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

Performance

ICLN vs. ISPA.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 Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 ISPA.DE is traded in EUR. To make them comparable, the ISPA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ICLN achieves a 10.70% return, which is significantly lower than ISPA.DE's 14.73% return. Both investments have delivered pretty close results over the past 10 years, with ICLN having a 8.88% annualized return and ISPA.DE not far ahead at 9.11%.


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%

ISPA.DE

1D
-0.53%
1M
2.90%
6M
13.04%
YTD
14.73%
1Y
30.03%
3Y*
20.52%
5Y*
11.02%
10Y*
9.11%
ALL TIME*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICLN vs. ISPA.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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
14.73%35.16%6.51%8.10%-7.32%13.12%-0.24%21.61%-11.35%17.53%

Correlation

The correlation between ICLN and ISPA.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.47

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

0.45

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

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.48

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Return for Risk

ICLN vs. ISPA.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

ISPA.DE
ISPA.DE Risk / Return Rank: 9797
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9696
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9797
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. ISPA.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 Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.


ICLNISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.20

1.49

-0.29

Calmar ratioReturn relative to maximum drawdown

1.50

5.55

-4.05

Martin ratioReturn relative to average drawdown

5.17

17.53

-12.36

ICLN vs. ISPA.DE - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 1.18, which is lower than the ISPA.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of ICLN and ISPA.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. ISPA.DE - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than ISPA.DE's maximum drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for ICLN and ISPA.DE.


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Drawdown Indicators


ICLNISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-40.27%

-46.88%

Max Drawdown (1Y)

Largest decline over 1 year

-23.42%

-5.39%

-18.03%

Max Drawdown (3Y)

Largest decline over 3 years

-42.27%

-13.69%

-28.58%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-25.57%

-31.59%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-40.27%

-26.48%

Current Drawdown

Current decline from peak

-50.47%

-0.53%

-49.94%

Average Drawdown

Average peak-to-trough decline

-66.45%

-5.91%

-60.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

1.71%

+5.07%

Volatility

ICLN vs. ISPA.DE - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) has a higher volatility of 11.54% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.22%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICLNISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.54%

2.22%

+9.32%

Volatility (6M)

Calculated over the trailing 6-month period

24.70%

8.40%

+16.30%

Volatility (1Y)

Calculated over the trailing 1-year period

29.86%

10.76%

+19.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.93%

14.33%

+13.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

16.04%

+11.39%

ICLN vs. ISPA.DE - Expense Ratio Comparison

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


Dividends

ICLN vs. ISPA.DE - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.02%, less than ISPA.DE's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.92%4.52%4.89%5.91%4.87%3.31%4.04%4.02%4.01%5.66%3.64%4.35%

Frequently Asked Questions


ICLN and ISPA.DE have a correlation of 0.42, 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 ISPA.DE.

ICLN is categorized as Alternative Energy Equities, while ISPA.DE is Global Equities. ICLN tracks S&P Global Clean Energy Index, while ISPA.DE tracks STOXX Global Select Dividend 100. Their fees differ too: 0.39% for ICLN and 0.46% for ISPA.DE.

Portfolio Optimizer

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