SPTI vs. QCLN
SPTI (SPDR Portfolio Intermediate Term Treasury ETF) and QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund) are both exchange-traded funds - SPTI is a Government Bonds fund tracking the Bloomberg 3-10 Year U.S. Treasury Bond Index, while QCLN is a Alternative Energy Equities fund tracking the NASDAQ Clean Edge Green Energy. Both are passively managed. Over the past 10 years, SPTI returned 1.31%/yr vs 16.43%/yr for QCLN. At a correlation of -0.17, they often move in opposite directions. SPTI charges 0.06%/yr vs 0.60%/yr for QCLN.
Performance
SPTI vs. QCLN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPTI achieves a -0.31% return, which is significantly lower than QCLN's 37.91% return. Over the past 10 years, SPTI has underperformed QCLN with an annualized return of 1.31%, while QCLN has yielded a comparatively higher 16.43% annualized return.
SPTI
- 1D
- -0.18%
- 1M
- 0.08%
- YTD
- -0.31%
- 6M
- 0.01%
- 1Y
- 3.39%
- 3Y*
- 3.70%
- 5Y*
- -0.00%
- 10Y*
- 1.31%
QCLN
- 1D
- 1.67%
- 1M
- -2.49%
- YTD
- 37.91%
- 6M
- 35.67%
- 1Y
- 90.42%
- 3Y*
- 6.19%
- 5Y*
- -0.62%
- 10Y*
- 16.43%
SPTI vs. QCLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.31% | 7.46% | 1.32% | 4.24% | -10.65% | -2.55% | 7.70% | 6.01% | 2.27% | 1.04% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 37.91% | 31.81% | -18.86% | -10.02% | -30.37% | -3.21% | 184.00% | 42.65% | -12.38% | 32.34% |
Correlation
The correlation between SPTI and QCLN is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | -0.17 |
The correlation between SPTI and QCLN shifts across timeframes, from -0.17 (all time) to 0.14 (3 years), 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
SPTI vs. QCLN — Risk / Return Rank
SPTI
QCLN
SPTI vs. QCLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) 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.
| SPTI | QCLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 5.51 | -4.37 |
| Martin ratioReturn relative to average drawdown | 3.22 | 18.21 | -14.99 |
Loading charts...
Drawdowns
SPTI vs. QCLN - Drawdown Comparison
The maximum SPTI drawdown since its inception was -16.12%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for SPTI and QCLN.
Loading charts...
Drawdown Indicators
| SPTI | QCLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.12% | -76.18% | +60.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -16.40% | +13.60% |
Max Drawdown (3Y)Largest decline over 3 years | -4.35% | -56.08% | +51.73% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -69.49% | +54.43% |
Max Drawdown (10Y)Largest decline over 10 years | -16.12% | -71.73% | +55.61% |
Current DrawdownCurrent decline from peak | -2.28% | -28.75% | +26.47% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -43.42% | +40.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 4.95% | -3.96% |
Volatility
SPTI vs. QCLN - Volatility Comparison
The current volatility for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) is 1.13%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 16.96%. This indicates that SPTI 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.
Loading charts...
Volatility by Period
| SPTI | QCLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 16.96% | -15.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 28.95% | -26.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.37% | 36.71% | -33.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.36% | 38.33% | -32.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 35.10% | -30.72% |
SPTI vs. QCLN - Expense Ratio Comparison
SPTI has a 0.06% expense ratio, which is lower than QCLN's 0.60% expense ratio.
Dividends
SPTI vs. QCLN - Dividend Comparison
SPTI's dividend yield for the trailing twelve months is around 3.86%, more than QCLN's 0.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 0.16% | 0.25% | 0.87% | 0.76% | 0.33% | 0.01% | 0.30% | 0.85% | 1.03% | 0.45% | 1.24% | 0.72% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.86% | 3.79% | 3.77% | 2.99% | 1.45% | 0.53% | 0.75% | 2.02% | 1.97% | 1.46% | 1.23% | 1.18% |
Frequently Asked Questions
SPTI and QCLN have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCLN has higher volatility (16.96%) compared to SPTI (1.13%). In terms of maximum drawdown, SPTI dropped -16.12% vs QCLN's -76.18%.
On 10-year performance, QCLN leads with 16.43% vs 1.31% for SPTI. On fees, SPTI is cheaper at 0.06% per year. On volatility, SPTI has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, QCLN has performed better with a 16.43% return vs 1.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPTI is cheaper with a 0.06% expense ratio, compared with 0.60% for QCLN.
SPTI has the higher dividend yield at 3.86%, compared with 0.16% for QCLN.
SPTI is categorized as Government Bonds, while QCLN is Alternative Energy Equities. SPTI tracks Bloomberg 3-10 Year U.S. Treasury Bond Index, while QCLN tracks NASDAQ Clean Edge Green Energy. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.06% for SPTI and 0.60% for QCLN.
QCLN currently has the higher Sharpe Ratio (2.46 vs 0.95), 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.
Find the right allocation for SPTI and QCLN
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