ICLN vs. PSIL

Last updated Jun 16, 2026

ICLN (iShares Global Clean Energy ETF) and PSIL (AdvisorShares Psychedelics ETF) are both exchange-traded funds - ICLN is a Alternative Energy Equities fund tracking the S&P Global Clean Energy Index, while PSIL is a Health & Biotech Equities fund actively managed by AdvisorShares. ICLN is passively managed, while PSIL is actively managed. Over the past 3 years, ICLN returned 5.46%/yr vs 6.03%/yr for PSIL. At a 0.35 correlation, their price movements are largely independent. ICLN charges 0.39%/yr vs 1.00%/yr for PSIL.

Performance

ICLN vs. PSIL - Performance Comparison

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

Returns By Period

In the year-to-date period, ICLN achieves a 28.34% return, which is significantly higher than PSIL's 12.35% return.

ICLN

• 1D: 0.80%
• 1M: -3.23%
• YTD: 28.34%
• 6M: 28.17%
• 1Y: 61.48%
• 3Y*: 5.46%
• 5Y*: -0.17%
• 10Y*: 11.52%

PSIL

• 1D: -4.32%
• 1M: -3.41%
• YTD: 12.35%
• 6M: 10.46%
• 1Y: 52.66%
• 3Y*: 6.03%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ICLN vs. PSIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ICLN iShares Global Clean Energy ETF	28.34%	47.05%	-25.72%	-20.41%	-5.43%	-5.62%
PSIL AdvisorShares Psychedelics ETF	12.35%	74.55%	-19.50%	-25.12%	-67.24%	-42.72%

Correlation

The correlation between ICLN and PSIL is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (All Time) Calculated using the full available price history since Sep 16, 2021	0.35

ICLN vs. PSIL - Sectors Allocation Comparison

Sectors	ICLN	PSIL
Utilities	35.4%	-
Industrials	26.2%	-
Energy	24.9%	-
Technology	10.8%	-
Basic Materials	1.3%	-
Consumer Cyclical	0.1%	-
Communication Services	-	-
Consumer Defensive	-	-
Financial Services	-	-
Healthcare	-	100.0%
Real Estate	-	-

Return for Risk

ICLN vs. PSIL — Risk / Return Rank

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

ICLN

ICLN Risk / Return Rank: 73
ICLN Sharpe Ratio Rank: 77
ICLN Sortino Ratio Rank: 67
ICLN Omega Ratio Rank: 64
ICLN Calmar Ratio Rank: 80
ICLN Martin Ratio Rank: 79

PSIL

PSIL Risk / Return Rank: 39
PSIL Sharpe Ratio Rank: 35
PSIL Sortino Ratio Rank: 35
PSIL Omega Ratio Rank: 34
PSIL Calmar Ratio Rank: 54
PSIL Martin Ratio Rank: 36

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. PSIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and AdvisorShares Psychedelics ETF (PSIL). 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.

	ICLN	PSIL	Difference
Sharpe ratio: Return per unit of total volatility	2.19	1.25	+0.94
Sortino ratio: Return per unit of downside risk	2.75	1.80	+0.96
Omega ratio: Gain probability vs. loss probability	1.35	1.23	+0.12
Calmar ratio: Return relative to maximum drawdown	3.77	2.60	+1.18
Martin ratio: Return relative to average drawdown	13.82	5.38	+8.43

ICLN vs. PSIL - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.19, which is higher than the PSIL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ICLN and PSIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ICLN vs. PSIL - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, smaller than the maximum PSIL drawdown of -92.72%. Use the drawdown chart below to compare losses from any high point for ICLN and PSIL.

Drawdown Indicators

	ICLN	PSIL	Difference
Max Drawdown Largest peak-to-trough decline	-87.15%	-92.72%	+5.57%
Max Drawdown (1Y) Largest decline over 1 year	-16.38%	-20.38%	+4.00%
Max Drawdown (3Y) Largest decline over 3 years	-43.18%	-64.62%	+21.44%
Max Drawdown (5Y) Largest decline over 5 years	-57.16%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-66.75%	—	—
Current Drawdown Current decline from peak	-42.58%	-78.15%	+35.57%
Average Drawdown Average peak-to-trough decline	-66.55%	-76.71%	+10.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.46%	9.81%	-5.35%

Volatility

ICLN vs. PSIL - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) has a higher volatility of 12.94% compared to AdvisorShares Psychedelics ETF (PSIL) at 12.21%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than PSIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ICLN	PSIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.94%	12.21%	+0.73%
Volatility (6M) Calculated over the trailing 6-month period	22.57%	28.74%	-6.17%
Volatility (1Y) Calculated over the trailing 1-year period	28.28%	42.53%	-14.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.55%	63.03%	-35.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.33%	63.03%	-35.70%

ICLN vs. PSIL - Expense Ratio Comparison

ICLN has a 0.39% expense ratio, which is lower than PSIL's 1.00% expense ratio.

Dividends

ICLN vs. PSIL - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.54%, less than PSIL's 8.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ICLN iShares Global Clean Energy ETF	1.54%	1.63%	1.85%	1.59%	0.89%	1.18%	0.34%	1.36%	2.77%	2.49%	3.88%	2.36%
PSIL AdvisorShares Psychedelics ETF	8.90%	10.95%	1.49%	0.24%	2.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ICLN and PSIL in my portfolio?

ICLN and PSIL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ICLN or PSIL?

ICLN has higher volatility (12.94%) compared to PSIL (12.21%). In terms of maximum drawdown, ICLN dropped -87.15% vs PSIL's -92.72%.

Which ETF is better, ICLN or PSIL?

On 3-year performance, PSIL leads with 6.03% vs 5.46% for ICLN. On fees, ICLN is cheaper at 0.39% per year. On volatility, PSIL has been the lower-risk option at 12.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ICLN or PSIL?

Over the 3-year period, PSIL has performed better with a 6.03% return vs 5.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ICLN or PSIL?

ICLN is cheaper with a 0.39% expense ratio, compared with 1.00% for PSIL.

Which ETF pays a higher dividend yield, ICLN or PSIL?

PSIL has the higher dividend yield at 8.90%, compared with 1.54% for ICLN.

What is the main difference between ICLN and PSIL?

ICLN is categorized as Alternative Energy Equities, while PSIL is Health & Biotech Equities. They also come from different issuers: iShares and AdvisorShares. Their fees differ too: 0.39% for ICLN and 1.00% for PSIL.

Which has better risk-adjusted returns?

ICLN currently has the higher Sharpe Ratio (2.19 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.