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QCLN.DE vs. EXH1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCLN.DE vs. EXH1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE) and iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). The values are adjusted to include any dividend payments, if applicable.

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QCLN.DE vs. EXH1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QCLN.DE
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc
4.74%16.50%-14.54%-10.39%-26.09%-12.74%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
33.86%27.13%-3.22%7.61%29.31%15.28%

Returns By Period

In the year-to-date period, QCLN.DE achieves a 4.74% return, which is significantly lower than EXH1.DE's 33.86% return.


QCLN.DE

1D
4.20%
1M
-1.43%
YTD
4.74%
6M
12.82%
1Y
50.79%
3Y*
-5.35%
5Y*
-7.24%
10Y*

EXH1.DE

1D
-2.75%
1M
9.29%
YTD
33.86%
6M
41.98%
1Y
51.19%
3Y*
21.58%
5Y*
20.19%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCLN.DE vs. EXH1.DE - Expense Ratio Comparison

QCLN.DE has a 0.60% expense ratio, which is higher than EXH1.DE's 0.47% expense ratio.


Return for Risk

QCLN.DE vs. EXH1.DE — Risk / Return Rank

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

QCLN.DE
QCLN.DE Risk / Return Rank: 7676
Overall Rank
QCLN.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QCLN.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
QCLN.DE Omega Ratio Rank: 6060
Omega Ratio Rank
QCLN.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
QCLN.DE Martin Ratio Rank: 8181
Martin Ratio Rank

EXH1.DE
EXH1.DE Risk / Return Rank: 9494
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 9494
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9696
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.

QCLN.DE vs. EXH1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE) and iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). 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.


QCLN.DEEXH1.DEDifference

Sharpe ratio

Return per unit of total volatility

1.40

2.51

-1.11

Sortino ratio

Return per unit of downside risk

1.94

2.88

-0.94

Omega ratio

Gain probability vs. loss probability

1.23

1.46

-0.23

Calmar ratio

Return relative to maximum drawdown

3.65

3.56

+0.09

Martin ratio

Return relative to average drawdown

10.08

18.10

-8.03

QCLN.DE vs. EXH1.DE - Sharpe Ratio Comparison

The current QCLN.DE Sharpe Ratio is 1.40, which is lower than the EXH1.DE Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of QCLN.DE and EXH1.DE, 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


QCLN.DEEXH1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.51

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.93

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.25

-0.51

Correlation

The correlation between QCLN.DE and EXH1.DE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QCLN.DE vs. EXH1.DE - Dividend Comparison

QCLN.DE has not paid dividends to shareholders, while EXH1.DE's dividend yield for the trailing twelve months is around 2.89%.


TTM20252024202320222021202020192018201720162015
QCLN.DE
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.89%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%

Drawdowns

QCLN.DE vs. EXH1.DE - Drawdown Comparison

The maximum QCLN.DE drawdown since its inception was -69.59%, which is greater than EXH1.DE's maximum drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for QCLN.DE and EXH1.DE.


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Drawdown Indicators


QCLN.DEEXH1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.59%

-55.76%

-13.83%

Max Drawdown (1Y)

Largest decline over 1 year

-17.97%

-19.10%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-69.59%

-20.96%

-48.63%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-43.95%

-2.75%

-41.20%

Average Drawdown

Average peak-to-trough decline

-39.34%

-13.71%

-25.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

2.88%

+2.20%

Volatility

QCLN.DE vs. EXH1.DE - Volatility Comparison

First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE) has a higher volatility of 9.71% compared to iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) at 6.38%. This indicates that QCLN.DE's price experiences larger fluctuations and is considered to be riskier than EXH1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCLN.DEEXH1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.71%

6.38%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

25.69%

13.04%

+12.65%

Volatility (1Y)

Calculated over the trailing 1-year period

36.23%

20.26%

+15.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.07%

21.53%

+14.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.52%

24.07%

+12.45%