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ICLN vs. WREE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICLN vs. WREE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Clean Energy ETF (ICLN) and WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ICLN is traded in USD, while WREE.L is traded in GBp. To make them comparable, the WREE.L 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 higher than WREE.L's 7.52% 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%

WREE.L

1D
0.00%
1M
-18.55%
YTD
7.52%
6M
16.99%
1Y
86.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICLN vs. WREE.L - Yearly Performance Comparison


2026 (YTD)20252024
ICLN
iShares Global Clean Energy ETF
27.33%47.05%-11.17%
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
7.52%115.45%7,447.09%

Correlation

The correlation between ICLN and WREE.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.43

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Return for Risk

ICLN vs. WREE.L — 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

WREE.L
WREE.L Risk / Return Rank: 5959
Overall Rank
WREE.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 6969
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 5151
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. WREE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy ETF (ICLN) and WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L). 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.


ICLNWREE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.34

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

3.73

3.04

+0.69

Martin ratioReturn relative to average drawdown

13.84

7.22

+6.62

ICLN vs. WREE.L - Sharpe Ratio Comparison

The current ICLN Sharpe Ratio is 2.17, which is higher than the WREE.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of ICLN and WREE.L, 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. WREE.L - Drawdown Comparison

The maximum ICLN drawdown since its inception was -87.15%, which is greater than WREE.L's maximum drawdown of -28.46%. Use the drawdown chart below to compare losses from any high point for ICLN and WREE.L.


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Drawdown Indicators


ICLNWREE.LDifference

Max Drawdown

Largest peak-to-trough decline

-87.15%

-28.46%

-58.69%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-28.46%

+12.08%

Max Drawdown (3Y)

Largest decline over 3 years

-43.18%

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%

-20.09%

-22.94%

Average Drawdown

Average peak-to-trough decline

-66.56%

-9.75%

-56.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

11.98%

-7.57%

Volatility

ICLN vs. WREE.L - Volatility Comparison

The current volatility for iShares Global Clean Energy ETF (ICLN) is 12.97%, while WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a volatility of 13.93%. This indicates that ICLN experiences smaller price fluctuations and is considered to be less risky than WREE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICLNWREE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.97%

13.93%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

22.62%

32.35%

-9.73%

Volatility (1Y)

Calculated over the trailing 1-year period

28.21%

57.20%

-28.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.55%

5,433.65%

-5,406.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.32%

5,433.65%

-5,406.33%

ICLN vs. WREE.L - Expense Ratio Comparison

ICLN has a 0.39% expense ratio, which is lower than WREE.L's 0.50% expense ratio.


Dividends

ICLN vs. WREE.L - Dividend Comparison

ICLN's dividend yield for the trailing twelve months is around 1.28%, while WREE.L 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%
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
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 WREE.L have a correlation of 0.44, 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 0.50% for WREE.L.

ICLN is categorized as Alternative Energy Equities, while WREE.L is Commodity Producers Equities. ICLN tracks S&P Global Clean Energy Index, while WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.39% for ICLN and 0.50% for WREE.L.

Portfolio Optimizer

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