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ICLN vs. VVMX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICLN vs. VVMX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy ETF (ICLN) and VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ICLN is traded in USD, while VVMX.DE is traded in EUR. To make them comparable, the VVMX.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ICLN achieves a 27.33% return, which is significantly lower than VVMX.DE's 28.72% return.


ICLN

1D
0.87%
1M
-4.39%
YTD
27.33%
6M
27.01%
1Y
60.81%
3Y*
5.25%
5Y*
-0.21%
10Y*
11.67%

VVMX.DE

1D
-1.72%
1M
-9.98%
YTD
28.72%
6M
35.99%
1Y
146.97%
3Y*
6.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICLN vs. VVMX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ICLN
iShares Global Clean Energy ETF
27.33%47.05%-25.72%-20.41%-5.43%-2.95%
VVMX.DE
VanEck Rare Earth and Strategic Metals UCITS ETF A
28.72%90.17%-34.77%-18.68%-30.51%14.20%

Correlation

The correlation between ICLN and VVMX.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.41

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Return for Risk

ICLN vs. VVMX.DE — Risk / Return Rank

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

ICLN
ICLN Risk / Return Rank: 7575
Overall Rank
ICLN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 7070
Sortino Ratio Rank
ICLN Omega Ratio Rank: 6767
Omega Ratio Rank
ICLN Calmar Ratio Rank: 8181
Calmar Ratio Rank
ICLN Martin Ratio Rank: 8181
Martin Ratio Rank

VVMX.DE
VVMX.DE Risk / Return Rank: 8787
Overall Rank
VVMX.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VVMX.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
VVMX.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VVMX.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
VVMX.DE Martin Ratio Rank: 8989
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. VVMX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE). 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.


ICLNVVMX.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.34

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

3.73

7.50

-3.77

Martin ratioReturn relative to average drawdown

13.84

19.56

-5.72

ICLN vs. VVMX.DE - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.17, which is lower than the VVMX.DE Sharpe Ratio of 3.43. The chart below compares the historical Sharpe Ratios of ICLN and VVMX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ICLN vs. VVMX.DE - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than VVMX.DE's maximum drawdown of -73.32%. Use the drawdown chart below to compare losses from any high point for ICLN and VVMX.DE.


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Drawdown Indicators


ICLNVVMX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-73.32%

-13.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-21.21%

+4.83%

Max Drawdown (3Y)

Largest decline over 3 years

-43.18%

-62.07%

+18.89%

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

-43.03%

-21.15%

-21.88%

Average Drawdown

Average peak-to-trough decline

-66.56%

-41.51%

-25.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

8.15%

-3.74%

Volatility

ICLN vs. VVMX.DE - Volatility Comparison

iShares Global Clean Energy ETF (ICLN) and VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) have volatilities of 12.97% and 12.99%, 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


ICLNVVMX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.97%

12.99%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

22.62%

32.83%

-10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

28.21%

46.42%

-18.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.55%

37.91%

-10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.32%

37.91%

-10.59%

ICLN vs. VVMX.DE - Expense Ratio Comparison

ICLN has a 0.39% expense ratio, which is lower than VVMX.DE's 0.59% expense ratio.


Dividends

ICLN vs. VVMX.DE - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.28%, while VVMX.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ICLN
iShares Global Clean Energy ETF
1.28%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%
VVMX.DE
VanEck Rare Earth and Strategic Metals UCITS ETF A
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 VVMX.DE 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.

On fees, ICLN is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICLN is cheaper with a 0.39% expense ratio, compared with 0.59% for VVMX.DE.

ICLN is categorized as Alternative Energy Equities, while VVMX.DE is Commodity Producers Equities. ICLN tracks S&P Global Clean Energy Index, while VVMX.DE tracks MVIS Global Rare Earth/Strategic Metals. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.39% for ICLN and 0.59% for VVMX.DE.

Portfolio Optimizer

Find the right allocation for ICLN and VVMX.DE

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