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SMOG vs. QCLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMOG and QCLN is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

SMOG vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Low Carbon Energy ETF (SMOG) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.64%
-5.09%
SMOG
QCLN

Key characteristics

Sharpe Ratio

SMOG:

0.08

QCLN:

-0.04

Sortino Ratio

SMOG:

0.25

QCLN:

0.18

Omega Ratio

SMOG:

1.03

QCLN:

1.02

Calmar Ratio

SMOG:

0.03

QCLN:

-0.02

Martin Ratio

SMOG:

0.28

QCLN:

-0.13

Ulcer Index

SMOG:

5.88%

QCLN:

10.16%

Daily Std Dev

SMOG:

21.26%

QCLN:

33.54%

Max Drawdown

SMOG:

-84.39%

QCLN:

-76.18%

Current Drawdown

SMOG:

-45.31%

QCLN:

-59.43%

Returns By Period

In the year-to-date period, SMOG achieves a 0.93% return, which is significantly lower than QCLN's 3.51% return. Over the past 10 years, SMOG has underperformed QCLN with an annualized return of 7.98%, while QCLN has yielded a comparatively higher 8.69% annualized return.


SMOG

YTD

0.93%

1M

-3.35%

6M

-1.63%

1Y

4.24%

5Y*

5.81%

10Y*

7.98%

QCLN

YTD

3.51%

1M

-3.52%

6M

-5.10%

1Y

1.25%

5Y*

6.01%

10Y*

8.69%

*Annualized

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SMOG vs. QCLN - Expense Ratio Comparison

SMOG has a 0.63% expense ratio, which is higher than QCLN's 0.60% expense ratio.


SMOG
VanEck Vectors Low Carbon Energy ETF
Expense ratio chart for SMOG: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for QCLN: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

SMOG vs. QCLN — Risk-Adjusted Performance Rank

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

SMOG
The Risk-Adjusted Performance Rank of SMOG is 1010
Overall Rank
The Sharpe Ratio Rank of SMOG is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SMOG is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SMOG is 99
Omega Ratio Rank
The Calmar Ratio Rank of SMOG is 99
Calmar Ratio Rank
The Martin Ratio Rank of SMOG is 1010
Martin Ratio Rank

QCLN
The Risk-Adjusted Performance Rank of QCLN is 88
Overall Rank
The Sharpe Ratio Rank of QCLN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of QCLN is 99
Sortino Ratio Rank
The Omega Ratio Rank of QCLN is 99
Omega Ratio Rank
The Calmar Ratio Rank of QCLN is 88
Calmar Ratio Rank
The Martin Ratio Rank of QCLN is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMOG vs. QCLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Low Carbon Energy ETF (SMOG) 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.


Sharpe ratio
The chart of Sharpe ratio for SMOG, currently valued at 0.08, compared to the broader market0.002.004.000.08-0.04
The chart of Sortino ratio for SMOG, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.0010.0012.000.250.18
The chart of Omega ratio for SMOG, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.02
The chart of Calmar ratio for SMOG, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.03-0.02
The chart of Martin ratio for SMOG, currently valued at 0.28, compared to the broader market0.0020.0040.0060.0080.00100.000.28-0.13
SMOG
QCLN

The current SMOG Sharpe Ratio is 0.08, which is higher than the QCLN Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of SMOG and QCLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
0.08
-0.04
SMOG
QCLN

Dividends

SMOG vs. QCLN - Dividend Comparison

SMOG's dividend yield for the trailing twelve months is around 1.63%, more than QCLN's 0.84% yield.


TTM20242023202220212020201920182017201620152014
SMOG
VanEck Vectors Low Carbon Energy ETF
1.63%1.64%1.58%1.32%0.44%0.06%0.00%0.62%1.25%2.12%0.56%0.21%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.84%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.25%0.72%0.78%

Drawdowns

SMOG vs. QCLN - Drawdown Comparison

The maximum SMOG drawdown since its inception was -84.39%, which is greater than QCLN's maximum drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for SMOG and QCLN. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-45.31%
-59.43%
SMOG
QCLN

Volatility

SMOG vs. QCLN - Volatility Comparison

The current volatility for VanEck Vectors Low Carbon Energy ETF (SMOG) is 7.20%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 10.47%. This indicates that SMOG 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.20%
10.47%
SMOG
QCLN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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