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OGIG vs. ICLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OGIG and ICLN is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

OGIG vs. ICLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) and iShares Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

OGIG:

17.03%

ICLN:

15.09%

Max Drawdown

OGIG:

-1.27%

ICLN:

-0.42%

Current Drawdown

OGIG:

-0.11%

ICLN:

0.00%

Returns By Period


OGIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ICLN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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OGIG vs. ICLN - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is higher than ICLN's 0.46% expense ratio.


Risk-Adjusted Performance

OGIG vs. ICLN — Risk-Adjusted Performance Rank

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

OGIG
The Risk-Adjusted Performance Rank of OGIG is 7474
Overall Rank
The Sharpe Ratio Rank of OGIG is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of OGIG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of OGIG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of OGIG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of OGIG is 7373
Martin Ratio Rank

ICLN
The Risk-Adjusted Performance Rank of ICLN is 77
Overall Rank
The Sharpe Ratio Rank of ICLN is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ICLN is 55
Sortino Ratio Rank
The Omega Ratio Rank of ICLN is 55
Omega Ratio Rank
The Calmar Ratio Rank of ICLN is 1111
Calmar Ratio Rank
The Martin Ratio Rank of ICLN is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OGIG vs. ICLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) and iShares Global Clean Energy ETF (ICLN). 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.



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Dividends

OGIG vs. ICLN - Dividend Comparison

OGIG has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 1.72%.


TTM20242023202220212020201920182017201620152014
OGIG
O’Shares Global Internet Giants ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICLN
iShares Global Clean Energy ETF
1.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OGIG vs. ICLN - Drawdown Comparison

The maximum OGIG drawdown since its inception was -1.27%, which is greater than ICLN's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for OGIG and ICLN. For additional features, visit the drawdowns tool.


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Volatility

OGIG vs. ICLN - Volatility Comparison


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