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

Performance

QCLN.L vs. RAYS.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 Invesco Solar Energy UCITS ETF Acc (RAYS.L). 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.L achieves a 50.74% return, which is significantly higher than RAYS.L's 39.17% return.


QCLN.L

1D
-1.62%
1M
15.04%
YTD
50.74%
6M
46.10%
1Y
117.65%
3Y*
8.19%
5Y*
2.45%
10Y*

RAYS.L

1D
-1.94%
1M
15.83%
YTD
39.17%
6M
42.81%
1Y
107.94%
3Y*
-3.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
QCLN.L
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc
50.74%20.09%-17.94%-12.66%-23.26%3.64%
RAYS.L
Invesco Solar Energy UCITS ETF Acc
39.17%36.36%-36.34%-29.61%5.10%-6.84%

Correlation

The correlation between QCLN.L and RAYS.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.78

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2021

0.78

The correlation between QCLN.L and RAYS.L has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.

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Return for Risk

QCLN.L vs. RAYS.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: 9090
Overall Rank
QCLN.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QCLN.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
QCLN.L Omega Ratio Rank: 8080
Omega Ratio Rank
QCLN.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
QCLN.L Martin Ratio Rank: 9393
Martin Ratio Rank

RAYS.L
RAYS.L Risk / Return Rank: 8989
Overall Rank
RAYS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
RAYS.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
RAYS.L Omega Ratio Rank: 8080
Omega Ratio Rank
RAYS.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
RAYS.L Martin Ratio Rank: 9191
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. RAYS.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 Invesco Solar Energy UCITS ETF Acc (RAYS.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.LRAYS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.47

1.47

0.00

Calmar ratioReturn relative to maximum drawdown

7.96

9.02

-1.06

Martin ratioReturn relative to average drawdown

25.08

21.84

+3.24

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

The current QCLN.L Sharpe Ratio is 3.44, which is comparable to the RAYS.L Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of QCLN.L and RAYS.L, 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.LRAYS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.44

3.27

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.11

+0.01

Drawdowns

QCLN.L vs. RAYS.L - Drawdown Comparison

The maximum QCLN.L drawdown since its inception was -69.87%, roughly equal to the maximum RAYS.L drawdown of -73.42%. Use the drawdown chart below to compare losses from any high point for QCLN.L and RAYS.L.


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Drawdown Indicators


QCLN.LRAYS.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.87%

-73.42%

+3.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.69%

-11.90%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-56.66%

-64.74%

+8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

Current Drawdown

Current decline from peak

-21.08%

-32.84%

+11.76%

Average Drawdown

Average peak-to-trough decline

-40.89%

-41.69%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

4.93%

-0.26%

Volatility

QCLN.L vs. RAYS.L - Volatility Comparison

First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) has a higher volatility of 14.86% compared to Invesco Solar Energy UCITS ETF Acc (RAYS.L) at 12.48%. This indicates that QCLN.L's price experiences larger fluctuations and is considered to be riskier than RAYS.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.LRAYS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.86%

12.48%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

24.36%

21.95%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

34.07%

32.89%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.87%

36.87%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.95%

36.87%

+0.08%

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

QCLN.L has a 0.60% expense ratio, which is lower than RAYS.L's 0.69% expense ratio.


Dividends

QCLN.L vs. RAYS.L - Dividend Comparison

Neither QCLN.L nor RAYS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QCLN.L and RAYS.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QCLN.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QCLN.L is cheaper with a 0.60% expense ratio, compared with 0.69% for RAYS.L.

Both ETFs track S&P Global Clean Energy TR USD. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.60% for QCLN.L and 0.69% for RAYS.L.

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