WNDY.DE vs. QCLN.DE
WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) and QCLN.DE (First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc) are both Energy Equities funds - WNDY.DE tracks the Solactive Wind Energy while QCLN.DE tracks the S&P Global Clean Energy TR USD. Both are passively managed. Over the past 3 years, WNDY.DE returned -0.54%/yr vs 8.07%/yr for QCLN.DE. At a 0.48 correlation, their price movements are largely independent. WNDY.DE charges 0.50%/yr vs 0.60%/yr for QCLN.DE.
Performance
WNDY.DE vs. QCLN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WNDY.DE achieves a 17.83% return, which is significantly lower than QCLN.DE's 49.11% return.
WNDY.DE
- 1D
- -2.17%
- 1M
- -7.39%
- YTD
- 17.83%
- 6M
- 17.94%
- 1Y
- 39.82%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
QCLN.DE
- 1D
- -1.82%
- 1M
- 14.22%
- YTD
- 49.11%
- 6M
- 44.27%
- 1Y
- 112.94%
- 3Y*
- 8.07%
- 5Y*
- 2.29%
- 10Y*
- —
WNDY.DE vs. QCLN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 17.83% | 17.05% | -14.98% | -22.01% | -8.38% |
QCLN.DE First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc | 49.11% | 16.50% | -14.54% | -10.39% | -16.65% |
Correlation
The correlation between WNDY.DE and QCLN.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.48 |
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Return for Risk
WNDY.DE vs. QCLN.DE — Risk / Return Rank
WNDY.DE
QCLN.DE
WNDY.DE vs. QCLN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) and First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE). 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.
| WNDY.DE | QCLN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.44 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 7.93 | -3.26 |
| Martin ratioReturn relative to average drawdown | 14.81 | 24.33 | -9.52 |
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
| WNDY.DE | QCLN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 3.20 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | -0.08 | -0.11 |
Drawdowns
WNDY.DE vs. QCLN.DE - Drawdown Comparison
The maximum WNDY.DE drawdown since its inception was -52.12%, smaller than the maximum QCLN.DE drawdown of -69.59%. Use the drawdown chart below to compare losses from any high point for WNDY.DE and QCLN.DE.
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Drawdown Indicators
| WNDY.DE | QCLN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.12% | -69.59% | +17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -14.04% | +5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -37.87% | -56.68% | +18.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -69.59% | — |
Current DrawdownCurrent decline from peak | -23.24% | -20.21% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -30.02% | -39.08% | +9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 4.59% | -1.92% |
Volatility
WNDY.DE vs. QCLN.DE - Volatility Comparison
The current volatility for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) is 5.39%, while First Trust Nasdaq Clean Edge Green Energy UCITS ETF Acc (QCLN.DE) has a volatility of 14.59%. This indicates that WNDY.DE experiences smaller price fluctuations and is considered to be less risky than QCLN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WNDY.DE | QCLN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 14.59% | -9.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 24.80% | -10.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 34.84% | -14.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 36.29% | -15.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 36.76% | -15.72% |
WNDY.DE vs. QCLN.DE - Expense Ratio Comparison
WNDY.DE has a 0.50% expense ratio, which is lower than QCLN.DE's 0.60% expense ratio.
Dividends
WNDY.DE vs. QCLN.DE - Dividend Comparison
Neither WNDY.DE nor QCLN.DE has paid dividends to shareholders.
Frequently Asked Questions
WNDY.DE and QCLN.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WNDY.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WNDY.DE is cheaper with a 0.50% expense ratio, compared with 0.60% for QCLN.DE.
WNDY.DE tracks Solactive Wind Energy, while QCLN.DE tracks S&P Global Clean Energy TR USD. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.50% for WNDY.DE and 0.60% for QCLN.DE.
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