PortfoliosLab logoPortfoliosLab logo
ICLN vs. SGOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICLN vs. SGOL - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ICLN achieves a 8.51% return, which is significantly higher than SGOL's -6.06% return. Over the past 10 years, ICLN has underperformed SGOL with an annualized return of 8.54%, while SGOL has yielded a comparatively higher 11.62% annualized return.


ICLN

1D
-3.21%
1M
-12.37%
6M
-2.42%
YTD
8.51%
1Y
28.61%
3Y*
-0.23%
5Y*
-3.38%
10Y*
8.54%
ALL TIME*
-3.87%

SGOL

1D
0.08%
1M
0.65%
6M
-18.71%
YTD
-6.06%
1Y
21.20%
3Y*
27.11%
5Y*
17.42%
10Y*
11.62%
ALL TIME*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$75.84M$93.70M$122.85M
$79.87M$79.24M$102.39M

ICLN vs. SGOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICLN
iShares Global Clean Energy ETF
8.51%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%
SGOL
abrdn Physical Gold Shares ETF
-6.06%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%

Correlation

The correlation between ICLN and SGOL is 0.35, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.35

Correlation (3Y)
Balances recent behavior with more history.

0.27

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.24

Correlation (10Y)
Provides a long-term view across more market conditions.

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2009

0.15

Over the past year, ICLN and SGOL have become more correlated (0.35) than their long-term average of 0.15, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ICLN vs. SGOL — Risk / Return Rank

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

ICLN
ICLN Risk / Return Rank: 3838
Overall Rank
ICLN Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 3939
Sortino Ratio Rank
ICLN Omega Ratio Rank: 3636
Omega Ratio Rank
ICLN Calmar Ratio Rank: 3434
Calmar Ratio Rank
ICLN Martin Ratio Rank: 3939
Martin Ratio Rank

SGOL
SGOL Risk / Return Rank: 2828
Overall Rank
SGOL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3333
Omega Ratio Rank
SGOL Calmar Ratio Rank: 2525
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2424
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. SGOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and abrdn Physical Gold Shares ETF (SGOL). 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.


ICLNSGOLDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.17

0.77

+0.41

Martin ratioReturn relative to average drawdown

3.96

1.73

+2.23

ICLN vs. SGOL - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 0.97, which is higher than the SGOL Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ICLN and SGOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ICLN vs. SGOL - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than SGOL's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for ICLN and SGOL.


Loading charts...

Drawdown Indicators


ICLNSGOLDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-45.51%

-41.64%

Max Drawdown (1Y)

Largest decline over 1 year

-24.94%

-26.32%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-40.82%

-26.32%

-14.50%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-26.32%

-30.84%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-26.32%

-40.43%

Current Drawdown

Current decline from peak

-51.46%

-24.94%

-26.52%

Average Drawdown

Average peak-to-trough decline

-66.44%

-18.45%

-47.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.36%

11.64%

-4.28%

Volatility

ICLN vs. SGOL - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) has a higher volatility of 10.43% compared to abrdn Physical Gold Shares ETF (SGOL) at 6.07%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than SGOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ICLNSGOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.43%

6.07%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

24.87%

23.69%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

30.01%

27.79%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.94%

18.34%

+9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.45%

16.08%

+11.37%

ICLN vs. SGOL - Expense Ratio Comparison

ICLN has a 0.39% expense ratio, which is higher than SGOL's 0.17% expense ratio.


Dividends

ICLN vs. SGOL - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.04%, while SGOL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ICLN
iShares Global Clean Energy ETF
1.04%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%
SGOL
abrdn Physical Gold Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ICLN and SGOL have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICLN has higher volatility (10.43%) compared to SGOL (6.07%). In terms of maximum drawdown, ICLN dropped -87.15% vs SGOL's -45.51%.

On 10-year performance, SGOL leads with 11.62% vs 8.54% for ICLN. On fees, SGOL is cheaper at 0.17% per year. On volatility, SGOL has been the lower-risk option at 6.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SGOL has performed better with a 11.62% return vs 8.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGOL is cheaper with a 0.17% expense ratio, compared with 0.39% for ICLN.

ICLN has the higher dividend yield at 1.04%, compared with 0.00% for SGOL.

ICLN is categorized as Alternative Energy Equities, while SGOL is Gold. ICLN tracks S&P Global Clean Energy Index, while SGOL tracks LBMA Gold Price PM ($/ozt). They also come from different issuers: iShares and abrdn. Their fees differ too: 0.39% for ICLN and 0.17% for SGOL.

ICLN currently has the higher Sharpe Ratio (0.97 vs 0.73), 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.

Portfolio Optimizer

Find the right allocation for ICLN and SGOL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer