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QCLN vs. URAN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCLN vs. URAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) and Themes Uranium & Nuclear ETF (URAN). 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 achieves a 37.20% return, which is significantly higher than URAN's -3.44% return.


QCLN

1D
-6.27%
1M
-3.52%
YTD
37.20%
6M
31.57%
1Y
92.03%
3Y*
8.84%
5Y*
-1.13%
10Y*
16.79%

URAN

1D
-1.32%
1M
-5.33%
YTD
-3.44%
6M
-5.94%
1Y
11.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCLN vs. URAN - Yearly Performance Comparison


2026 (YTD)20252024
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
37.20%31.81%-3.53%
URAN
Themes Uranium & Nuclear ETF
-3.44%49.05%3.89%

Correlation

The correlation between QCLN and URAN is 0.61, 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

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2024

0.54

The correlation between QCLN and URAN has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.

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Return for Risk

QCLN vs. URAN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QCLN
QCLN Risk / Return Rank: 7878
Overall Rank
QCLN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 6666
Sortino Ratio Rank
QCLN Omega Ratio Rank: 6464
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9191
Calmar Ratio Rank
QCLN Martin Ratio Rank: 8888
Martin Ratio Rank

URAN
URAN Risk / Return Rank: 1313
Overall Rank
URAN Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
URAN Sortino Ratio Rank: 1414
Sortino Ratio Rank
URAN Omega Ratio Rank: 1414
Omega Ratio Rank
URAN Calmar Ratio Rank: 1313
Calmar Ratio Rank
URAN Martin Ratio Rank: 1212
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 vs. URAN - 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 Themes Uranium & Nuclear ETF (URAN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QCLNURANDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.37

1.08

+0.29

Calmar ratioReturn relative to maximum drawdown

5.64

0.39

+5.26

Martin ratioReturn relative to average drawdown

18.14

0.85

+17.29

QCLN vs. URAN - Sharpe Ratio Comparison

The current QCLN Sharpe Ratio is 2.47, which is higher than the URAN Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of QCLN and URAN, 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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Drawdowns

QCLN vs. URAN - Drawdown Comparison

The maximum QCLN drawdown since its inception was -76.18%, which is greater than URAN's maximum drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for QCLN and URAN.


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Drawdown Indicators


QCLNURANDifference

Max Drawdown

Largest peak-to-trough decline

-76.18%

-31.96%

-44.22%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-31.02%

+14.62%

Max Drawdown (3Y)

Largest decline over 3 years

-56.08%

Max Drawdown (5Y)

Largest decline over 5 years

-69.49%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-29.12%

-26.70%

-2.42%

Average Drawdown

Average peak-to-trough decline

-43.40%

-11.20%

-32.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

14.06%

-8.97%

Volatility

QCLN vs. URAN - Volatility Comparison

First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a higher volatility of 17.77% compared to Themes Uranium & Nuclear ETF (URAN) at 13.40%. This indicates that QCLN's price experiences larger fluctuations and is considered to be riskier than URAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCLNURANDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.77%

13.40%

+4.37%

Volatility (6M)

Calculated over the trailing 6-month period

29.96%

30.44%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

37.45%

39.64%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.54%

39.40%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.21%

39.40%

-4.19%

QCLN vs. URAN - Expense Ratio Comparison

QCLN has a 0.59% expense ratio, which is higher than URAN's 0.35% expense ratio.


Dividends

QCLN vs. URAN - Dividend Comparison

QCLN's dividend yield for the trailing twelve months is around 0.16%, less than URAN's 2.65% yield.


PositionTTM20252024202320222021202020192018201720162015
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.16%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%
URAN
Themes Uranium & Nuclear ETF
2.65%2.56%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QCLN and URAN have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCLN has higher volatility (17.77%) compared to URAN (13.40%). In terms of maximum drawdown, QCLN dropped -76.18% vs URAN's -31.96%.

On 1-year performance, QCLN leads with 92.03% vs 11.93% for URAN. On fees, URAN is cheaper at 0.35% per year. On volatility, URAN has been the lower-risk option at 13.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QCLN has performed better with a 92.03% return vs 11.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

URAN is cheaper with a 0.35% expense ratio, compared with 0.59% for QCLN.

URAN has the higher dividend yield at 2.65%, compared with 0.16% for QCLN.

QCLN is categorized as Alternative Energy Equities, while URAN is Uranium. QCLN tracks Nasdaq Clean Edge Green Energy Index, while URAN tracks BITA Global Uranium and Nuclear Select Index. They also come from different issuers: First Trust and Themes. Their fees differ too: 0.59% for QCLN and 0.35% for URAN.

QCLN currently has the higher Sharpe Ratio (2.47 vs 0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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