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JXI vs. ECLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JXI vs. ECLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Utilities ETF (JXI) and First Trust EIP Carbon Impact ETF (ECLN). The values are adjusted to include any dividend payments, if applicable.

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JXI vs. ECLN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JXI
iShares Global Utilities ETF
9.78%25.91%13.14%0.63%-4.17%10.88%5.19%7.74%
ECLN
First Trust EIP Carbon Impact ETF
13.60%16.78%22.60%-3.36%5.28%12.26%8.98%5.66%

Returns By Period

In the year-to-date period, JXI achieves a 9.78% return, which is significantly lower than ECLN's 13.60% return.


JXI

1D
0.64%
1M
-3.34%
YTD
9.78%
6M
12.48%
1Y
28.34%
3Y*
16.14%
5Y*
10.63%
10Y*
9.56%

ECLN

1D
-0.11%
1M
-0.66%
YTD
13.60%
6M
13.13%
1Y
24.21%
3Y*
16.62%
5Y*
12.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JXI vs. ECLN - Expense Ratio Comparison

JXI has a 0.46% expense ratio, which is lower than ECLN's 0.97% expense ratio.


Return for Risk

JXI vs. ECLN — Risk / Return Rank

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

JXI
JXI Risk / Return Rank: 9292
Overall Rank
JXI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 9090
Sortino Ratio Rank
JXI Omega Ratio Rank: 9090
Omega Ratio Rank
JXI Calmar Ratio Rank: 9494
Calmar Ratio Rank
JXI Martin Ratio Rank: 9494
Martin Ratio Rank

ECLN
ECLN Risk / Return Rank: 9090
Overall Rank
ECLN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ECLN Sortino Ratio Rank: 9090
Sortino Ratio Rank
ECLN Omega Ratio Rank: 8989
Omega Ratio Rank
ECLN Calmar Ratio Rank: 9090
Calmar Ratio Rank
ECLN Martin Ratio Rank: 9292
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.

JXI vs. ECLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Utilities ETF (JXI) and First Trust EIP Carbon Impact ETF (ECLN). 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.


JXIECLNDifference

Sharpe ratio

Return per unit of total volatility

2.00

1.91

+0.09

Sortino ratio

Return per unit of downside risk

2.55

2.52

+0.03

Omega ratio

Gain probability vs. loss probability

1.38

1.36

+0.01

Calmar ratio

Return relative to maximum drawdown

3.56

3.00

+0.56

Martin ratio

Return relative to average drawdown

13.86

12.68

+1.18

JXI vs. ECLN - Sharpe Ratio Comparison

The current JXI Sharpe Ratio is 2.00, which is comparable to the ECLN Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of JXI and ECLN, 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


JXIECLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.91

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.89

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.70

-0.36

Correlation

The correlation between JXI and ECLN is 0.87, 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

JXI vs. ECLN - Dividend Comparison

JXI's dividend yield for the trailing twelve months is around 2.33%, more than ECLN's 1.80% yield.


TTM20252024202320222021202020192018201720162015
JXI
iShares Global Utilities ETF
2.33%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%
ECLN
First Trust EIP Carbon Impact ETF
1.80%1.97%2.52%2.54%1.72%1.66%1.68%0.71%0.00%0.00%0.00%0.00%

Drawdowns

JXI vs. ECLN - Drawdown Comparison

The maximum JXI drawdown since its inception was -50.23%, which is greater than ECLN's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for JXI and ECLN.


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Drawdown Indicators


JXIECLNDifference

Max Drawdown

Largest peak-to-trough decline

-50.23%

-32.28%

-17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.45%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

-19.88%

-2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-3.34%

-0.89%

-2.45%

Average Drawdown

Average peak-to-trough decline

-12.91%

-5.08%

-7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.00%

+0.10%

Volatility

JXI vs. ECLN - Volatility Comparison

iShares Global Utilities ETF (JXI) has a higher volatility of 5.44% compared to First Trust EIP Carbon Impact ETF (ECLN) at 2.87%. This indicates that JXI's price experiences larger fluctuations and is considered to be riskier than ECLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JXIECLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

2.87%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

7.36%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.24%

12.78%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

14.16%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

17.52%

-0.58%