GSK vs. ICLN
GSK (GlaxoSmithKline plc) is a stock, while ICLN (iShares Global Clean Energy ETF) is Alternative Energy Equities fund tracking the S&P Global Clean Energy Index. Over the past 10 years, GSK returned 3.96%/yr vs 11.99%/yr for ICLN. At a 0.32 correlation, their price movements are largely independent.
Performance
GSK vs. ICLN - Performance Comparison
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Returns By Period
In the year-to-date period, GSK achieves a 3.01% return, which is significantly lower than ICLN's 40.54% return. Over the past 10 years, GSK has underperformed ICLN with an annualized return of 3.96%, while ICLN has yielded a comparatively higher 11.99% annualized return.
GSK
- 1D
- 1.47%
- 1M
- -1.55%
- YTD
- 3.01%
- 6M
- 3.15%
- 1Y
- 27.33%
- 3Y*
- 17.89%
- 5Y*
- 4.64%
- 10Y*
- 3.96%
ICLN
- 1D
- -2.78%
- 1M
- 11.22%
- YTD
- 40.54%
- 6M
- 39.84%
- 1Y
- 83.73%
- 3Y*
- 8.92%
- 5Y*
- 2.10%
- 10Y*
- 11.99%
GSK vs. ICLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 3.01% | 51.23% | -5.14% | 9.71% | -33.41% | 26.74% | -17.72% | 29.24% | 13.79% | -2.97% |
ICLN iShares Global Clean Energy ETF | 40.54% | 47.05% | -25.72% | -20.41% | -5.43% | -24.18% | 141.82% | 44.36% | -9.03% | 21.47% |
Correlation
The correlation between GSK and ICLN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | 0.32 |
The correlation between GSK and ICLN shifts across timeframes, from 0.14 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GSK vs. ICLN — Risk / Return Rank
GSK
ICLN
GSK vs. ICLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) and iShares Global Clean Energy ETF (ICLN). 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.
| GSK | ICLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.48 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 7.50 | -6.03 |
| Martin ratioReturn relative to average drawdown | 3.45 | 21.35 | -17.89 |
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
| GSK | ICLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 3.20 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.08 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.44 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | -0.08 | +0.40 |
Drawdowns
GSK vs. ICLN - Drawdown Comparison
The maximum GSK drawdown since its inception was -55.70%, smaller than the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for GSK and ICLN.
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Drawdown Indicators
| GSK | ICLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -87.15% | +31.45% |
Max Drawdown (1Y)Largest decline over 1 year | -18.63% | -11.22% | -7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -28.46% | -43.18% | +14.72% |
Max Drawdown (5Y)Largest decline over 5 years | -50.10% | -57.16% | +7.06% |
Max Drawdown (10Y)Largest decline over 10 years | -50.10% | -66.75% | +16.65% |
Current DrawdownCurrent decline from peak | -17.43% | -37.13% | +19.70% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -66.61% | +47.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 3.94% | +4.00% |
Volatility
GSK vs. ICLN - Volatility Comparison
The current volatility for GlaxoSmithKline plc (GSK) is 5.40%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 9.53%. This indicates that GSK experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSK | ICLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 9.53% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 18.38% | 20.21% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.84% | 26.38% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.01% | 27.21% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.86% | 27.20% | -4.34% |
Dividends
GSK vs. ICLN - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 3.48%, more than ICLN's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 3.48% | 3.42% | 4.60% | 3.75% | 5.47% | 4.99% | 5.59% | 4.35% | 5.65% | 5.83% | 6.86% | 5.93% |
ICLN iShares Global Clean Energy ETF | 1.16% | 1.63% | 1.85% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% |
Frequently Asked Questions
GSK and ICLN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICLN has higher volatility (9.53%) compared to GSK (5.40%). In terms of maximum drawdown, GSK dropped -55.70% vs ICLN's -87.15%.
ICLN currently has the higher Sharpe Ratio (3.20 vs 1.03), 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.
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