PortfoliosLab logoPortfoliosLab logo
SPGI vs. ICLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPGI vs. ICLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P Global Inc. (SPGI) and iShares Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPGI achieves a -20.74% return, which is significantly lower than ICLN's 40.54% return. Over the past 10 years, SPGI has outperformed ICLN with an annualized return of 15.22%, while ICLN has yielded a comparatively lower 11.99% annualized return.


SPGI

1D
-1.24%
1M
-2.71%
YTD
-20.74%
6M
-17.14%
1Y
-18.85%
3Y*
3.95%
5Y*
2.25%
10Y*
15.22%

ICLN

1D
-2.78%
1M
11.22%
YTD
40.54%
6M
39.84%
1Y
83.73%
3Y*
8.92%
5Y*
2.10%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPGI vs. ICLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPGI
S&P Global Inc.
-20.74%5.71%13.94%32.79%-28.38%44.68%21.40%62.27%1.37%59.32%
ICLN
iShares Global Clean Energy ETF
40.54%47.05%-25.72%-20.41%-5.43%-24.18%141.82%44.36%-9.03%21.47%

Correlation

The correlation between SPGI and ICLN is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2008

0.42

The correlation between SPGI and ICLN shifts across timeframes, from -0.10 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPGI vs. ICLN — Risk / Return Rank

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

SPGI
SPGI Risk / Return Rank: 1414
Overall Rank
SPGI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SPGI Sortino Ratio Rank: 1414
Sortino Ratio Rank
SPGI Omega Ratio Rank: 1212
Omega Ratio Rank
SPGI Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPGI Martin Ratio Rank: 1313
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 8787
Overall Rank
ICLN Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 8484
Sortino Ratio Rank
ICLN Omega Ratio Rank: 7878
Omega Ratio Rank
ICLN Calmar Ratio Rank: 9494
Calmar Ratio Rank
ICLN Martin Ratio Rank: 9090
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.

SPGI vs. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and iShares Global Clean Energy ETF (ICLN). 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.


SPGIICLNDifference
Sharpe ratioReturn per unit of total volatility

-3.89

Sortino ratioReturn per unit of downside risk

-4.63

Omega ratioGain probability vs. loss probability

0.89

1.48

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.62

7.50

-8.13

Martin ratioReturn relative to average drawdown

-1.22

21.35

-22.56

SPGI vs. ICLN - Sharpe Ratio Comparison

The current SPGI Sharpe Ratio is -0.69, which is lower than the ICLN Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of SPGI and ICLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SPGIICLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

3.20

-3.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.08

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.44

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.08

+0.52

Drawdowns

SPGI vs. ICLN - Drawdown Comparison

The maximum SPGI drawdown since its inception was -74.67%, smaller than the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for SPGI and ICLN.


Loading charts...

Drawdown Indicators


SPGIICLNDifference

Max Drawdown

Largest peak-to-trough decline

-74.67%

-87.15%

+12.48%

Max Drawdown (1Y)

Largest decline over 1 year

-30.48%

-11.22%

-19.26%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-43.18%

+12.70%

Max Drawdown (5Y)

Largest decline over 5 years

-39.76%

-57.16%

+17.40%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

-66.75%

+26.99%

Current Drawdown

Current decline from peak

-26.31%

-37.13%

+10.82%

Average Drawdown

Average peak-to-trough decline

-15.22%

-66.61%

+51.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.54%

3.94%

+11.60%

Volatility

SPGI vs. ICLN - Volatility Comparison

The current volatility for S&P Global Inc. (SPGI) is 7.74%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 9.53%. This indicates that SPGI experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPGIICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

9.53%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

23.77%

20.21%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

27.24%

26.38%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.45%

27.21%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.01%

27.20%

-1.19%

Dividends

SPGI vs. ICLN - Dividend Comparison

SPGI's dividend yield for the trailing twelve months is around 0.94%, less than ICLN's 1.16% yield.


PositionTTM20252024202320222021202020192018201720162015
ICLN
iShares Global Clean Energy ETF
1.16%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%
SPGI
S&P Global Inc.
0.94%0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%

Frequently Asked Questions


SPGI and ICLN have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICLN has higher volatility (9.53%) compared to SPGI (7.74%). In terms of maximum drawdown, SPGI dropped -74.67% vs ICLN's -87.15%.

ICLN currently has the higher Sharpe Ratio (3.20 vs -0.69), 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

Find the right allocation for SPGI and ICLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer