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IBE.MC vs. ICLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBE.MC vs. ICLN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Iberdrola S.A. (IBE.MC) and iShares Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

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IBE.MC vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBE.MC
Iberdrola S.A.
10.17%44.88%17.42%13.52%9.72%-7.61%32.72%36.69%14.06%8.73%
ICLN
iShares Global Clean Energy ETF
12.79%29.60%-20.81%-22.79%0.43%-18.51%121.89%47.62%-4.76%6.54%
Different Trading Currencies

IBE.MC is traded in EUR, while ICLN is traded in USD. To make them comparable, the ICLN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBE.MC achieves a 10.17% return, which is significantly lower than ICLN's 12.79% return. Over the past 10 years, IBE.MC has outperformed ICLN with an annualized return of 17.97%, while ICLN has yielded a comparatively lower 8.78% annualized return.


IBE.MC

1D
1.65%
1M
1.39%
YTD
10.17%
6M
25.76%
1Y
38.22%
3Y*
25.82%
5Y*
17.67%
10Y*
17.97%

ICLN

1D
-0.32%
1M
0.61%
YTD
12.79%
6M
17.46%
1Y
50.94%
3Y*
-3.15%
5Y*
-3.81%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IBE.MC vs. ICLN — Risk / Return Rank

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

IBE.MC
IBE.MC Risk / Return Rank: 9292
Overall Rank
IBE.MC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IBE.MC Sortino Ratio Rank: 8989
Sortino Ratio Rank
IBE.MC Omega Ratio Rank: 9191
Omega Ratio Rank
IBE.MC Calmar Ratio Rank: 9494
Calmar Ratio Rank
IBE.MC Martin Ratio Rank: 9292
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 9494
Overall Rank
ICLN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 9494
Sortino Ratio Rank
ICLN Omega Ratio Rank: 8989
Omega Ratio Rank
ICLN Calmar Ratio Rank: 9898
Calmar Ratio Rank
ICLN Martin Ratio Rank: 9595
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.

IBE.MC vs. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iberdrola S.A. (IBE.MC) 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.


IBE.MCICLNDifference

Sharpe ratio

Return per unit of total volatility

2.21

1.99

+0.21

Sortino ratio

Return per unit of downside risk

2.76

2.64

+0.11

Omega ratio

Gain probability vs. loss probability

1.43

1.33

+0.09

Calmar ratio

Return relative to maximum drawdown

5.45

4.09

+1.36

Martin ratio

Return relative to average drawdown

13.12

11.76

+1.36

IBE.MC vs. ICLN - Sharpe Ratio Comparison

The current IBE.MC Sharpe Ratio is 2.21, which is comparable to the ICLN Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IBE.MC and ICLN, 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


IBE.MCICLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.99

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

-0.15

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.33

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

-0.07

+0.59

Correlation

The correlation between IBE.MC and ICLN is 0.34, 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

IBE.MC vs. ICLN - Dividend Comparison

IBE.MC's dividend yield for the trailing twelve months is around 3.34%, more than ICLN's 1.47% yield.


TTM20252024202320222021202020192018201720162015
IBE.MC
Iberdrola S.A.
3.34%3.49%4.23%4.22%4.11%4.05%3.42%3.82%4.65%4.83%2.52%2.20%
ICLN
iShares Global Clean Energy ETF
1.47%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Drawdowns

IBE.MC vs. ICLN - Drawdown Comparison

The maximum IBE.MC drawdown since its inception was -71.23%, smaller than the maximum ICLN drawdown of -84.40%. Use the drawdown chart below to compare losses from any high point for IBE.MC and ICLN.


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Drawdown Indicators


IBE.MCICLNDifference

Max Drawdown

Largest peak-to-trough decline

-71.23%

-87.15%

+15.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-11.22%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.34%

-57.16%

+32.82%

Max Drawdown (10Y)

Largest decline over 10 years

-28.27%

-66.75%

+38.48%

Current Drawdown

Current decline from peak

-1.38%

-50.31%

+48.93%

Average Drawdown

Average peak-to-trough decline

-16.83%

-66.84%

+50.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

4.01%

-1.11%

Volatility

IBE.MC vs. ICLN - Volatility Comparison

The current volatility for Iberdrola S.A. (IBE.MC) is 6.02%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 9.40%. This indicates that IBE.MC 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


IBE.MCICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

9.40%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

20.25%

-9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

25.67%

-8.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

25.64%

-6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

26.30%

-6.30%