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ICLN vs. TAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICLN vs. TAN - Performance Comparison

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

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ICLN vs. TAN - 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%
TAN
Invesco Solar ETF
13.42%48.31%-37.61%-26.79%-5.24%-25.10%233.96%66.53%-25.67%54.38%

Returns By Period

In the year-to-date period, ICLN achieves a 11.32% return, which is significantly lower than TAN's 13.42% return. Over the past 10 years, ICLN has underperformed TAN with an annualized return of 8.96%, while TAN has yielded a comparatively higher 10.33% annualized return.


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%

TAN

1D
5.33%
1M
1.29%
YTD
13.42%
6M
27.69%
1Y
82.90%
3Y*
-10.29%
5Y*
-9.18%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICLN vs. TAN - Expense Ratio Comparison

ICLN has a 0.46% expense ratio, which is lower than TAN's 0.69% expense ratio.


Return for Risk

ICLN vs. TAN — 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

TAN
TAN Risk / Return Rank: 9292
Overall Rank
TAN Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TAN Sortino Ratio Rank: 9393
Sortino Ratio Rank
TAN Omega Ratio Rank: 8686
Omega Ratio Rank
TAN Calmar Ratio Rank: 9797
Calmar Ratio Rank
TAN Martin Ratio Rank: 9393
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. TAN - Risk-Adjusted Trends Comparison

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


ICLNTANDifference

Sharpe ratio

Return per unit of total volatility

2.43

2.11

+0.32

Sortino ratio

Return per unit of downside risk

3.06

2.69

+0.37

Omega ratio

Gain probability vs. loss probability

1.39

1.33

+0.06

Calmar ratio

Return relative to maximum drawdown

5.49

4.90

+0.59

Martin ratio

Return relative to average drawdown

15.39

12.99

+2.41

ICLN vs. TAN - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.43, which is comparable to the TAN Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of ICLN and TAN, 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


ICLNTANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.11

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

-0.23

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.27

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.15

+0.03

Correlation

The correlation between ICLN and TAN is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ICLN vs. TAN - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.46%, while TAN has not paid dividends to shareholders.


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%
TAN
Invesco Solar ETF
0.00%0.00%0.50%0.09%0.00%0.00%0.09%0.30%0.69%1.77%5.04%1.60%

Drawdowns

ICLN vs. TAN - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, smaller than the maximum TAN drawdown of -95.29%. Use the drawdown chart below to compare losses from any high point for ICLN and TAN.


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Drawdown Indicators


ICLNTANDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-95.29%

+8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-16.25%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-73.95%

+16.79%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-78.53%

+11.78%

Current Drawdown

Current decline from peak

-50.20%

-74.42%

+24.22%

Average Drawdown

Average peak-to-trough decline

-66.84%

-78.57%

+11.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

6.13%

-2.13%

Volatility

ICLN vs. TAN - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) and Invesco Solar ETF (TAN) have volatilities of 10.82% and 10.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICLNTANDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.82%

10.63%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

20.46%

26.24%

-5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

26.17%

39.55%

-13.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.16%

39.82%

-12.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

37.78%

-10.74%