QCLN.L vs. FEXU.L
Compare and contrast key facts about First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) and First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L).
QCLN.L and FEXU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QCLN.L is a passively managed fund by First Trust that tracks the performance of the S&P Global Clean Energy TR USD. It was launched on May 17, 2021. FEXU.L is a passively managed fund by First Trust that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 9, 2013. Both QCLN.L and FEXU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QCLN.L vs. FEXU.L - Performance Comparison
Loading graphics...
QCLN.L vs. FEXU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QCLN.L First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc | 6.40% | 20.09% | -17.94% | -12.66% | -23.26% | -17.50% |
FEXU.L First Trust US Large Cap Core AlphaDEX UCITS ETF | 4.76% | 7.02% | 18.72% | 8.91% | -1.84% | 22.99% |
Different Trading Currencies
QCLN.L is traded in GBp, while FEXU.L is traded in USD. To make them comparable, the FEXU.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 higher than FEXU.L's 4.76% 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*
- —
FEXU.L
- 1D
- 1.74%
- 1M
- -1.86%
- YTD
- 4.76%
- 6M
- 7.36%
- 1Y
- 17.84%
- 3Y*
- 13.65%
- 5Y*
- 10.80%
- 10Y*
- 12.55%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QCLN.L vs. FEXU.L - Expense Ratio Comparison
QCLN.L has a 0.60% expense ratio, which is lower than FEXU.L's 0.75% expense ratio.
Return for Risk
QCLN.L vs. FEXU.L — Risk / Return Rank
QCLN.L
FEXU.L
QCLN.L vs. FEXU.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 First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.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.L | FEXU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 1.13 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.21 | 1.55 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.92 | 2.38 | +1.54 |
Martin ratioReturn relative to average drawdown | 11.69 | 9.78 | +1.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QCLN.L | FEXU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.13 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.69 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.27 | 0.74 | -1.01 |
Correlation
The correlation between QCLN.L and FEXU.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QCLN.L vs. FEXU.L - Dividend Comparison
Neither QCLN.L nor FEXU.L has paid dividends to shareholders.
Drawdowns
QCLN.L vs. FEXU.L - Drawdown Comparison
The maximum QCLN.L drawdown since its inception was -69.87%, which is greater than FEXU.L's maximum drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for QCLN.L and FEXU.L.
Loading graphics...
Drawdown Indicators
| QCLN.L | FEXU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.87% | -39.38% | -30.49% |
Max Drawdown (1Y)Largest decline over 1 year | -14.80% | -13.14% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -68.64% | -20.80% | -47.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.38% | — |
Current DrawdownCurrent decline from peak | -44.30% | -3.60% | -40.70% |
Average DrawdownAverage peak-to-trough decline | -41.17% | -4.60% | -36.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 1.95% | +2.97% |
Volatility
QCLN.L vs. FEXU.L - Volatility Comparison
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) has a higher volatility of 10.20% compared to First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) at 4.54%. This indicates that QCLN.L's price experiences larger fluctuations and is considered to be riskier than FEXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QCLN.L | FEXU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 4.54% | +5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 25.06% | 9.09% | +15.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.88% | 15.76% | +19.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.74% | 15.64% | +20.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.72% | 17.32% | +19.40% |