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ICLN vs. PIO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICLN vs. PIO - Performance Comparison

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

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ICLN vs. PIO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICLN
iShares Global Clean Energy ETF
11.32%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%
PIO
Invesco Global Water ETF
-1.55%14.25%-0.44%22.19%-24.06%25.97%14.22%35.59%-9.71%26.52%

Returns By Period

In the year-to-date period, ICLN achieves a 11.32% return, which is significantly higher than PIO's -1.55% return. Both investments have delivered pretty close results over the past 10 years, with ICLN having a 8.96% annualized return and PIO not far behind at 8.80%.


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%

PIO

1D
2.81%
1M
-10.03%
YTD
-1.55%
6M
-3.09%
1Y
9.33%
3Y*
8.47%
5Y*
4.56%
10Y*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICLN vs. PIO - Expense Ratio Comparison

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


Return for Risk

ICLN vs. PIO — 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

PIO
PIO Risk / Return Rank: 3131
Overall Rank
PIO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PIO Sortino Ratio Rank: 3232
Sortino Ratio Rank
PIO Omega Ratio Rank: 3030
Omega Ratio Rank
PIO Calmar Ratio Rank: 3030
Calmar Ratio Rank
PIO Martin Ratio Rank: 3131
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. PIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and Invesco Global Water ETF (PIO). 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.


ICLNPIODifference

Sharpe ratio

Return per unit of total volatility

2.43

0.53

+1.89

Sortino ratio

Return per unit of downside risk

3.06

0.89

+2.17

Omega ratio

Gain probability vs. loss probability

1.39

1.12

+0.27

Calmar ratio

Return relative to maximum drawdown

5.49

0.70

+4.79

Martin ratio

Return relative to average drawdown

15.39

2.54

+12.85

ICLN vs. PIO - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.43, which is higher than the PIO Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ICLN and PIO, 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


ICLNPIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

0.53

+1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.26

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.49

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.20

-0.31

Correlation

The correlation between ICLN and PIO is 0.64, 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. PIO - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.46%, more than PIO's 1.03% 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%
PIO
Invesco Global Water ETF
1.03%1.04%0.78%0.84%1.02%1.19%0.88%1.20%2.00%1.00%1.45%1.63%

Drawdowns

ICLN vs. PIO - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than PIO's maximum drawdown of -64.88%. Use the drawdown chart below to compare losses from any high point for ICLN and PIO.


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Drawdown Indicators


ICLNPIODifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-64.88%

-22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-13.14%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-34.27%

-22.89%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-35.76%

-30.99%

Current Drawdown

Current decline from peak

-50.20%

-10.61%

-39.59%

Average Drawdown

Average peak-to-trough decline

-66.84%

-15.50%

-51.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

3.62%

+0.38%

Volatility

ICLN vs. PIO - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) has a higher volatility of 10.82% compared to Invesco Global Water ETF (PIO) at 6.83%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than PIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICLNPIODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

6.83%

+3.99%

Volatility (6M)

Calculated over the trailing 6-month period

20.46%

10.78%

+9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

26.17%

17.54%

+8.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.16%

17.48%

+9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

18.13%

+8.91%