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ICLN vs. EXV6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICLN vs. EXV6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy ETF (ICLN) and iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ICLN is traded in USD, while EXV6.DE is traded in EUR. To make them comparable, the EXV6.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ICLN having a 10.70% return and EXV6.DE slightly lower at 10.43%. Over the past 10 years, ICLN has underperformed EXV6.DE with an annualized return of 8.88%, while EXV6.DE has yielded a comparatively higher 13.86% annualized return.


ICLN

1D
-1.25%
1M
-14.03%
6M
2.76%
YTD
10.70%
1Y
34.98%
3Y*
0.42%
5Y*
-3.25%
10Y*
8.88%
ALL TIME*
-3.76%

EXV6.DE

1D
-1.12%
1M
-8.21%
6M
2.76%
YTD
10.43%
1Y
52.99%
3Y*
15.29%
5Y*
8.45%
10Y*
13.86%
ALL TIME*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICLN vs. EXV6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICLN
iShares Global Clean Energy ETF
10.70%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
10.43%50.35%-13.94%0.77%3.33%16.74%23.85%19.74%-17.65%39.82%

Correlation

The correlation between ICLN and EXV6.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.46

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

0.42

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2008

0.47

The correlation between ICLN and EXV6.DE shifts across timeframes, from 0.40 (10 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ICLN vs. EXV6.DE — Risk / Return Rank

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

ICLN
ICLN Risk / Return Rank: 4141
Overall Rank
ICLN Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 4242
Sortino Ratio Rank
ICLN Omega Ratio Rank: 3939
Omega Ratio Rank
ICLN Calmar Ratio Rank: 3838
Calmar Ratio Rank
ICLN Martin Ratio Rank: 4343
Martin Ratio Rank

EXV6.DE
EXV6.DE Risk / Return Rank: 7878
Overall Rank
EXV6.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EXV6.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
EXV6.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EXV6.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
EXV6.DE Martin Ratio Rank: 7070
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. EXV6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.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.


ICLNEXV6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratioReturn relative to maximum drawdown

1.50

2.65

-1.15

Martin ratioReturn relative to average drawdown

5.17

7.73

-2.55

ICLN vs. EXV6.DE - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 1.18, which is lower than the EXV6.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ICLN and EXV6.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.


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Drawdowns

ICLN vs. EXV6.DE - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than EXV6.DE's maximum drawdown of -80.71%. Use the drawdown chart below to compare losses from any high point for ICLN and EXV6.DE.


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Drawdown Indicators


ICLNEXV6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-80.71%

-6.44%

Max Drawdown (1Y)

Largest decline over 1 year

-23.42%

-19.90%

-3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-42.27%

-32.81%

-9.46%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-36.59%

-20.57%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-50.23%

-16.52%

Current Drawdown

Current decline from peak

-50.47%

-17.84%

-32.63%

Average Drawdown

Average peak-to-trough decline

-66.45%

-41.61%

-24.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

6.84%

-0.06%

Volatility

ICLN vs. EXV6.DE - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) has a higher volatility of 11.54% compared to iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) at 9.36%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than EXV6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICLNEXV6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.54%

9.36%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

24.70%

25.42%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

29.86%

29.20%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.93%

29.04%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

28.97%

-1.54%

ICLN vs. EXV6.DE - Expense Ratio Comparison

ICLN has a 0.39% expense ratio, which is lower than EXV6.DE's 0.46% expense ratio.


Dividends

ICLN vs. EXV6.DE - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.02%, less than EXV6.DE's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
1.81%1.95%3.23%3.57%6.02%5.15%2.86%5.56%2.93%2.14%1.80%5.20%
ICLN
iShares Global Clean Energy ETF
1.02%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 EXV6.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICLN is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICLN is cheaper with a 0.39% expense ratio, compared with 0.46% for EXV6.DE.

ICLN is categorized as Alternative Energy Equities, while EXV6.DE is Industrials Equities. ICLN tracks S&P Global Clean Energy Index, while EXV6.DE tracks STOXX® Europe 600 Basic Resources. Their fees differ too: 0.39% for ICLN and 0.46% for EXV6.DE.

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