PortfoliosLab logoPortfoliosLab logo
QCLN.L vs. INRG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCLN.L vs. INRG.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 Global Clean Energy UCITS ETF USD (Dist) (INRG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024202320222021
QCLN.L
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc
6.40%20.09%-17.94%-12.66%-23.26%-17.50%
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
13.43%34.16%-24.63%-23.98%5.40%-30.50%

Returns By Period

In the year-to-date period, QCLN.L achieves a 6.40% return, which is significantly lower than INRG.L's 13.43% 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*

INRG.L

1D
2.31%
1M
2.18%
YTD
13.43%
6M
19.43%
1Y
58.29%
3Y*
-3.61%
5Y*
-3.83%
10Y*
9.43%
*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.L vs. INRG.L - Expense Ratio Comparison

QCLN.L has a 0.60% expense ratio, which is lower than INRG.L's 0.65% expense ratio.


Return for Risk

QCLN.L vs. INRG.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

INRG.L
INRG.L Risk / Return Rank: 9494
Overall Rank
INRG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
INRG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
INRG.L Omega Ratio Rank: 9292
Omega Ratio Rank
INRG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
INRG.L Martin Ratio Rank: 9292
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. INRG.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 Global Clean Energy UCITS ETF USD (Dist) (INRG.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.LINRG.LDifference

Sharpe ratio

Return per unit of total volatility

1.63

2.52

-0.90

Sortino ratio

Return per unit of downside risk

2.21

3.30

-1.09

Omega ratio

Gain probability vs. loss probability

1.26

1.41

-0.15

Calmar ratio

Return relative to maximum drawdown

3.92

4.57

-0.65

Martin ratio

Return relative to average drawdown

11.69

13.21

-1.53

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

The current QCLN.L Sharpe Ratio is 1.63, which is lower than the INRG.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of QCLN.L and INRG.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.


Loading graphics...

Sharpe Ratios by Period


QCLN.LINRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

2.52

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.15

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

-0.04

-0.23

Correlation

The correlation between QCLN.L and INRG.L is 0.81, 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.L vs. INRG.L - Dividend Comparison

QCLN.L has not paid dividends to shareholders, while INRG.L's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
QCLN.L
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%
INRG.L
iShares Global Clean Energy UCITS ETF USD (Dist)
1.18%1.34%1.24%0.80%0.51%0.74%0.48%1.60%2.81%2.83%2.73%2.55%

Drawdowns

QCLN.L vs. INRG.L - Drawdown Comparison

The maximum QCLN.L drawdown since its inception was -69.87%, smaller than the maximum INRG.L drawdown of -85.70%. Use the drawdown chart below to compare losses from any high point for QCLN.L and INRG.L.


Loading graphics...

Drawdown Indicators


QCLN.LINRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.87%

-85.70%

+15.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-12.62%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

-57.62%

-11.02%

Max Drawdown (10Y)

Largest decline over 10 years

-65.78%

Current Drawdown

Current decline from peak

-44.30%

-41.53%

-2.77%

Average Drawdown

Average peak-to-trough decline

-41.17%

-58.14%

+16.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

4.37%

+0.55%

Volatility

QCLN.L vs. INRG.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 Global Clean Energy UCITS ETF USD (Dist) (INRG.L) at 7.29%. This indicates that QCLN.L's price experiences larger fluctuations and is considered to be riskier than INRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QCLN.LINRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

7.29%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

25.06%

18.33%

+6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

34.88%

23.01%

+11.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.74%

24.95%

+10.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.72%

25.18%

+11.54%