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QCLN.DE vs. G1CE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCLN.DE vs. G1CE.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 Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QCLN.DE achieves a 49.11% return, which is significantly higher than G1CE.DE's 36.05% return.


QCLN.DE

1D
-1.82%
1M
14.22%
YTD
49.11%
6M
44.27%
1Y
112.94%
3Y*
8.07%
5Y*
2.29%
10Y*

G1CE.DE

1D
-1.30%
1M
2.83%
YTD
36.05%
6M
35.94%
1Y
84.45%
3Y*
5.16%
5Y*
-3.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCLN.DE vs. G1CE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QCLN.DE
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc
49.11%16.50%-14.54%-10.39%-26.09%8.48%
G1CE.DE
Invesco Global Clean Energy UCITS ETF Acc
36.05%27.39%-22.23%-13.46%-25.42%-5.12%

Correlation

The correlation between QCLN.DE and G1CE.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2021

0.88

The correlation between QCLN.DE and G1CE.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

QCLN.DE vs. G1CE.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: 8888
Overall Rank
QCLN.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QCLN.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
QCLN.DE Omega Ratio Rank: 7575
Omega Ratio Rank
QCLN.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
QCLN.DE Martin Ratio Rank: 9393
Martin Ratio Rank

G1CE.DE
G1CE.DE Risk / Return Rank: 9494
Overall Rank
G1CE.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
G1CE.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
G1CE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
G1CE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
G1CE.DE Martin Ratio Rank: 9494
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. G1CE.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 Invesco Global Clean Energy UCITS ETF Acc (G1CE.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.DEG1CE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.44

1.61

-0.17

Calmar ratioReturn relative to maximum drawdown

7.93

7.99

-0.06

Martin ratioReturn relative to average drawdown

24.33

28.31

-3.98

QCLN.DE vs. G1CE.DE - Sharpe Ratio Comparison

The current QCLN.DE Sharpe Ratio is 3.20, which is comparable to the G1CE.DE Sharpe Ratio of 3.88. The chart below compares the historical Sharpe Ratios of QCLN.DE and G1CE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QCLN.DEG1CE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.20

3.88

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.14

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.13

+0.06

Drawdowns

QCLN.DE vs. G1CE.DE - Drawdown Comparison

The maximum QCLN.DE drawdown since its inception was -69.59%, roughly equal to the maximum G1CE.DE drawdown of -68.84%. Use the drawdown chart below to compare losses from any high point for QCLN.DE and G1CE.DE.


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Drawdown Indicators


QCLN.DEG1CE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.59%

-68.84%

-0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-10.42%

-3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-56.68%

-52.75%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-69.59%

-68.84%

-0.75%

Current Drawdown

Current decline from peak

-20.21%

-27.70%

+7.49%

Average Drawdown

Average peak-to-trough decline

-39.08%

-38.48%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

2.95%

+1.64%

Volatility

QCLN.DE vs. G1CE.DE - Volatility Comparison

First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE) has a higher volatility of 14.59% compared to Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) at 8.41%. This indicates that QCLN.DE's price experiences larger fluctuations and is considered to be riskier than G1CE.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.DEG1CE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.59%

8.41%

+6.18%

Volatility (6M)

Calculated over the trailing 6-month period

24.80%

14.61%

+10.19%

Volatility (1Y)

Calculated over the trailing 1-year period

34.84%

21.47%

+13.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.29%

26.14%

+10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.76%

26.36%

+10.40%

QCLN.DE vs. G1CE.DE - Expense Ratio Comparison

Both QCLN.DE and G1CE.DE have an expense ratio of 0.60%.


Dividends

QCLN.DE vs. G1CE.DE - Dividend Comparison

Neither QCLN.DE nor G1CE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QCLN.DE and G1CE.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QCLN.DE and G1CE.DE have the same expense ratio: 0.60% per year.

QCLN.DE tracks S&P Global Clean Energy TR USD, while G1CE.DE tracks WilderHill New Energy Global Innovation. They also come from different issuers: First Trust and Invesco.

Portfolio Optimizer

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