QJUN vs. QCLN
Compare and contrast key facts about FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN).
QJUN and QCLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QJUN is an actively managed fund by First Trust. It was launched on Jun 18, 2021. 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
QJUN vs. QCLN - Performance Comparison
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QJUN vs. QCLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June | -1.87% | 13.59% | 16.36% | 36.34% | -17.34% | 7.08% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 4.23% | 31.81% | -18.86% | -10.02% | -30.37% | 6.11% |
Returns By Period
In the year-to-date period, QJUN achieves a -1.87% return, which is significantly lower than QCLN's 4.23% return.
QJUN
- 1D
- 2.27%
- 1M
- -2.08%
- YTD
- -1.87%
- 6M
- 0.43%
- 1Y
- 18.13%
- 3Y*
- 15.26%
- 5Y*
- —
- 10Y*
- —
QCLN
- 1D
- 6.51%
- 1M
- -3.99%
- YTD
- 4.23%
- 6M
- 10.87%
- 1Y
- 62.76%
- 3Y*
- -3.26%
- 5Y*
- -7.25%
- 10Y*
- 12.77%
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QJUN vs. QCLN - Expense Ratio Comparison
QJUN has a 0.90% expense ratio, which is higher than QCLN's 0.60% expense ratio.
Return for Risk
QJUN vs. QCLN — Risk / Return Rank
QJUN
QCLN
QJUN vs. QCLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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.
| QJUN | QCLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.67 | -0.37 |
Sortino ratioReturn per unit of downside risk | 2.05 | 2.28 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 3.81 | -1.81 |
Martin ratioReturn relative to average drawdown | 11.81 | 11.86 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QJUN | QCLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.67 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.19 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.14 | +0.54 |
Correlation
The correlation between QJUN and QCLN is 0.68, 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
QJUN vs. QCLN - Dividend Comparison
QJUN has not paid dividends to shareholders, while QCLN's dividend yield for the trailing twelve months is around 0.22%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
QJUN vs. QCLN - Drawdown Comparison
The maximum QJUN drawdown since its inception was -19.92%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for QJUN and QCLN.
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Drawdown Indicators
| QJUN | QCLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.92% | -76.18% | +56.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.97% | -16.18% | +7.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -69.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.73% | — |
Current DrawdownCurrent decline from peak | -3.03% | -46.16% | +43.13% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -43.54% | +39.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 5.20% | -3.68% |
Volatility
QJUN vs. QCLN - Volatility Comparison
The current volatility for FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) is 4.07%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 14.18%. This indicates that QJUN experiences smaller price fluctuations and is considered to be less risky than QCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QJUN | QCLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 14.18% | -10.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.33% | 27.32% | -20.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 37.76% | -23.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 37.87% | -23.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.40% | 34.63% | -20.23% |