SDVD vs. QCLN
SDVD (FT Vest SMID Rising Dividend Achievers Target Income ETF) and QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund) are both exchange-traded funds - SDVD is a Derivative Income fund tracking the Nasdaq US Small-Mid Cap Rising Dividend Achievers Index, while QCLN is a Alternative Energy Equities fund tracking the NASDAQ Clean Edge Green Energy. Both are passively managed. Over the past year, SDVD returned 19.64% vs 120.21% for QCLN. A 0.60 correlation means they provide meaningful diversification when combined. SDVD charges 0.85%/yr vs 0.60%/yr for QCLN.
Performance
SDVD vs. QCLN - Performance Comparison
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Returns By Period
In the year-to-date period, SDVD achieves a 7.75% return, which is significantly lower than QCLN's 52.94% return.
SDVD
- 1D
- -0.22%
- 1M
- -1.53%
- YTD
- 7.75%
- 6M
- 8.14%
- 1Y
- 19.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QCLN
- 1D
- -0.41%
- 1M
- 16.40%
- YTD
- 52.94%
- 6M
- 50.79%
- 1Y
- 120.21%
- 3Y*
- 12.03%
- 5Y*
- 2.16%
- 10Y*
- 17.39%
SDVD vs. QCLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SDVD FT Vest SMID Rising Dividend Achievers Target Income ETF | 7.75% | 8.66% | 11.82% | 10.25% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 52.94% | 31.81% | -18.86% | -13.08% |
Correlation
The correlation between SDVD and QCLN is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 2023 | 0.60 |
The correlation between SDVD and QCLN shifts across timeframes, from 0.48 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SDVD vs. QCLN — Risk / Return Rank
SDVD
QCLN
SDVD vs. QCLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest SMID Rising Dividend Achievers Target Income ETF (SDVD) 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.
| SDVD | QCLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.48 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 7.62 | -5.37 |
| Martin ratioReturn relative to average drawdown | 7.65 | 26.28 | -18.63 |
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
| SDVD | QCLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 3.49 | -2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.20 | +0.57 |
Drawdowns
SDVD vs. QCLN - Drawdown Comparison
The maximum SDVD drawdown since its inception was -24.17%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for SDVD and QCLN.
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Drawdown Indicators
| SDVD | QCLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.17% | -76.18% | +52.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -15.86% | +7.10% |
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 DrawdownCurrent decline from peak | -3.31% | -20.99% | +17.68% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -43.45% | +38.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 4.59% | -2.02% |
Volatility
SDVD vs. QCLN - Volatility Comparison
The current volatility for FT Vest SMID Rising Dividend Achievers Target Income ETF (SDVD) is 3.78%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 12.56%. This indicates that SDVD 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
| SDVD | QCLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 12.56% | -8.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 26.02% | -15.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.31% | 34.88% | -20.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.19% | 37.97% | -19.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 34.91% | -16.72% |
SDVD vs. QCLN - Expense Ratio Comparison
SDVD has a 0.85% expense ratio, which is higher than QCLN's 0.60% expense ratio.
Dividends
SDVD vs. QCLN - Dividend Comparison
SDVD's dividend yield for the trailing twelve months is around 8.95%, more than QCLN's 0.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SDVD FT Vest SMID Rising Dividend Achievers Target Income ETF | 8.95% | 8.36% | 9.26% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDVD and QCLN have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCLN has higher volatility (12.56%) compared to SDVD (3.78%). In terms of maximum drawdown, SDVD dropped -24.17% vs QCLN's -76.18%.
On 1-year performance, QCLN leads with 120.21% vs 19.64% for SDVD. On fees, QCLN is cheaper at 0.60% per year. On volatility, SDVD has been the lower-risk option at 3.78%. 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 120.21% return vs 19.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QCLN is cheaper with a 0.60% expense ratio, compared with 0.85% for SDVD.
SDVD has the higher dividend yield at 8.95%, compared with 0.15% for QCLN.
SDVD is categorized as Derivative Income, while QCLN is Alternative Energy Equities. SDVD tracks Nasdaq US Small-Mid Cap Rising Dividend Achievers Index, while QCLN tracks NASDAQ Clean Edge Green Energy. Their fees differ too: 0.85% for SDVD and 0.60% for QCLN.
QCLN currently has the higher Sharpe Ratio (3.49 vs 1.38), 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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