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ICLN vs. LYM9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICLN vs. LYM9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy ETF (ICLN) and Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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 LYM9.DE is traded in EUR. To make them comparable, the LYM9.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 LYM9.DE's 23.32% return. Over the past 10 years, ICLN has underperformed LYM9.DE with an annualized return of 8.88%, while LYM9.DE has yielded a comparatively higher 10.56% annualized return.


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%

LYM9.DE

1D
0.49%
1M
-11.42%
6M
16.71%
YTD
23.32%
1Y
51.42%
3Y*
8.26%
5Y*
0.33%
10Y*
10.56%
ALL TIME*
-0.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICLN vs. LYM9.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%
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
23.32%46.35%-13.24%-18.68%-17.91%-6.84%60.36%46.87%-13.44%32.00%

Correlation

The correlation between ICLN and LYM9.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.70

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

0.71

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2008

0.64

The correlation between ICLN and LYM9.DE has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.

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Return for Risk

ICLN vs. LYM9.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

LYM9.DE
LYM9.DE Risk / Return Rank: 8989
Overall Rank
LYM9.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LYM9.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
LYM9.DE Omega Ratio Rank: 8686
Omega Ratio Rank
LYM9.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
LYM9.DE 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. LYM9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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.


ICLNLYM9.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.20

1.36

-0.15

Calmar ratioReturn relative to maximum drawdown

1.50

4.01

-2.51

Martin ratioReturn relative to average drawdown

5.17

13.38

-8.21

ICLN vs. LYM9.DE - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 1.18, which is lower than the LYM9.DE Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ICLN and LYM9.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. LYM9.DE - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than LYM9.DE's maximum drawdown of -75.58%. Use the drawdown chart below to compare losses from any high point for ICLN and LYM9.DE.


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Drawdown Indicators


ICLNLYM9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-75.58%

-11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-23.42%

-12.75%

-10.67%

Max Drawdown (3Y)

Largest decline over 3 years

-42.27%

-39.69%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-57.00%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-57.86%

-8.89%

Current Drawdown

Current decline from peak

-50.47%

-12.32%

-38.15%

Average Drawdown

Average peak-to-trough decline

-66.45%

-48.89%

-17.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

3.83%

+2.95%

Volatility

ICLN vs. LYM9.DE - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) has a higher volatility of 11.54% compared to Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) at 8.88%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than LYM9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICLNLYM9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.54%

8.88%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

24.70%

19.77%

+4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

29.86%

23.53%

+6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.93%

24.78%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

23.39%

+4.04%

ICLN vs. LYM9.DE - Expense Ratio Comparison

ICLN has a 0.39% expense ratio, which is lower than LYM9.DE's 0.60% expense ratio.


Dividends

ICLN vs. LYM9.DE - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.02%, more than LYM9.DE's 0.33% 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%
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
0.33%0.42%0.74%0.78%0.25%0.31%0.70%1.12%0.67%0.89%1.50%2.23%

Frequently Asked Questions


ICLN and LYM9.DE have a correlation of 0.71, 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 0.60% for LYM9.DE.

ICLN is categorized as Alternative Energy Equities, while LYM9.DE is Energy Equities. ICLN tracks S&P Global Clean Energy Index, while LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.39% for ICLN and 0.60% for LYM9.DE.

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