PortfoliosLab logoPortfoliosLab logo
PIO vs. ICLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIO vs. ICLN - Performance Comparison

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

Loading graphics...

PIO vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIO
Invesco Global Water ETF
-1.55%14.25%-0.44%22.19%-24.06%25.97%14.22%35.59%-9.71%26.52%
ICLN
iShares Global Clean Energy ETF
11.32%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, PIO achieves a -1.55% return, which is significantly lower than ICLN's 11.32% return. Both investments have delivered pretty close results over the past 10 years, with PIO having a 8.80% annualized return and ICLN not far ahead at 8.96%.


PIO

1D
2.81%
1M
-10.03%
YTD
-1.55%
6M
-3.09%
1Y
9.33%
3Y*
8.47%
5Y*
4.56%
10Y*
8.80%

ICLN

1D
4.45%
1M
0.38%
YTD
11.32%
6M
19.07%
1Y
63.12%
3Y*
-0.97%
5Y*
-4.11%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PIO vs. ICLN - Expense Ratio Comparison

PIO has a 0.75% expense ratio, which is higher than ICLN's 0.46% expense ratio.


Return for Risk

PIO vs. ICLN — Risk / Return Rank

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

PIO
PIO Risk / Return Rank: 3131
Overall Rank
PIO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PIO Sortino Ratio Rank: 3232
Sortino Ratio Rank
PIO Omega Ratio Rank: 3030
Omega Ratio Rank
PIO Calmar Ratio Rank: 3030
Calmar Ratio Rank
PIO Martin Ratio Rank: 3131
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 9595
Overall Rank
ICLN Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 9595
Sortino Ratio Rank
ICLN Omega Ratio Rank: 9292
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.

PIO vs. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Water ETF (PIO) 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.


PIOICLNDifference

Sharpe ratio

Return per unit of total volatility

0.53

2.43

-1.89

Sortino ratio

Return per unit of downside risk

0.89

3.06

-2.17

Omega ratio

Gain probability vs. loss probability

1.12

1.39

-0.27

Calmar ratio

Return relative to maximum drawdown

0.70

5.49

-4.79

Martin ratio

Return relative to average drawdown

2.54

15.39

-12.85

PIO vs. ICLN - Sharpe Ratio Comparison

The current PIO Sharpe Ratio is 0.53, which is lower than the ICLN Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of PIO 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.


Loading graphics...

Sharpe Ratios by Period


PIOICLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

2.43

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.15

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.33

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.12

+0.31

Correlation

The correlation between PIO and ICLN is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PIO vs. ICLN - Dividend Comparison

PIO's dividend yield for the trailing twelve months is around 1.03%, less than ICLN's 1.46% yield.


TTM20252024202320222021202020192018201720162015
PIO
Invesco Global Water ETF
1.03%1.04%0.78%0.84%1.02%1.19%0.88%1.20%2.00%1.00%1.45%1.63%
ICLN
iShares Global Clean Energy ETF
1.46%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%

Drawdowns

PIO vs. ICLN - Drawdown Comparison

The maximum PIO drawdown since its inception was -64.88%, smaller than the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for PIO and ICLN.


Loading graphics...

Drawdown Indicators


PIOICLNDifference

Max Drawdown

Largest peak-to-trough decline

-64.88%

-87.15%

+22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-11.22%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-34.27%

-57.16%

+22.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

-66.75%

+30.99%

Current Drawdown

Current decline from peak

-10.61%

-50.20%

+39.59%

Average Drawdown

Average peak-to-trough decline

-15.50%

-66.84%

+51.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

4.00%

-0.38%

Volatility

PIO vs. ICLN - Volatility Comparison

The current volatility for Invesco Global Water ETF (PIO) is 6.83%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 10.82%. This indicates that PIO experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PIOICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

10.82%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

20.46%

-9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

26.17%

-8.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

27.16%

-9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

27.04%

-8.91%