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

Performance

QCLN.L vs. VGT - 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 Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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QCLN.L vs. VGT - 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%
VGT
Vanguard Information Technology ETF
-4.61%13.10%31.56%45.03%-21.34%27.62%
Different Trading Currencies

QCLN.L is traded in GBp, while VGT is traded in USD. To make them comparable, the VGT 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 VGT's -4.61% 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*

VGT

1D
1.05%
1M
-2.52%
YTD
-4.61%
6M
-4.31%
1Y
26.50%
3Y*
20.18%
5Y*
15.81%
10Y*
22.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCLN.L vs. VGT - Expense Ratio Comparison

QCLN.L has a 0.60% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

QCLN.L vs. VGT — 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

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
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. VGT - 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 Vanguard Information Technology ETF (VGT). 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.LVGTDifference

Sharpe ratio

Return per unit of total volatility

1.63

0.97

+0.65

Sortino ratio

Return per unit of downside risk

2.21

1.51

+0.71

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

3.92

1.69

+2.23

Martin ratio

Return relative to average drawdown

11.69

4.43

+7.26

QCLN.L vs. VGT - Sharpe Ratio Comparison

The current QCLN.L Sharpe Ratio is 1.63, which is higher than the VGT Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of QCLN.L and VGT, 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.LVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.97

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.67

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.78

-1.05

Correlation

The correlation between QCLN.L and VGT is 0.37, 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. VGT - Dividend Comparison

QCLN.L has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.43%.


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%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

QCLN.L vs. VGT - Drawdown Comparison

The maximum QCLN.L drawdown since its inception was -69.87%, which is greater than VGT's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for QCLN.L and VGT.


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Drawdown Indicators


QCLN.LVGTDifference

Max Drawdown

Largest peak-to-trough decline

-69.87%

-54.63%

-15.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-16.40%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

-35.07%

-33.57%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-44.30%

-11.66%

-32.64%

Average Drawdown

Average peak-to-trough decline

-41.17%

-8.00%

-33.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

5.35%

-0.43%

Volatility

QCLN.L vs. VGT - Volatility Comparison

First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) has a higher volatility of 10.20% compared to Vanguard Information Technology ETF (VGT) at 6.94%. This indicates that QCLN.L's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCLN.LVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

6.94%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

25.06%

15.84%

+9.22%

Volatility (1Y)

Calculated over the trailing 1-year period

34.88%

27.35%

+7.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.74%

23.76%

+11.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.72%

24.31%

+12.41%