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ICLN vs. VYGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ICLN vs. VYGR

Last updated Jun 16, 2026

ICLN (iShares Global Clean Energy ETF) is Alternative Energy Equities fund tracking the S&P Global Clean Energy Index, while VYGR (Voyager Therapeutics, Inc.) is a stock. Over the past 10 years, ICLN returned 11.52%/yr vs -12.79%/yr for VYGR. At a 0.29 correlation, their price movements are largely independent.

Performance

ICLN vs. VYGR - Performance Comparison

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

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Returns By Period

In the year-to-date period, ICLN achieves a 28.34% return, which is significantly higher than VYGR's -7.63% return. Over the past 10 years, ICLN has outperformed VYGR with an annualized return of 11.52%, while VYGR has yielded a comparatively lower -12.79% annualized 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%

VYGR

1D
3.71%
1M
-3.59%
YTD
-7.63%
6M
-16.74%
1Y
10.00%
3Y*
-34.59%
5Y*
-5.51%
10Y*
-12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICLN vs. VYGR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ICLN
iShares Global Clean Energy ETF		28.34%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%
VYGR
Voyager Therapeutics, Inc.		-7.63%-30.69%-32.82%38.36%125.09%-62.10%-48.75%48.40%-43.37%30.30%

Correlation

The correlation between ICLN and VYGR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2015

0.29

Compare stocks, funds, or ETFs

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

iShares Global Clean Energy ETF

Voyager Therapeutics, Inc.

Often compared with ICLN:
ICLN vs. TANICLN vs. QCLNICLN vs. GRIDICLN vs. INRG.LICLN vs. PBWICLN vs. CNRGICLN vs. LIT
Often compared with VYGR:
VYGR vs. VOOVYGR vs. SPYVYGR vs. ALKSVYGR vs. SCHGVYGR vs. VXUSVYGR vs. RDIVVYGR vs. DFTX

Return for Risk

ICLN vs. VYGR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ICLN
ICLN Risk / Return Rank: 7373
Overall Rank
ICLN Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 6767
Sortino Ratio Rank
ICLN Omega Ratio Rank: 6464
Omega Ratio Rank
ICLN Calmar Ratio Rank: 8080
Calmar Ratio Rank
ICLN Martin Ratio Rank: 7979
Martin Ratio Rank
VYGR
VYGR Risk / Return Rank: 4848
Overall Rank
VYGR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VYGR Sortino Ratio Rank: 4848
Sortino Ratio Rank
VYGR Omega Ratio Rank: 4646
Omega Ratio Rank
VYGR Calmar Ratio Rank: 4848
Calmar Ratio Rank
VYGR Martin Ratio Rank: 4848
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. VYGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and Voyager Therapeutics, Inc. (VYGR). 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.

ICLNVYGRDifference
Sharpe ratioReturn per unit of total volatility
2.19
0.15

+2.04

Sortino ratioReturn per unit of downside risk
2.75
0.72

+2.04

Omega ratioGain probability vs. loss probability

1.35

1.08

+0.26

Calmar ratioReturn relative to maximum drawdown

3.77

0.27

+3.51

Martin ratioReturn relative to average drawdown

13.82

0.48

+13.34

ICLN vs. VYGR - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.19, which is higher than the VYGR Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ICLN and VYGR, 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. VYGR - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, smaller than the maximum VYGR drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for ICLN and VYGR.

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Drawdown Indicators

ICLNVYGRDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-92.11%

+4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-37.71%

+21.33%

Max Drawdown (3Y)

Largest decline over 3 years

-43.18%

-80.49%

+37.31%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-80.49%

+23.33%

Max Drawdown (10Y)

Largest decline over 10 years

-66.75%

-92.11%

+25.36%

Current Drawdown

Current decline from peak

-42.58%

-88.41%

+45.83%

Average Drawdown

Average peak-to-trough decline

-66.55%

-66.91%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

21.10%

-16.64%

Volatility

ICLN vs. VYGR - Volatility Comparison

The current volatility for iShares Global Clean Energy ETF (ICLN) is 12.94%, while Voyager Therapeutics, Inc. (VYGR) has a volatility of 19.66%. This indicates that ICLN experiences smaller price fluctuations and is considered to be less risky than VYGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ICLNVYGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.94%

19.66%

-6.72%

Volatility (6M)

Calculated over the trailing 6-month period

22.57%

43.72%

-21.15%

Volatility (1Y)

Calculated over the trailing 1-year period

28.28%

65.19%

-36.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.55%

80.85%

-53.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.33%

75.87%

-48.54%

Dividends

ICLN vs. VYGR - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.54%, while VYGR has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
VYGR
Voyager Therapeutics, Inc.		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 VYGR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VYGR has higher volatility (19.66%) compared to ICLN (12.94%). In terms of maximum drawdown, ICLN dropped -87.15% vs VYGR's -92.11%.

ICLN currently has the higher Sharpe Ratio (2.19 vs 0.15), 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.

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