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ICLN vs. IFRA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICLN vs. IFRA - Performance Comparison

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

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ICLN vs. IFRA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ICLN
iShares Global Clean Energy ETF
11.32%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-13.13%
IFRA
iShares U.S. Infrastructure ETF
9.22%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-8.57%

Returns By Period

In the year-to-date period, ICLN achieves a 11.32% return, which is significantly higher than IFRA's 9.22% return.


ICLN

1D
4.45%
1M
0.38%
YTD
11.32%
6M
19.07%
1Y
63.12%
3Y*
-0.97%
5Y*
-4.11%
10Y*
8.96%

IFRA

1D
1.73%
1M
-4.77%
YTD
9.22%
6M
9.42%
1Y
29.26%
3Y*
17.55%
5Y*
12.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICLN vs. IFRA - Expense Ratio Comparison

ICLN has a 0.46% expense ratio, which is higher than IFRA's 0.30% expense ratio.


Return for Risk

ICLN vs. IFRA — Risk / Return Rank

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

ICLN
ICLN Risk / Return Rank: 9595
Overall Rank
ICLN Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 9595
Sortino Ratio Rank
ICLN Omega Ratio Rank: 9292
Omega Ratio Rank
ICLN Calmar Ratio Rank: 9898
Calmar Ratio Rank
ICLN Martin Ratio Rank: 9595
Martin Ratio Rank

IFRA
IFRA Risk / Return Rank: 8787
Overall Rank
IFRA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 8989
Sortino Ratio Rank
IFRA Omega Ratio Rank: 8282
Omega Ratio Rank
IFRA Calmar Ratio Rank: 8989
Calmar Ratio Rank
IFRA Martin Ratio Rank: 9191
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. IFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and iShares U.S. Infrastructure ETF (IFRA). 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.


ICLNIFRADifference

Sharpe ratio

Return per unit of total volatility

2.43

1.72

+0.71

Sortino ratio

Return per unit of downside risk

3.06

2.43

+0.63

Omega ratio

Gain probability vs. loss probability

1.39

1.31

+0.08

Calmar ratio

Return relative to maximum drawdown

5.49

2.74

+2.74

Martin ratio

Return relative to average drawdown

15.39

11.75

+3.64

ICLN vs. IFRA - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.43, which is higher than the IFRA Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ICLN and IFRA, 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


ICLNIFRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

1.72

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.71

-0.86

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

0.60

-0.72

Correlation

The correlation between ICLN and IFRA is 0.54, 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.


Dividends

ICLN vs. IFRA - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.46%, less than IFRA's 1.70% yield.


TTM20252024202320222021202020192018201720162015
ICLN
iShares Global Clean Energy ETF
1.46%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%
IFRA
iShares U.S. Infrastructure ETF
1.70%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%0.00%0.00%0.00%

Drawdowns

ICLN vs. IFRA - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for ICLN and IFRA.


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Drawdown Indicators


ICLNIFRADifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-41.06%

-46.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-10.68%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-19.93%

-37.23%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

Current Drawdown

Current decline from peak

-50.20%

-5.08%

-45.12%

Average Drawdown

Average peak-to-trough decline

-66.84%

-5.21%

-61.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

2.50%

+1.50%

Volatility

ICLN vs. IFRA - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) has a higher volatility of 10.82% compared to iShares U.S. Infrastructure ETF (IFRA) at 5.31%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICLNIFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

5.31%

+5.51%

Volatility (6M)

Calculated over the trailing 6-month period

20.46%

10.31%

+10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

26.17%

17.12%

+9.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.16%

17.80%

+9.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

21.45%

+5.59%