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NXTG.L vs. QCLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NXTG.L vs. QCLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Indxx NextG UCITS ETF (NXTG.L) and First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NXTG.L achieves a 39.36% return, which is significantly higher than QCLN.L's 21.50% return.


NXTG.L

1D
-0.50%
1M
-5.27%
6M
36.55%
YTD
39.36%
1Y
56.77%
3Y*
16.78%
5Y*
9.76%
10Y*
6.94%

QCLN.L

1D
-1.83%
1M
-13.67%
6M
11.15%
YTD
21.50%
1Y
57.29%
3Y*
-1.15%
5Y*
-2.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXTG.L vs. QCLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NXTG.L
First Trust Indxx NextG UCITS ETF
39.36%19.23%14.96%0.29%-24.39%15.88%4.17%8.33%-27.67%16.85%
QCLN.L
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc
21.50%20.09%-17.94%-12.66%-23.26%6,519.75%18.79%20.49%-10.68%14.75%

Correlation

The correlation between NXTG.L and QCLN.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.61

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

0.54

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2017

0.47

Over the past year, NXTG.L and QCLN.L have become more correlated (0.70) than their long-term average of 0.47, meaning their price movements have been converging.

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Return for Risk

NXTG.L vs. QCLN.L — Risk / Return Rank

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

NXTG.L
NXTG.L Risk / Return Rank: 5555
Overall Rank
NXTG.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NXTG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
NXTG.L Omega Ratio Rank: 9292
Omega Ratio Rank
NXTG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
NXTG.L Martin Ratio Rank: 3838
Martin Ratio Rank

QCLN.L
QCLN.L Risk / Return Rank: 5555
Overall Rank
QCLN.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QCLN.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
QCLN.L Omega Ratio Rank: 4545
Omega Ratio Rank
QCLN.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
QCLN.L Martin Ratio Rank: 6262
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.

NXTG.L vs. QCLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx NextG UCITS ETF (NXTG.L) and First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.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.


NXTG.LQCLN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.50

1.24

+0.25

Calmar ratioReturn relative to maximum drawdown

2.26

2.63

-0.37

Martin ratioReturn relative to average drawdown

4.72

8.83

-4.11

NXTG.L vs. QCLN.L - Sharpe Ratio Comparison

The current NXTG.L Sharpe Ratio is 1.23, which is comparable to the QCLN.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of NXTG.L and QCLN.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

NXTG.L vs. QCLN.L - Drawdown Comparison

The maximum NXTG.L drawdown since its inception was -45.94%, smaller than the maximum QCLN.L drawdown of -69.87%. Use the drawdown chart below to compare losses from any high point for NXTG.L and QCLN.L.


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Drawdown Indicators


NXTG.LQCLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.94%

-69.87%

+23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-25.38%

-21.65%

-3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-31.89%

-56.66%

+24.77%

Max Drawdown (5Y)

Largest decline over 5 years

-32.91%

-68.64%

+35.73%

Max Drawdown (10Y)

Largest decline over 10 years

-45.94%

Current Drawdown

Current decline from peak

-9.51%

-36.39%

+26.88%

Average Drawdown

Average peak-to-trough decline

-19.86%

-27.61%

+7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.16%

6.47%

+5.69%

Volatility

NXTG.L vs. QCLN.L - Volatility Comparison

The current volatility for First Trust Indxx NextG UCITS ETF (NXTG.L) is 6.66%, while First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) has a volatility of 16.69%. This indicates that NXTG.L experiences smaller price fluctuations and is considered to be less risky than QCLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NXTG.LQCLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

16.69%

-10.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.57%

30.08%

-14.51%

Volatility (1Y)

Calculated over the trailing 1-year period

46.75%

38.16%

+8.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.04%

38.68%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.80%

2,359.88%

-2,327.08%

Dividends

NXTG.L vs. QCLN.L - Dividend Comparison

Neither NXTG.L nor QCLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NXTG.L and QCLN.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXTG.L is categorized as Global Equities, while QCLN.L is Energy Equities. NXTG.L tracks First Trust Indxx NextG UCITS ETF, while QCLN.L tracks S&P Global Clean Energy TR USD.

Portfolio Optimizer

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