QCLN vs. CLH
Compare and contrast key facts about First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) and Clean Harbors, Inc. (CLH).
QCLN is a passively managed fund by First Trust that tracks the performance of the NASDAQ Clean Edge Green Energy. It was launched on Feb 8, 2007.
Performance
QCLN vs. CLH - Performance Comparison
Loading graphics...
QCLN vs. CLH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 4.31% | 31.81% | -18.86% | -10.02% | -30.37% | -3.21% | 184.00% | 42.65% | -12.38% | 32.34% |
CLH Clean Harbors, Inc. | 26.66% | 1.89% | 31.88% | 52.92% | 14.38% | 31.10% | -11.25% | 73.76% | -8.95% | -2.61% |
Returns By Period
In the year-to-date period, QCLN achieves a 4.31% return, which is significantly lower than CLH's 26.66% return. Over the past 10 years, QCLN has underperformed CLH with an annualized return of 12.87%, while CLH has yielded a comparatively higher 19.76% annualized return.
QCLN
- 1D
- -0.81%
- 1M
- -1.76%
- YTD
- 4.31%
- 6M
- 8.00%
- 1Y
- 59.77%
- 3Y*
- -2.46%
- 5Y*
- -7.24%
- 10Y*
- 12.87%
CLH
- 1D
- 2.40%
- 1M
- -0.05%
- YTD
- 26.66%
- 6M
- 30.62%
- 1Y
- 44.22%
- 3Y*
- 28.21%
- 5Y*
- 28.09%
- 10Y*
- 19.76%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QCLN vs. CLH — Risk / Return Rank
QCLN
CLH
QCLN vs. CLH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) and Clean Harbors, Inc. (CLH). 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 | CLH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.65 | -0.06 |
Sortino ratioReturn per unit of downside risk | 2.20 | 2.19 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.46 | +1.23 |
Martin ratioReturn relative to average drawdown | 11.33 | 8.18 | +3.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QCLN | CLH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.65 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.99 | -1.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.57 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.26 | -0.12 |
Correlation
The correlation between QCLN and CLH is 0.43, 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 vs. CLH - Dividend Comparison
QCLN's dividend yield for the trailing twelve months is around 0.22%, while CLH has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 0.22% | 0.25% | 0.87% | 0.76% | 0.33% | 0.01% | 0.30% | 0.85% | 1.03% | 0.45% | 1.24% | 0.72% |
CLH Clean Harbors, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QCLN vs. CLH - Drawdown Comparison
The maximum QCLN drawdown since its inception was -76.18%, smaller than the maximum CLH drawdown of -93.48%. Use the drawdown chart below to compare losses from any high point for QCLN and CLH.
Loading graphics...
Drawdown Indicators
| QCLN | CLH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.18% | -93.48% | +17.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.86% | -19.45% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -69.49% | -30.86% | -38.63% |
Max Drawdown (10Y)Largest decline over 10 years | -71.73% | -64.51% | -7.22% |
Current DrawdownCurrent decline from peak | -46.11% | -0.05% | -46.06% |
Average DrawdownAverage peak-to-trough decline | -43.54% | -33.05% | -10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.28% | 5.85% | -0.57% |
Volatility
QCLN vs. CLH - Volatility Comparison
First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a higher volatility of 13.62% compared to Clean Harbors, Inc. (CLH) at 8.32%. This indicates that QCLN's price experiences larger fluctuations and is considered to be riskier than CLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QCLN | CLH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.62% | 8.32% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 27.19% | 21.44% | +5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.73% | 27.04% | +10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.86% | 28.39% | +9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.62% | 34.64% | -0.02% |