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

Performance

QCLN.L vs. WNDG.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
QCLN.L
First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc
5.30%20.09%-17.94%-12.66%-12.23%
WNDG.L
Global X Wind Energy UCITS ETF USD Accumulating
21.44%23.53%-18.76%-23.82%-3.71%
Different Trading Currencies

QCLN.L is traded in GBp, while WNDG.L is traded in GBP. To make them comparable, the WNDG.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 5.30% return, which is significantly lower than WNDG.L's 21.44% return.


QCLN.L

1D
-1.03%
1M
-0.57%
YTD
5.30%
6M
9.93%
1Y
55.89%
3Y*
-5.01%
5Y*
-6.98%
10Y*

WNDG.L

1D
-0.12%
1M
8.92%
YTD
21.44%
6M
26.55%
1Y
53.29%
3Y*
-0.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

QCLN.L has a 0.60% expense ratio, which is higher than WNDG.L's 0.50% expense ratio.


Return for Risk

QCLN.L vs. WNDG.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: 8080
Sharpe Ratio Rank
QCLN.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
QCLN.L Omega Ratio Rank: 6666
Omega Ratio Rank
QCLN.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
QCLN.L Martin Ratio Rank: 9090
Martin Ratio Rank

WNDG.L
WNDG.L Risk / Return Rank: 9595
Overall Rank
WNDG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
WNDG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
WNDG.L Omega Ratio Rank: 9393
Omega Ratio Rank
WNDG.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
WNDG.L Martin Ratio Rank: 9797
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. WNDG.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 Global X Wind Energy UCITS ETF USD Accumulating (WNDG.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.LWNDG.LDifference

Sharpe ratio

Return per unit of total volatility

1.60

2.46

-0.86

Sortino ratio

Return per unit of downside risk

2.19

3.15

-0.96

Omega ratio

Gain probability vs. loss probability

1.26

1.44

-0.18

Calmar ratio

Return relative to maximum drawdown

4.53

6.18

-1.64

Martin ratio

Return relative to average drawdown

13.72

21.09

-7.36

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

The current QCLN.L Sharpe Ratio is 1.60, which is lower than the WNDG.L Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of QCLN.L and WNDG.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.LWNDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.46

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

-0.13

-0.15

Correlation

The correlation between QCLN.L and WNDG.L is 0.45, 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. WNDG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

QCLN.L vs. WNDG.L - Drawdown Comparison

The maximum QCLN.L drawdown since its inception was -69.87%, which is greater than WNDG.L's maximum drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for QCLN.L and WNDG.L.


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Drawdown Indicators


QCLN.LWNDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.87%

-52.03%

-17.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.69%

-9.69%

-5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

Current Drawdown

Current decline from peak

-44.87%

-18.15%

-26.72%

Average Drawdown

Average peak-to-trough decline

-41.17%

-29.29%

-11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.85%

2.57%

+2.28%

Volatility

QCLN.L vs. WNDG.L - Volatility Comparison

First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) has a higher volatility of 10.20% compared to Global X Wind Energy UCITS ETF USD Accumulating (WNDG.L) at 7.51%. This indicates that QCLN.L's price experiences larger fluctuations and is considered to be riskier than WNDG.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.LWNDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

7.51%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

25.07%

14.39%

+10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

34.75%

21.59%

+13.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.73%

20.87%

+14.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.71%

20.87%

+15.84%