QCLN.DE vs. FTGU.DE
QCLN.DE (First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc) and FTGU.DE (First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD) are both exchange-traded funds - QCLN.DE is a Energy Equities fund tracking the S&P Global Clean Energy TR USD, while FTGU.DE is a Large Cap Blend Equities fund tracking the Nasdaq AlphaDEX Large Cap Core NTR Index. Both are passively managed. Over the past 5 years, QCLN.DE returned -1.93%/yr vs 11.49%/yr for FTGU.DE. A 0.61 correlation means they provide meaningful diversification when combined. QCLN.DE charges 0.60%/yr vs 0.65%/yr for FTGU.DE.
Performance
QCLN.DE vs. FTGU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QCLN.DE achieves a 24.19% return, which is significantly higher than FTGU.DE's 16.48% return.
QCLN.DE
- 1D
- 0.00%
- 1M
- -11.20%
- 6M
- 14.99%
- YTD
- 24.19%
- 1Y
- 62.65%
- 3Y*
- -0.42%
- 5Y*
- -1.93%
- 10Y*
- —
FTGU.DE
- 1D
- -0.23%
- 1M
- -1.01%
- 6M
- 12.79%
- YTD
- 16.48%
- 1Y
- 25.18%
- 3Y*
- 16.81%
- 5Y*
- 11.49%
- 10Y*
- —
QCLN.DE vs. FTGU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QCLN.DE First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc | 24.19% | 16.50% | -14.54% | -10.39% | -26.09% | -8.71% |
FTGU.DE First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD | 16.48% | 2.82% | 23.34% | 10.92% | -7.47% | 26.09% |
Correlation
The correlation between QCLN.DE and FTGU.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2021 | 0.61 |
The correlation between QCLN.DE and FTGU.DE has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.
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Return for Risk
QCLN.DE vs. FTGU.DE — Risk / Return Rank
QCLN.DE
FTGU.DE
QCLN.DE vs. FTGU.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 First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.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.
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.
| QCLN.DE | FTGU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 7.52 | -4.42 |
| Martin ratioReturn relative to average drawdown | 10.16 | 19.59 | -9.42 |
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Drawdowns
QCLN.DE vs. FTGU.DE - Drawdown Comparison
The maximum QCLN.DE drawdown since its inception was -69.59%, smaller than the maximum FTGU.DE drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for QCLN.DE and FTGU.DE.
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Drawdown Indicators
| QCLN.DE | FTGU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.59% | -99.98% | +30.39% |
Max Drawdown (1Y)Largest decline over 1 year | -20.31% | -3.70% | -16.61% |
Max Drawdown (3Y)Largest decline over 3 years | -56.68% | -24.38% | -32.30% |
Max Drawdown (5Y)Largest decline over 5 years | -69.59% | -24.38% | -45.21% |
Current DrawdownCurrent decline from peak | -33.55% | -3.21% | -30.34% |
Average DrawdownAverage peak-to-trough decline | -38.82% | -5.12% | -33.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 1.42% | +4.77% |
Volatility
QCLN.DE vs. FTGU.DE - Volatility Comparison
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE) has a higher volatility of 16.03% compared to First Trust US Large Cap Core AlphaDEX UCITS ETF Class A USD (FTGU.DE) at 3.76%. This indicates that QCLN.DE's price experiences larger fluctuations and is considered to be riskier than FTGU.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.DE | FTGU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.03% | 3.76% | +12.27% |
Volatility (6M)Calculated over the trailing 6-month period | 29.80% | 8.22% | +21.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.46% | 12.21% | +26.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.99% | 15.48% | +21.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.26% | 132,531.53% | -132,494.27% |
QCLN.DE vs. FTGU.DE - Expense Ratio Comparison
QCLN.DE has a 0.60% expense ratio, which is lower than FTGU.DE's 0.65% expense ratio.
Dividends
QCLN.DE vs. FTGU.DE - Dividend Comparison
Neither QCLN.DE nor FTGU.DE has paid dividends to shareholders.
Frequently Asked Questions
QCLN.DE and FTGU.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QCLN.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QCLN.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for FTGU.DE.
QCLN.DE is categorized as Energy Equities, while FTGU.DE is Large Cap Blend Equities. QCLN.DE tracks S&P Global Clean Energy TR USD, while FTGU.DE tracks Nasdaq AlphaDEX Large Cap Core NTR Index. Their fees differ too: 0.60% for QCLN.DE and 0.65% for FTGU.DE.
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