PortfoliosLab logoPortfoliosLab logo
IBGL.MI vs. ICLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL.MI vs. ICLN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and iShares Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IBGL.MI 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, IBGL.MI achieves a -0.06% return, which is significantly lower than ICLN's 42.22% return. Over the past 10 years, IBGL.MI has underperformed ICLN with an annualized return of -2.10%, while ICLN has yielded a comparatively higher 11.75% annualized return.


IBGL.MI

1D
-0.95%
1M
1.07%
YTD
-0.06%
6M
-0.97%
1Y
-3.37%
3Y*
-0.04%
5Y*
-7.32%
10Y*
-2.10%

ICLN

1D
-2.57%
1M
12.02%
YTD
42.22%
6M
40.61%
1Y
80.07%
3Y*
6.03%
5Y*
3.06%
10Y*
11.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL.MI vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
-0.06%-5.53%-0.17%10.21%-34.75%-7.00%11.97%15.43%3.11%-1.15%
ICLN
iShares Global Clean Energy ETF
42.22%29.60%-20.81%-22.79%0.43%-18.51%121.89%47.62%-4.76%6.54%

Correlation

The correlation between IBGL.MI and ICLN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2008

0.03

The correlation between IBGL.MI and ICLN shifts across timeframes, from 0.03 (all time) to 0.22 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBGL.MI vs. ICLN — Risk / Return Rank

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

IBGL.MI
IBGL.MI Risk / Return Rank: 55
Overall Rank
IBGL.MI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IBGL.MI Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGL.MI Omega Ratio Rank: 55
Omega Ratio Rank
IBGL.MI Calmar Ratio Rank: 44
Calmar Ratio Rank
IBGL.MI Martin Ratio Rank: 44
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 8787
Overall Rank
ICLN Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 8484
Sortino Ratio Rank
ICLN Omega Ratio Rank: 7878
Omega Ratio Rank
ICLN Calmar Ratio Rank: 9494
Calmar Ratio Rank
ICLN 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.

IBGL.MI vs. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) 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.


IBGL.MIICLNDifference
Sharpe ratioReturn per unit of total volatility

-3.53

Sortino ratioReturn per unit of downside risk

-4.35

Omega ratioGain probability vs. loss probability

0.95

1.48

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.54

6.30

-6.84

Martin ratioReturn relative to average drawdown

-0.98

19.39

-20.37

IBGL.MI vs. ICLN - Sharpe Ratio Comparison

The current IBGL.MI Sharpe Ratio is -0.36, which is lower than the ICLN Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of IBGL.MI and ICLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IBGL.MIICLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

3.16

-3.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

0.12

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.45

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.03

+0.30

Drawdowns

IBGL.MI vs. ICLN - Drawdown Comparison

The maximum IBGL.MI drawdown since its inception was -43.83%, smaller than the maximum ICLN drawdown of -84.40%. Use the drawdown chart below to compare losses from any high point for IBGL.MI and ICLN.


Loading charts...

Drawdown Indicators


IBGL.MIICLNDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-84.40%

+40.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.26%

-12.78%

+6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-12.10%

-43.19%

+31.09%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

-57.06%

+14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-62.76%

+18.93%

Current Drawdown

Current decline from peak

-37.45%

-21.72%

-15.73%

Average Drawdown

Average peak-to-trough decline

-12.22%

-58.04%

+45.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

4.14%

-0.70%

Volatility

IBGL.MI vs. ICLN - Volatility Comparison

The current volatility for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) is 3.70%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 9.21%. This indicates that IBGL.MI 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.


Loading charts...

Volatility by Period


IBGL.MIICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

9.21%

-5.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

19.49%

-12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

25.52%

-16.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

25.71%

-12.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

26.45%

-14.95%

IBGL.MI vs. ICLN - Expense Ratio Comparison

IBGL.MI has a 0.15% expense ratio, which is lower than ICLN's 0.46% expense ratio.


Dividends

IBGL.MI vs. ICLN - Dividend Comparison

IBGL.MI's dividend yield for the trailing twelve months is around 3.68%, more than ICLN's 1.16% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
3.68%3.53%3.18%2.66%1.32%0.53%0.74%1.27%1.50%1.35%1.48%1.83%
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


IBGL.MI and ICLN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBGL.MI is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBGL.MI is cheaper with a 0.15% expense ratio, compared with 0.46% for ICLN.

IBGL.MI is categorized as European Government Bonds, while ICLN is Alternative Energy Equities. IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index, while ICLN tracks S&P Global Clean Energy Index. Their fees differ too: 0.15% for IBGL.MI and 0.46% for ICLN.

Portfolio Optimizer

Find the right allocation for IBGL.MI and ICLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer