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RSMR vs. QCLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSMR vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Equal Weight Buffer ETF - March (RSMR) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSMR achieves a 6.89% return, which is significantly lower than QCLN's 46.37% return.


RSMR

1D
0.00%
1M
1.16%
YTD
6.89%
6M
6.54%
1Y
14.52%
3Y*
5Y*
10Y*

QCLN

1D
1.59%
1M
2.93%
YTD
46.37%
6M
38.49%
1Y
106.69%
3Y*
11.22%
5Y*
0.23%
10Y*
17.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSMR vs. QCLN - Yearly Performance Comparison


Correlation

The correlation between RSMR and QCLN is 0.60, 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

0.60

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2025

0.63

The correlation between RSMR and QCLN has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

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Return for Risk

RSMR vs. QCLN — Risk / Return Rank

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

RSMR
RSMR Risk / Return Rank: 7777
Overall Rank
RSMR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RSMR Sortino Ratio Rank: 7575
Sortino Ratio Rank
RSMR Omega Ratio Rank: 7373
Omega Ratio Rank
RSMR Calmar Ratio Rank: 8383
Calmar Ratio Rank
RSMR Martin Ratio Rank: 8686
Martin Ratio Rank

QCLN
QCLN Risk / Return Rank: 8585
Overall Rank
QCLN Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 7777
Sortino Ratio Rank
QCLN Omega Ratio Rank: 7474
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9494
Calmar Ratio Rank
QCLN Martin Ratio Rank: 9292
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.

RSMR vs. QCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Equal Weight Buffer ETF - March (RSMR) 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.

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.


RSMRQCLNDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

4.32

6.54

-2.22

Martin ratioReturn relative to average drawdown

17.39

21.21

-3.82

RSMR vs. QCLN - Sharpe Ratio Comparison

The current RSMR Sharpe Ratio is 2.17, which is comparable to the QCLN Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of RSMR and QCLN, 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

RSMR vs. QCLN - Drawdown Comparison

The maximum RSMR drawdown since its inception was -9.09%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for RSMR and QCLN.


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Drawdown Indicators


RSMRQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-9.09%

-76.18%

+67.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-16.40%

+13.03%

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

-0.55%

-24.38%

+23.83%

Average Drawdown

Average peak-to-trough decline

-0.81%

-43.40%

+42.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

5.05%

-4.21%

Volatility

RSMR vs. QCLN - Volatility Comparison

The current volatility for FT Vest U.S. Equity Equal Weight Buffer ETF - March (RSMR) is 1.83%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 16.78%. This indicates that RSMR 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


RSMRQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

16.78%

-14.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.73%

29.37%

-24.64%

Volatility (1Y)

Calculated over the trailing 1-year period

6.72%

36.95%

-30.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.50%

38.45%

-27.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.50%

35.18%

-24.68%

RSMR vs. QCLN - Expense Ratio Comparison

RSMR has a 0.85% expense ratio, which is higher than QCLN's 0.59% expense ratio.


Dividends

RSMR vs. QCLN - Dividend Comparison

RSMR has not paid dividends to shareholders, while QCLN's dividend yield for the trailing twelve months is around 0.15%.


PositionTTM20252024202320222021202020192018201720162015
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.15%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%
RSMR
FT Vest U.S. Equity Equal Weight Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RSMR and QCLN have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCLN has higher volatility (16.78%) compared to RSMR (1.83%). In terms of maximum drawdown, RSMR dropped -9.09% vs QCLN's -76.18%.

On 1-year performance, QCLN leads with 106.69% vs 14.52% for RSMR. On fees, QCLN is cheaper at 0.59% per year. On volatility, RSMR has been the lower-risk option at 1.83%. 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 106.69% return vs 14.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QCLN is cheaper with a 0.59% expense ratio, compared with 0.85% for RSMR.

QCLN has the higher dividend yield at 0.15%, compared with 0.00% for RSMR.

RSMR is categorized as Defined Outcome, while QCLN is Alternative Energy Equities. RSMR tracks Invesco S&P 500 Equal Weight ETF Trust (RSP) Price Return, while QCLN tracks Nasdaq Clean Edge Green Energy Index. Their fees differ too: 0.85% for RSMR and 0.59% for QCLN.

QCLN currently has the higher Sharpe Ratio (2.91 vs 2.17), 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.

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