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

Correlation

The correlation between ICLN and FIW is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ICLN vs. FIW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy ETF (ICLN) and First Trust Water ETF (FIW). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
-68.32%
406.27%
ICLN
FIW

Key characteristics

Sharpe Ratio

ICLN:

-0.39

FIW:

0.03

Sortino Ratio

ICLN:

-0.40

FIW:

0.18

Omega Ratio

ICLN:

0.95

FIW:

1.02

Calmar Ratio

ICLN:

-0.13

FIW:

0.03

Martin Ratio

ICLN:

-0.58

FIW:

0.11

Ulcer Index

ICLN:

15.78%

FIW:

5.58%

Daily Std Dev

ICLN:

23.33%

FIW:

18.39%

Max Drawdown

ICLN:

-87.15%

FIW:

-52.75%

Current Drawdown

ICLN:

-68.32%

FIW:

-9.55%

Returns By Period

In the year-to-date period, ICLN achieves a 4.13% return, which is significantly higher than FIW's -1.94% return. Over the past 10 years, ICLN has underperformed FIW with an annualized return of 0.89%, while FIW has yielded a comparatively higher 12.76% annualized return.


ICLN

YTD

4.13%

1M

2.78%

6M

-9.08%

1Y

-7.92%

5Y*

4.25%

10Y*

0.89%

FIW

YTD

-1.94%

1M

-1.58%

6M

-5.31%

1Y

0.92%

5Y*

15.31%

10Y*

12.76%

*Annualized

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ICLN vs. FIW - Expense Ratio Comparison

ICLN has a 0.46% expense ratio, which is lower than FIW's 0.54% expense ratio.


Expense ratio chart for FIW: current value is 0.54%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIW: 0.54%
Expense ratio chart for ICLN: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ICLN: 0.46%

Risk-Adjusted Performance

ICLN vs. FIW — Risk-Adjusted Performance Rank

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

ICLN
The Risk-Adjusted Performance Rank of ICLN is 88
Overall Rank
The Sharpe Ratio Rank of ICLN is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ICLN is 66
Sortino Ratio Rank
The Omega Ratio Rank of ICLN is 77
Omega Ratio Rank
The Calmar Ratio Rank of ICLN is 1111
Calmar Ratio Rank
The Martin Ratio Rank of ICLN is 1010
Martin Ratio Rank

FIW
The Risk-Adjusted Performance Rank of FIW is 2121
Overall Rank
The Sharpe Ratio Rank of FIW is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FIW is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FIW is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FIW is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FIW is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ICLN vs. FIW - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for ICLN, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00
ICLN: -0.39
FIW: 0.03
The chart of Sortino ratio for ICLN, currently valued at -0.40, compared to the broader market-2.000.002.004.006.008.00
ICLN: -0.40
FIW: 0.18
The chart of Omega ratio for ICLN, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
ICLN: 0.95
FIW: 1.02
The chart of Calmar ratio for ICLN, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.0012.00
ICLN: -0.13
FIW: 0.03
The chart of Martin ratio for ICLN, currently valued at -0.58, compared to the broader market0.0020.0040.0060.00
ICLN: -0.58
FIW: 0.11

The current ICLN Sharpe Ratio is -0.39, which is lower than the FIW Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of ICLN and FIW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.39
0.03
ICLN
FIW

Dividends

ICLN vs. FIW - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.77%, more than FIW's 0.75% yield.


TTM20242023202220212020201920182017201620152014
ICLN
iShares Global Clean Energy ETF
1.77%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.83%
FIW
First Trust Water ETF
0.75%0.70%0.68%0.67%0.37%0.56%0.55%0.73%1.13%0.51%0.76%0.75%

Drawdowns

ICLN vs. FIW - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than FIW's maximum drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for ICLN and FIW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-68.32%
-9.55%
ICLN
FIW

Volatility

ICLN vs. FIW - Volatility Comparison

The current volatility for iShares Global Clean Energy ETF (ICLN) is 10.21%, while First Trust Water ETF (FIW) has a volatility of 11.22%. This indicates that ICLN experiences smaller price fluctuations and is considered to be less risky than FIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.21%
11.22%
ICLN
FIW