y*
7.51%
10Y*

QCLN

1D
0.90%
1M
-4.61%
YTD
5.17%
6M
8.63%
1Y
61.08%
3Y*
-2.97%
5Y*
-7.09%
10Y*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTXH vs. QCLN - Expense Ratio Comparison

Both FTXH and QCLN have an expense ratio of 0.60%.


Return for Risk

FTXH vs. QCLN — Risk / Return Rank

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

FTXH
FTXH Risk / Return Rank: 7373
Overall Rank
FTXH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FTXH Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTXH Omega Ratio Rank: 7070
Omega Ratio Rank
FTXH Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTXH Martin Ratio Rank: 6464
Martin Ratio Rank

QCLN
QCLN Risk / Return Rank: 8484
Overall Rank
QCLN Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 8282
Sortino Ratio Rank
QCLN Omega Ratio Rank: 7171
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9494
Calmar Ratio Rank
QCLN Martin Ratio Rank: 9090
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.

FTXH vs. QCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Pharmaceuticals ETF (FTXH) 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.


FTXHQCLNDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.63

-0.12

Sortino ratio

Return per unit of downside risk

2.06

2.23

-0.17

Omega ratio

Gain probability vs. loss probability

1.27

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

2.17

3.97

-1.80

Martin ratio

Return relative to average drawdown

7.06

12.27

-5.20

FTXH vs. QCLN - Sharpe Ratio Comparison

The current FTXH Sharpe Ratio is 1.51, which is comparable to the QCLN Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FTXH and QCLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTXHQCLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.63

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

-0.19

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.15

+0.24

Correlation

The correlation between FTXH and QCLN is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTXH vs. QCLN - Dividend Comparison

FTXH's dividend yield for the trailing twelve months is around 1.22%, more than QCLN's 0.21% yield.


TTM20252024202320222021202020192018201720162015
FTXH
First Trust Nasdaq Pharmaceuticals ETF
1.22%1.41%1.66%1.55%1.11%1.03%0.82%0.67%0.91%2.18%0.19%0.00%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.21%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

Drawdowns

FTXH vs. QCLN - Drawdown Comparison

The maximum FTXH drawdown since its inception was -32.11%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for FTXH and QCLN.


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Drawdown Indicators


FTXHQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-32.11%

-76.18%

+44.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-16.18%

+3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

-69.49%

+49.98%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-2.69%

-45.67%

+42.98%

Average Drawdown

Average peak-to-trough decline

-5.88%

-43.54%

+37.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

5.24%

-1.32%

Volatility

FTXH vs. QCLN - Volatility Comparison

The current volatility for First Trust Nasdaq Pharmaceuticals ETF (FTXH) is 6.01%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 13.73%. This indicates that FTXH 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


FTXHQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

13.73%

-7.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

27.33%

-15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

37.76%

-16.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

37.87%

-21.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

34.62%

-16.17%