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ICLN vs. FAN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ICLNFAN
YTD Return-10.15%-5.79%
1Y Return-24.45%-8.06%
3Y Return (Ann)-14.26%-9.45%
5Y Return (Ann)8.69%5.28%
10Y Return (Ann)4.27%5.20%
Sharpe Ratio-0.96-0.40
Daily Std Dev25.41%19.46%
Max Drawdown-87.16%-81.36%
Current Drawdown-63.23%-37.30%

Correlation

0.76
-1.001.00

The correlation between ICLN and FAN is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ICLN vs. FAN - Performance Comparison

In the year-to-date period, ICLN achieves a -10.15% return, which is significantly lower than FAN's -5.79% return. Over the past 10 years, ICLN has underperformed FAN with an annualized return of 4.27%, while FAN has yielded a comparatively higher 5.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-70.00%-60.00%-50.00%-40.00%-30.00%OctoberNovemberDecember2024FebruaryMarch
-63.23%
-29.95%
ICLN
FAN

Compare stocks, funds, or ETFs


iShares Global Clean Energy ETF

First Trust Global Wind Energy ETF

ICLN vs. FAN - Expense Ratio Comparison

ICLN has a 0.46% expense ratio, which is lower than FAN's 0.62% expense ratio.

FAN
First Trust Global Wind Energy ETF
0.50%1.00%1.50%2.00%0.62%
0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

ICLN vs. FAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and First Trust Global Wind Energy ETF (FAN). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ICLN
iShares Global Clean Energy ETF
-0.96
FAN
First Trust Global Wind Energy ETF
-0.40

ICLN vs. FAN - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is -0.96, which is lower than the FAN Sharpe Ratio of -0.40. The chart below compares the 12-month rolling Sharpe Ratio of ICLN and FAN.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00OctoberNovemberDecember2024FebruaryMarch
-0.96
-0.40
ICLN
FAN

Dividends

ICLN vs. FAN - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.77%, more than FAN's 1.72% yield.


TTM20232022202120202019201820172016201520142013
ICLN
iShares Global Clean Energy ETF
1.77%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.82%2.10%
FAN
First Trust Global Wind Energy ETF
1.72%1.71%1.50%1.79%0.84%2.42%2.67%2.59%6.04%2.35%2.61%0.71%

Drawdowns

ICLN vs. FAN - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.16%, which is greater than FAN's maximum drawdown of -81.36%. The drawdown chart below compares losses from any high point along the way for ICLN and FAN


-70.00%-60.00%-50.00%-40.00%-30.00%OctoberNovemberDecember2024FebruaryMarch
-63.23%
-37.30%
ICLN
FAN

Volatility

ICLN vs. FAN - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) has a higher volatility of 7.03% compared to First Trust Global Wind Energy ETF (FAN) at 4.58%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than FAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
7.03%
4.58%
ICLN
FAN