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ICLN vs. HYDR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICLN vs. HYDR - Performance Comparison

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

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ICLN vs. HYDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ICLN
iShares Global Clean Energy ETF
11.08%47.05%-25.72%-20.41%-5.43%-5.95%
HYDR
Global X Hydrogen ETF
14.75%43.73%-33.08%-36.49%-47.24%-13.89%

Returns By Period

In the year-to-date period, ICLN achieves a 11.08% return, which is significantly lower than HYDR's 14.75% return.


ICLN

1D
-0.22%
1M
-0.44%
YTD
11.08%
6M
15.82%
1Y
61.77%
3Y*
-1.04%
5Y*
-4.16%
10Y*
8.94%

HYDR

1D
0.65%
1M
-5.99%
YTD
14.75%
6M
-0.04%
1Y
117.67%
3Y*
-11.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICLN vs. HYDR - Expense Ratio Comparison

ICLN has a 0.46% expense ratio, which is lower than HYDR's 0.50% expense ratio.


Return for Risk

ICLN vs. HYDR — Risk / Return Rank

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

ICLN
ICLN Risk / Return Rank: 9494
Overall Rank
ICLN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 9494
Sortino Ratio Rank
ICLN Omega Ratio Rank: 8989
Omega Ratio Rank
ICLN Calmar Ratio Rank: 9898
Calmar Ratio Rank
ICLN Martin Ratio Rank: 9595
Martin Ratio Rank

HYDR
HYDR Risk / Return Rank: 9090
Overall Rank
HYDR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HYDR Sortino Ratio Rank: 9494
Sortino Ratio Rank
HYDR Omega Ratio Rank: 8686
Omega Ratio Rank
HYDR Calmar Ratio Rank: 9595
Calmar Ratio Rank
HYDR Martin Ratio Rank: 8383
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. HYDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and Global X Hydrogen ETF (HYDR). 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.


ICLNHYDRDifference

Sharpe ratio

Return per unit of total volatility

2.38

2.40

-0.02

Sortino ratio

Return per unit of downside risk

3.01

2.99

+0.02

Omega ratio

Gain probability vs. loss probability

1.38

1.35

+0.03

Calmar ratio

Return relative to maximum drawdown

5.60

4.13

+1.47

Martin ratio

Return relative to average drawdown

15.65

9.89

+5.75

ICLN vs. HYDR - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.38, which is comparable to the HYDR Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of ICLN and HYDR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ICLNHYDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.40

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.47

+0.35

Correlation

The correlation between ICLN and HYDR is 0.75, 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.


Dividends

ICLN vs. HYDR - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.47%, less than HYDR's 3.33% yield.


TTM20252024202320222021202020192018201720162015
ICLN
iShares Global Clean Energy ETF
1.47%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%
HYDR
Global X Hydrogen ETF
3.33%3.82%0.40%0.00%0.00%0.06%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ICLN vs. HYDR - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, roughly equal to the maximum HYDR drawdown of -89.28%. Use the drawdown chart below to compare losses from any high point for ICLN and HYDR.


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Drawdown Indicators


ICLNHYDRDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-89.28%

+2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-29.76%

+18.54%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

Current Drawdown

Current decline from peak

-50.31%

-73.65%

+23.34%

Average Drawdown

Average peak-to-trough decline

-66.84%

-64.40%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

12.42%

-8.41%

Volatility

ICLN vs. HYDR - Volatility Comparison

The current volatility for iShares Global Clean Energy ETF (ICLN) is 10.23%, while Global X Hydrogen ETF (HYDR) has a volatility of 13.62%. This indicates that ICLN experiences smaller price fluctuations and is considered to be less risky than HYDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICLNHYDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.23%

13.62%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

38.08%

-17.61%

Volatility (1Y)

Calculated over the trailing 1-year period

26.14%

49.41%

-23.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.16%

46.23%

-19.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

46.23%

-19.19%