PortfoliosLab logoPortfoliosLab logo
QCLN.DE vs. LYM9.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCLN.DE vs. LYM9.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 Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QCLN.DE vs. LYM9.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QCLN.DE
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc
3.38%16.50%-14.54%-10.39%-26.09%-12.74%
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
17.98%29.63%-7.97%-21.17%-13.14%-2.78%

Returns By Period

In the year-to-date period, QCLN.DE achieves a 3.38% return, which is significantly lower than LYM9.DE's 17.98% return.


QCLN.DE

1D
-1.30%
1M
-0.83%
YTD
3.38%
6M
9.88%
1Y
49.23%
3Y*
-4.76%
5Y*
-7.49%
10Y*

LYM9.DE

1D
-0.54%
1M
1.84%
YTD
17.98%
6M
26.61%
1Y
62.49%
3Y*
3.32%
5Y*
-0.93%
10Y*
9.81%
*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.


QCLN.DE vs. LYM9.DE - Expense Ratio Comparison

Both QCLN.DE and LYM9.DE have an expense ratio of 0.60%.


Return for Risk

QCLN.DE vs. LYM9.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: 7373
Sharpe Ratio Rank
QCLN.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
QCLN.DE Omega Ratio Rank: 5858
Omega Ratio Rank
QCLN.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
QCLN.DE Martin Ratio Rank: 8787
Martin Ratio Rank

LYM9.DE
LYM9.DE Risk / Return Rank: 9797
Overall Rank
LYM9.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LYM9.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
LYM9.DE Omega Ratio Rank: 9696
Omega Ratio Rank
LYM9.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
LYM9.DE Martin Ratio Rank: 9898
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. LYM9.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 Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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.DELYM9.DEDifference

Sharpe ratio

Return per unit of total volatility

1.36

2.93

-1.57

Sortino ratio

Return per unit of downside risk

1.90

3.52

-1.62

Omega ratio

Gain probability vs. loss probability

1.23

1.50

-0.28

Calmar ratio

Return relative to maximum drawdown

4.30

8.62

-4.32

Martin ratio

Return relative to average drawdown

12.32

29.82

-17.50

QCLN.DE vs. LYM9.DE - Sharpe Ratio Comparison

The current QCLN.DE Sharpe Ratio is 1.36, which is lower than the LYM9.DE Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of QCLN.DE and LYM9.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.


Loading graphics...

Sharpe Ratios by Period


QCLN.DELYM9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.93

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.04

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.02

-0.28

Correlation

The correlation between QCLN.DE and LYM9.DE is 0.82, 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

QCLN.DE vs. LYM9.DE - Dividend Comparison

QCLN.DE has not paid dividends to shareholders, while LYM9.DE's dividend yield for the trailing twelve months is around 0.36%.


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%
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
0.36%0.42%0.74%0.78%0.25%0.31%0.70%1.12%0.67%0.89%1.50%2.23%

Drawdowns

QCLN.DE vs. LYM9.DE - Drawdown Comparison

The maximum QCLN.DE drawdown since its inception was -69.59%, roughly equal to the maximum LYM9.DE drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for QCLN.DE and LYM9.DE.


Loading graphics...

Drawdown Indicators


QCLN.DELYM9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.59%

-72.01%

+2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-10.48%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-69.59%

-55.00%

-14.59%

Max Drawdown (10Y)

Largest decline over 10 years

-55.00%

Current Drawdown

Current decline from peak

-44.68%

-15.88%

-28.80%

Average Drawdown

Average peak-to-trough decline

-39.34%

-43.19%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

2.26%

+2.63%

Volatility

QCLN.DE vs. LYM9.DE - Volatility Comparison

First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE) has a higher volatility of 9.76% compared to Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) at 7.22%. This indicates that QCLN.DE's price experiences larger fluctuations and is considered to be riskier than LYM9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QCLN.DELYM9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

7.22%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

25.40%

15.56%

+9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

36.15%

21.24%

+14.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.06%

22.22%

+13.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.51%

21.67%

+14.84%