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

Correlation

The correlation between ICLN and LIT is 0.63, 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. LIT - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
-4.74%
38.91%
ICLN
LIT

Key characteristics

Sharpe Ratio

ICLN:

-0.39

LIT:

-0.35

Sortino Ratio

ICLN:

-0.40

LIT:

-0.32

Omega Ratio

ICLN:

0.95

LIT:

0.96

Calmar Ratio

ICLN:

-0.13

LIT:

-0.18

Martin Ratio

ICLN:

-0.58

LIT:

-0.77

Ulcer Index

ICLN:

15.78%

LIT:

15.32%

Daily Std Dev

ICLN:

23.33%

LIT:

33.42%

Max Drawdown

ICLN:

-87.15%

LIT:

-65.91%

Current Drawdown

ICLN:

-68.32%

LIT:

-60.39%

Returns By Period

In the year-to-date period, ICLN achieves a 4.13% return, which is significantly higher than LIT's -9.32% return. Over the past 10 years, ICLN has underperformed LIT with an annualized return of 0.89%, while LIT has yielded a comparatively higher 5.39% annualized return.


ICLN

YTD

4.13%

1M

2.78%

6M

-9.08%

1Y

-7.92%

5Y*

4.25%

10Y*

0.89%

LIT

YTD

-9.32%

1M

-8.26%

6M

-15.13%

1Y

-11.55%

5Y*

9.81%

10Y*

5.39%

*Annualized

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ICLN vs. LIT - Expense Ratio Comparison

ICLN has a 0.46% expense ratio, which is lower than LIT's 0.75% expense ratio.


Expense ratio chart for LIT: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LIT: 0.75%
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. LIT — 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

LIT
The Risk-Adjusted Performance Rank of LIT is 88
Overall Rank
The Sharpe Ratio Rank of LIT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of LIT is 77
Sortino Ratio Rank
The Omega Ratio Rank of LIT is 88
Omega Ratio Rank
The Calmar Ratio Rank of LIT is 1010
Calmar Ratio Rank
The Martin Ratio Rank of LIT is 88
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. LIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and Global X Lithium & Battery Tech ETF (LIT). 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
LIT: -0.35
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
LIT: -0.32
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
LIT: 0.96
The chart of Calmar ratio for ICLN, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.0012.00
ICLN: -0.14
LIT: -0.18
The chart of Martin ratio for ICLN, currently valued at -0.58, compared to the broader market0.0020.0040.0060.00
ICLN: -0.58
LIT: -0.77

The current ICLN Sharpe Ratio is -0.39, which is comparable to the LIT Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of ICLN and LIT, 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-1.20-1.00-0.80-0.60-0.40-0.200.000.20NovemberDecember2025FebruaryMarchApril
-0.39
-0.35
ICLN
LIT

Dividends

ICLN vs. LIT - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.77%, more than LIT's 1.03% 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%
LIT
Global X Lithium & Battery Tech ETF
1.03%0.93%1.11%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%1.07%

Drawdowns

ICLN vs. LIT - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than LIT's maximum drawdown of -65.91%. Use the drawdown chart below to compare losses from any high point for ICLN and LIT. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-62.68%
-60.39%
ICLN
LIT

Volatility

ICLN vs. LIT - Volatility Comparison

The current volatility for iShares Global Clean Energy ETF (ICLN) is 10.21%, while Global X Lithium & Battery Tech ETF (LIT) has a volatility of 15.40%. This indicates that ICLN experiences smaller price fluctuations and is considered to be less risky than LIT 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%14.00%16.00%NovemberDecember2025FebruaryMarchApril
10.21%
15.40%
ICLN
LIT