ICLN vs. VCR
Compare and contrast key facts about iShares Global Clean Energy ETF (ICLN) and Vanguard Consumer Discretionary ETF (VCR).
ICLN and VCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICLN is a passively managed fund by iShares that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jun 24, 2008. VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004. Both ICLN and VCR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICLN or VCR.
Key characteristics
| ICLN | VCR | |
|---|---|---|
| YTD Return | -15.67% | -3.30% |
| 1Y Return | -32.71% | 18.49% |
| 3Y Return (Ann) | -17.89% | -1.08% |
| 5Y Return (Ann) | 6.49% | 11.41% |
| 10Y Return (Ann) | 3.96% | 12.51% |
| Sharpe Ratio | -1.27 | 1.11 |
| Daily Std Dev | 25.72% | 17.67% |
| Max Drawdown | -87.16% | -61.54% |
| Current Drawdown | -65.49% | -15.51% |
Correlation
The correlation between ICLN and VCR is 0.62, 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.
Performance
ICLN vs. VCR - Performance Comparison
In the year-to-date period, ICLN achieves a -15.67% return, which is significantly lower than VCR's -3.30% return. Over the past 10 years, ICLN has underperformed VCR with an annualized return of 3.96%, while VCR has yielded a comparatively higher 12.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ICLN vs. VCR - Expense Ratio Comparison
ICLN has a 0.46% expense ratio, which is higher than VCR's 0.10% expense ratio.
Risk-Adjusted Performance
ICLN vs. VCR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and Vanguard Consumer Discretionary ETF (VCR). 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.
Dividends
ICLN vs. VCR - Dividend Comparison
ICLN's dividend yield for the trailing twelve months is around 1.88%, more than VCR's 0.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICLN iShares Global Clean Energy ETF | 1.88% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.82% | 2.10% |
VCR Vanguard Consumer Discretionary ETF | 0.85% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
Drawdowns
ICLN vs. VCR - Drawdown Comparison
The maximum ICLN drawdown since its inception was -87.16%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for ICLN and VCR. For additional features, visit the drawdowns tool.
Volatility
ICLN vs. VCR - Volatility Comparison
iShares Global Clean Energy ETF (ICLN) has a higher volatility of 7.42% compared to Vanguard Consumer Discretionary ETF (VCR) at 4.16%. This indicates that ICLN's price experiences larger fluctuations and is considered to be riskier than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.