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PBW vs. ICLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBW vs. ICLN - Performance Comparison

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

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PBW vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBW
Invesco WilderHill Clean Energy ETF
3.51%53.96%-30.77%-20.03%-44.55%-29.86%204.82%62.58%-14.11%39.92%
ICLN
iShares Global Clean Energy ETF
11.08%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%

Returns By Period

In the year-to-date period, PBW achieves a 3.51% return, which is significantly lower than ICLN's 11.08% return. Over the past 10 years, PBW has underperformed ICLN with an annualized return of 6.57%, while ICLN has yielded a comparatively higher 8.94% annualized return.


PBW

1D
0.00%
1M
-4.70%
YTD
3.51%
6M
3.91%
1Y
100.93%
3Y*
-6.15%
5Y*
-18.62%
10Y*
6.57%

ICLN

1D
-0.22%
1M
-0.44%
YTD
11.08%
6M
15.82%
1Y
61.77%
3Y*
-1.04%
5Y*
-4.16%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBW vs. ICLN - Expense Ratio Comparison

PBW has a 0.61% expense ratio, which is higher than ICLN's 0.46% expense ratio.


Return for Risk

PBW vs. ICLN — Risk / Return Rank

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

PBW
PBW Risk / Return Rank: 9292
Overall Rank
PBW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PBW Sortino Ratio Rank: 9393
Sortino Ratio Rank
PBW Omega Ratio Rank: 8484
Omega Ratio Rank
PBW Calmar Ratio Rank: 9696
Calmar Ratio Rank
PBW Martin Ratio Rank: 9292
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 9494
Overall Rank
ICLN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 9494
Sortino Ratio Rank
ICLN Omega Ratio Rank: 8989
Omega Ratio Rank
ICLN Calmar Ratio Rank: 9898
Calmar Ratio Rank
ICLN Martin Ratio Rank: 9595
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.

PBW vs. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco WilderHill Clean Energy ETF (PBW) 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.


PBWICLNDifference

Sharpe ratio

Return per unit of total volatility

2.37

2.38

0.00

Sortino ratio

Return per unit of downside risk

2.88

3.01

-0.13

Omega ratio

Gain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratio

Return relative to maximum drawdown

4.83

5.60

-0.77

Martin ratio

Return relative to average drawdown

13.26

15.65

-2.39

PBW vs. ICLN - Sharpe Ratio Comparison

The current PBW Sharpe Ratio is 2.37, which is comparable to the ICLN Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of PBW and ICLN, 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


PBWICLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.38

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

-0.15

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.33

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

-0.12

+0.04

Correlation

The correlation between PBW and ICLN is 0.78, 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

PBW vs. ICLN - Dividend Comparison

PBW's dividend yield for the trailing twelve months is around 0.86%, less than ICLN's 1.47% yield.


TTM20252024202320222021202020192018201720162015
PBW
Invesco WilderHill Clean Energy ETF
0.86%0.79%2.84%3.68%4.21%1.71%0.44%1.45%2.04%1.28%2.68%1.53%
ICLN
iShares Global Clean Energy ETF
1.47%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Drawdowns

PBW vs. ICLN - Drawdown Comparison

The maximum PBW drawdown since its inception was -89.02%, roughly equal to the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for PBW and ICLN.


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Drawdown Indicators


PBWICLNDifference

Max Drawdown

Largest peak-to-trough decline

-89.02%

-87.15%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-21.24%

-11.22%

-10.02%

Max Drawdown (5Y)

Largest decline over 5 years

-84.98%

-57.16%

-27.82%

Max Drawdown (10Y)

Largest decline over 10 years

-89.02%

-66.75%

-22.27%

Current Drawdown

Current decline from peak

-73.91%

-50.31%

-23.60%

Average Drawdown

Average peak-to-trough decline

-62.86%

-66.84%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.74%

4.01%

+3.73%

Volatility

PBW vs. ICLN - Volatility Comparison

Invesco WilderHill Clean Energy ETF (PBW) has a higher volatility of 11.75% compared to iShares Global Clean Energy ETF (ICLN) at 10.23%. This indicates that PBW's price experiences larger fluctuations and is considered to be riskier than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBWICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.75%

10.23%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

31.89%

20.47%

+11.42%

Volatility (1Y)

Calculated over the trailing 1-year period

42.80%

26.14%

+16.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.93%

27.16%

+15.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.48%

27.04%

+11.44%