PortfoliosLab logoPortfoliosLab logo
ICLN vs. D5BK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICLN vs. D5BK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy ETF (ICLN) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ICLN is traded in USD, while D5BK.DE is traded in EUR. To make them comparable, the D5BK.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ICLN achieves a 27.33% return, which is significantly higher than D5BK.DE's -0.31% return. Over the past 10 years, ICLN has outperformed D5BK.DE with an annualized return of 11.67%, while D5BK.DE has yielded a comparatively lower 0.74% annualized return.


ICLN

1D
0.87%
1M
-4.39%
YTD
27.33%
6M
27.01%
1Y
60.81%
3Y*
5.25%
5Y*
-0.21%
10Y*
11.67%

D5BK.DE

1D
1.74%
1M
0.91%
YTD
-0.31%
6M
2.84%
1Y
-1.01%
3Y*
10.15%
5Y*
-5.52%
10Y*
0.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICLN vs. D5BK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICLN
iShares Global Clean Energy ETF
27.33%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
-0.31%19.62%-9.52%19.58%-39.97%7.60%-1.51%26.92%-13.21%28.55%

Correlation

The correlation between ICLN and D5BK.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.38

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

0.39

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

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2010

0.40

The correlation between ICLN and D5BK.DE shifts across timeframes, from 0.22 (1 year) to 0.40 (all time), 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

ICLN vs. D5BK.DE — Risk / Return Rank

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

ICLN
ICLN Risk / Return Rank: 7575
Overall Rank
ICLN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 7070
Sortino Ratio Rank
ICLN Omega Ratio Rank: 6767
Omega Ratio Rank
ICLN Calmar Ratio Rank: 8181
Calmar Ratio Rank
ICLN Martin Ratio Rank: 8181
Martin Ratio Rank

D5BK.DE
D5BK.DE Risk / Return Rank: 99
Overall Rank
D5BK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 88
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 99
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.

ICLN vs. D5BK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ICLND5BK.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+2.68

Omega ratioGain probability vs. loss probability

1.34

1.01

+0.34

Calmar ratioReturn relative to maximum drawdown

3.73

-0.06

+3.79

Martin ratioReturn relative to average drawdown

13.84

-0.14

+13.98

ICLN vs. D5BK.DE - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.17, which is higher than the D5BK.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ICLN and D5BK.DE, 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...

Drawdowns

ICLN vs. D5BK.DE - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than D5BK.DE's maximum drawdown of -55.86%. Use the drawdown chart below to compare losses from any high point for ICLN and D5BK.DE.


Loading charts...

Drawdown Indicators


ICLND5BK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-55.86%

-31.29%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-17.77%

+1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-43.18%

-23.77%

-19.41%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-55.86%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-55.86%

-10.89%

Current Drawdown

Current decline from peak

-43.03%

-28.18%

-14.85%

Average Drawdown

Average peak-to-trough decline

-66.56%

-15.32%

-51.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

7.36%

-2.95%

Volatility

ICLN vs. D5BK.DE - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) has a higher volatility of 12.97% compared to Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) at 5.84%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than D5BK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ICLND5BK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.97%

5.84%

+7.13%

Volatility (6M)

Calculated over the trailing 6-month period

22.62%

14.57%

+8.05%

Volatility (1Y)

Calculated over the trailing 1-year period

28.21%

17.80%

+10.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.55%

24.38%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.32%

22.22%

+5.10%

ICLN vs. D5BK.DE - Expense Ratio Comparison

ICLN has a 0.39% expense ratio, which is higher than D5BK.DE's 0.33% expense ratio.


Dividends

ICLN vs. D5BK.DE - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.28%, while D5BK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICLN
iShares Global Clean Energy ETF
1.28%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


ICLN and D5BK.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, D5BK.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BK.DE is cheaper with a 0.33% expense ratio, compared with 0.39% for ICLN.

ICLN is categorized as Alternative Energy Equities, while D5BK.DE is REIT. ICLN tracks S&P Global Clean Energy Index, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.39% for ICLN and 0.33% for D5BK.DE.

Portfolio Optimizer

Find the right allocation for ICLN and D5BK.DE

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