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

Performance

QCLN.L vs. XSEN.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 Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L). The values are adjusted to include any dividend payments, if applicable.

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QCLN.L vs. XSEN.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%
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D
32.75%1.87%6.67%-5.89%82.86%40.59%

Returns By Period

In the year-to-date period, QCLN.L achieves a 6.40% return, which is significantly lower than XSEN.L's 32.75% 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*

XSEN.L

1D
-6.77%
1M
4.50%
YTD
32.75%
6M
35.33%
1Y
25.73%
3Y*
13.28%
5Y*
24.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

QCLN.L has a 0.60% expense ratio, which is higher than XSEN.L's 0.12% expense ratio.


Return for Risk

QCLN.L vs. XSEN.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

XSEN.L
XSEN.L Risk / Return Rank: 5656
Overall Rank
XSEN.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XSEN.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XSEN.L Omega Ratio Rank: 5353
Omega Ratio Rank
XSEN.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XSEN.L Martin Ratio Rank: 4848
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. XSEN.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 Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.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.LXSEN.LDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.08

+0.54

Sortino ratio

Return per unit of downside risk

2.21

1.47

+0.74

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

3.92

1.96

+1.95

Martin ratio

Return relative to average drawdown

11.69

5.30

+6.39

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

The current QCLN.L Sharpe Ratio is 1.63, which is higher than the XSEN.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of QCLN.L and XSEN.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.LXSEN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.08

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.94

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.36

-0.63

Correlation

The correlation between QCLN.L and XSEN.L is 0.21, 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. XSEN.L - Dividend Comparison

QCLN.L has not paid dividends to shareholders, while XSEN.L's dividend yield for the trailing twelve months is around 2.04%.


TTM2025202420232022202120202019
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%
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D
2.04%2.70%2.70%3.24%3.69%3.27%7.11%2.78%

Drawdowns

QCLN.L vs. XSEN.L - Drawdown Comparison

The maximum QCLN.L drawdown since its inception was -69.87%, which is greater than XSEN.L's maximum drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for QCLN.L and XSEN.L.


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Drawdown Indicators


QCLN.LXSEN.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.87%

-62.46%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-18.81%

+4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

-24.04%

-44.60%

Current Drawdown

Current decline from peak

-44.30%

-7.43%

-36.87%

Average Drawdown

Average peak-to-trough decline

-41.17%

-17.93%

-23.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

4.79%

+0.13%

Volatility

QCLN.L vs. XSEN.L - Volatility Comparison

First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.L) and Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) have volatilities of 10.20% and 10.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCLN.LXSEN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

10.13%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

25.06%

15.97%

+9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

34.88%

23.68%

+11.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.74%

25.72%

+10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.72%

29.32%

+7.40%