FTXN vs. VCLN

Last updated Apr 2, 2026

Compare and contrast key facts about First Trust Nasdaq Oil & Gas ETF (FTXN) and Virtus Duff & Phelps Clean Energy ETF (VCLN).

FTXN and VCLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTXN is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Oil & Gas Index. It was launched on Sep 20, 2016. VCLN is an actively managed fund by Virtus Investment Partners. It was launched on Aug 3, 2021.

Performance

FTXN vs. VCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Oil & Gas ETF (FTXN) and Virtus Duff & Phelps Clean Energy ETF (VCLN). The values are adjusted to include any dividend payments, if applicable.

FTXN vs. VCLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FTXN First Trust Nasdaq Oil & Gas ETF	34.14%	-0.17%	4.06%	4.91%	47.45%	22.64%
VCLN Virtus Duff & Phelps Clean Energy ETF	10.41%	55.75%	-6.69%	-17.54%	-7.87%	-5.00%

Returns By Period

In the year-to-date period, FTXN achieves a 34.14% return, which is significantly higher than VCLN's 10.41% return.

FTXN

• 1D: -3.32%
• 1M: 5.47%
• YTD: 34.14%
• 6M: 31.92%
• 1Y: 26.04%
• 3Y*: 14.63%
• 5Y*: 21.26%
• 10Y*: —

VCLN

• 1D: 0.40%
• 1M: -0.41%
• YTD: 10.41%
• 6M: 17.13%
• 1Y: 72.50%
• 3Y*: 9.62%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXN vs. VCLN - Expense Ratio Comparison

FTXN has a 0.60% expense ratio, which is higher than VCLN's 0.59% expense ratio.

FTXN

First Trust Nasdaq Oil & Gas ETF

VCLN

Virtus Duff & Phelps Clean Energy ETF

Return for Risk

FTXN vs. VCLN — Risk / Return Rank

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

FTXN

FTXN Risk / Return Rank: 43
FTXN Sharpe Ratio Rank: 47
FTXN Sortino Ratio Rank: 44
FTXN Omega Ratio Rank: 46
FTXN Calmar Ratio Rank: 44
FTXN Martin Ratio Rank: 33

VCLN

VCLN Risk / Return Rank: 95
VCLN Sharpe Ratio Rank: 95
VCLN Sortino Ratio Rank: 95
VCLN Omega Ratio Rank: 91
VCLN Calmar Ratio Rank: 98
VCLN Martin Ratio Rank: 97

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. VCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Oil & Gas ETF (FTXN) and Virtus Duff & Phelps Clean Energy ETF (VCLN). 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.

	FTXN	VCLN	Difference
Sharpe ratio Return per unit of total volatility	0.91	2.44	-1.53
Sortino ratio Return per unit of downside risk	1.30	3.16	-1.86
Omega ratio Gain probability vs. loss probability	1.19	1.41	-0.22
Calmar ratio Return relative to maximum drawdown	1.22	5.81	-4.59
Martin ratio Return relative to average drawdown	3.11	21.39	-18.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTXN vs. VCLN - Sharpe Ratio Comparison

The current FTXN Sharpe Ratio is 0.91, which is lower than the VCLN Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of FTXN and VCLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FTXN	VCLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	2.44	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.12	+0.17

Correlation

The correlation between FTXN and VCLN is 0.32, 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. VCLN - Dividend Comparison

FTXN's dividend yield for the trailing twelve months is around 2.02%, more than VCLN's 1.82% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.82%	2.01%	1.16%	1.14%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FTXN vs. VCLN - Drawdown Comparison

The maximum FTXN drawdown since its inception was -73.49%, which is greater than VCLN's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for FTXN and VCLN.

Drawdown Indicators

	FTXN	VCLN	Difference
Max Drawdown Largest peak-to-trough decline	-73.49%	-45.66%	-27.83%
Max Drawdown (1Y) Largest decline over 1 year	-21.61%	-12.58%	-9.03%
Max Drawdown (5Y) Largest decline over 5 years	-29.97%	—	—
Current Drawdown Current decline from peak	-6.37%	-5.09%	-1.28%
Average Drawdown Average peak-to-trough decline	-19.43%	-24.92%	+5.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.49%	3.42%	+5.07%

Volatility

FTXN vs. VCLN - Volatility Comparison

The current volatility for First Trust Nasdaq Oil & Gas ETF (FTXN) is 6.67%, while Virtus Duff & Phelps Clean Energy ETF (VCLN) has a volatility of 9.57%. This indicates that FTXN experiences smaller price fluctuations and is considered to be less risky than VCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTXN	VCLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.67%	9.57%	-2.90%
Volatility (6M) Calculated over the trailing 6-month period	15.59%	21.32%	-5.73%
Volatility (1Y) Calculated over the trailing 1-year period	28.67%	29.83%	-1.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.03%	27.34%	+2.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.86%	27.34%	+4.52%