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FTXN vs. QCLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXN vs. QCLN - Performance Comparison

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


2026 (YTD)202520242023202220212020201920182017
FTXN
First Trust Nasdaq Oil & Gas ETF
34.14%-0.17%4.06%4.91%47.45%69.21%-28.10%3.20%-20.99%-2.29%
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

In the year-to-date period, FTXN achieves a 34.14% return, which is significantly higher than QCLN's 5.17% return.


FTXN

1D
-3.32%
1M
5.47%
YTD
34.14%
6M
31.92%
1Y
26.04%
3Y*
14.63%
5Y*
21.26%
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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FTXN vs. QCLN - Expense Ratio Comparison

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


Return for Risk

FTXN vs. QCLN — Risk / Return Rank

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

FTXN
FTXN Risk / Return Rank: 4343
Overall Rank
FTXN Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FTXN Sortino Ratio Rank: 4444
Sortino Ratio Rank
FTXN Omega Ratio Rank: 4646
Omega Ratio Rank
FTXN Calmar Ratio Rank: 4444
Calmar Ratio Rank
FTXN Martin Ratio Rank: 3333
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.

FTXN vs. QCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Oil & Gas ETF (FTXN) 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.


FTXNQCLNDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.63

-0.72

Sortino ratio

Return per unit of downside risk

1.30

2.23

-0.93

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

1.22

3.97

-2.75

Martin ratio

Return relative to average drawdown

3.11

12.27

-9.16

FTXN vs. QCLN - Sharpe Ratio Comparison

The current FTXN Sharpe Ratio is 0.91, which is lower than the QCLN Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FTXN 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


FTXNQCLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.63

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.19

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.15

+0.14

Correlation

The correlation between FTXN and QCLN is 0.36, 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

FTXN vs. QCLN - Dividend Comparison

FTXN's dividend yield for the trailing twelve months is around 2.02%, more than QCLN's 0.21% yield.


TTM20252024202320222021202020192018201720162015
FTXN
First Trust Nasdaq Oil & Gas ETF
2.02%2.83%2.51%3.41%2.26%1.04%1.76%2.72%2.16%1.78%0.20%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

FTXN vs. QCLN - Drawdown Comparison

The maximum FTXN drawdown since its inception was -73.49%, roughly equal to the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for FTXN and QCLN.


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Drawdown Indicators


FTXNQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-73.49%

-76.18%

+2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-21.61%

-16.18%

-5.43%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-69.49%

+39.52%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-6.37%

-45.67%

+39.30%

Average Drawdown

Average peak-to-trough decline

-19.43%

-43.54%

+24.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

5.24%

+3.25%

Volatility

FTXN vs. QCLN - Volatility Comparison

The current volatility for First Trust Nasdaq Oil & Gas ETF (FTXN) is 6.67%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 13.73%. This indicates that FTXN 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


FTXNQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

13.73%

-7.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.59%

27.33%

-11.74%

Volatility (1Y)

Calculated over the trailing 1-year period

28.67%

37.76%

-9.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.03%

37.87%

-7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.86%

34.62%

-2.76%