TARK vs. QCLN
Compare and contrast key facts about Tradr 2X Long Innovation ETF (TARK) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN).
TARK and QCLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TARK is an actively managed fund by AXS. It was launched on Apr 28, 2022. QCLN is a passively managed fund by First Trust that tracks the performance of the NASDAQ Clean Edge Green Energy. It was launched on Feb 8, 2007.
Performance
TARK vs. QCLN - Performance Comparison
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TARK vs. QCLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TARK Tradr 2X Long Innovation ETF | -25.67% | 41.00% | -4.85% | 121.37% | -73.35% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 5.17% | 31.81% | -18.86% | -10.02% | -11.50% |
Returns By Period
In the year-to-date period, TARK achieves a -25.67% return, which is significantly lower than QCLN's 5.17% return.
TARK
- 1D
- 2.39%
- 1M
- -16.90%
- YTD
- -25.67%
- 6M
- -44.98%
- 1Y
- 59.91%
- 3Y*
- 12.64%
- 5Y*
- —
- 10Y*
- —
QCLN
- 1D
- 0.90%
- 1M
- -4.61%
- YTD
- 5.17%
- 6M
- 8.63%
- 1Y
- 61.08%
- 3Y*
- -2.97%
- 5Y*
- -7.09%
- 10Y*
- 12.87%
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TARK vs. QCLN - Expense Ratio Comparison
TARK has a 1.15% expense ratio, which is higher than QCLN's 0.60% expense ratio.
Return for Risk
TARK vs. QCLN — Risk / Return Rank
TARK
QCLN
TARK vs. QCLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Innovation ETF (TARK) 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.
| TARK | QCLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.63 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.23 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 3.97 | -2.92 |
Martin ratioReturn relative to average drawdown | 2.46 | 12.27 | -9.81 |
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
| TARK | QCLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.63 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.19 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.15 | -0.28 |
Correlation
The correlation between TARK and QCLN is 0.76, 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.
Dividends
TARK vs. QCLN - Dividend Comparison
TARK's dividend yield for the trailing twelve months is around 40.35%, more than QCLN's 0.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TARK Tradr 2X Long Innovation ETF | 40.35% | 30.00% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 0.21% | 0.25% | 0.87% | 0.76% | 0.33% | 0.01% | 0.30% | 0.85% | 1.03% | 0.45% | 1.24% | 0.72% |
Drawdowns
TARK vs. QCLN - Drawdown Comparison
The maximum TARK drawdown since its inception was -77.82%, roughly equal to the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for TARK and QCLN.
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Drawdown Indicators
| TARK | QCLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.82% | -76.18% | -1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -57.57% | -16.18% | -41.39% |
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 | -51.09% | -45.67% | -5.42% |
Average DrawdownAverage peak-to-trough decline | -51.46% | -43.54% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.59% | 5.24% | +19.35% |
Volatility
TARK vs. QCLN - Volatility Comparison
Tradr 2X Long Innovation ETF (TARK) has a higher volatility of 25.17% compared to First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) at 13.73%. This indicates that TARK's price experiences larger fluctuations and is considered to be riskier 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
| TARK | QCLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.17% | 13.73% | +11.44% |
Volatility (6M)Calculated over the trailing 6-month period | 54.69% | 27.33% | +27.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 84.33% | 37.76% | +46.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.51% | 37.87% | +53.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.51% | 34.62% | +56.89% |