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QCLN.L vs. EYED.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCLN.L vs. EYED.L - 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.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L). The values are adjusted to include any dividend payments, if applicable.

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QCLN.L vs. EYED.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
QCLN.L
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc
6.40%20.09%-17.94%-12.66%-23.32%
EYED.L
iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist)
38.35%20.20%-10.02%5.93%5.37%
Different Trading Currencies

QCLN.L is traded in GBp, while EYED.L is traded in GBP. To make them comparable, the EYED.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, QCLN.L achieves a 6.40% return, which is significantly lower than EYED.L's 38.35% return.


QCLN.L

1D
4.13%
1M
-1.52%
YTD
6.40%
6M
12.92%
1Y
56.73%
3Y*
-5.39%
5Y*
-6.78%
10Y*

EYED.L

1D
-4.72%
1M
13.75%
YTD
38.35%
6M
44.02%
1Y
47.24%
3Y*
17.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCLN.L vs. EYED.L - Expense Ratio Comparison

QCLN.L has a 0.60% expense ratio, which is higher than EYED.L's 0.18% expense ratio.


Return for Risk

QCLN.L vs. EYED.L — Risk / Return Rank

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

QCLN.L
QCLN.L Risk / Return Rank: 8282
Overall Rank
QCLN.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QCLN.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
QCLN.L Omega Ratio Rank: 6868
Omega Ratio Rank
QCLN.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
QCLN.L Martin Ratio Rank: 8888
Martin Ratio Rank

EYED.L
EYED.L Risk / Return Rank: 9090
Overall Rank
EYED.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EYED.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
EYED.L Omega Ratio Rank: 8989
Omega Ratio Rank
EYED.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EYED.L Martin Ratio Rank: 8989
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.L vs. EYED.L - 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.L) and iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L). 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.LEYED.LDifference

Sharpe ratio

Return per unit of total volatility

1.63

2.15

-0.52

Sortino ratio

Return per unit of downside risk

2.21

2.61

-0.40

Omega ratio

Gain probability vs. loss probability

1.26

1.39

-0.13

Calmar ratio

Return relative to maximum drawdown

3.92

3.49

+0.43

Martin ratio

Return relative to average drawdown

11.69

12.33

-0.65

QCLN.L vs. EYED.L - Sharpe Ratio Comparison

The current QCLN.L Sharpe Ratio is 1.63, which is comparable to the EYED.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of QCLN.L and EYED.L, 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.LEYED.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

2.15

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.78

-1.05

Correlation

The correlation between QCLN.L and EYED.L is 0.20, 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.L vs. EYED.L - Dividend Comparison

QCLN.L has not paid dividends to shareholders, while EYED.L's dividend yield for the trailing twelve months is around 3.68%.


Drawdowns

QCLN.L vs. EYED.L - Drawdown Comparison

The maximum QCLN.L drawdown since its inception was -69.87%, which is greater than EYED.L's maximum drawdown of -25.34%. Use the drawdown chart below to compare losses from any high point for QCLN.L and EYED.L.


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Drawdown Indicators


QCLN.LEYED.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.87%

-25.34%

-44.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-18.08%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

Current Drawdown

Current decline from peak

-44.30%

-4.72%

-39.58%

Average Drawdown

Average peak-to-trough decline

-41.17%

-8.30%

-32.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

3.93%

+0.99%

Volatility

QCLN.L vs. EYED.L - Volatility Comparison

First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) has a higher volatility of 10.20% compared to iShares MSCI Europe Energy Sector UCITS ETF EUR (Dist) (EYED.L) at 9.31%. This indicates that QCLN.L's price experiences larger fluctuations and is considered to be riskier than EYED.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCLN.LEYED.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

9.31%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

25.06%

14.96%

+10.10%

Volatility (1Y)

Calculated over the trailing 1-year period

34.88%

21.86%

+13.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.74%

20.35%

+15.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.72%

20.35%

+16.37%