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ZCLN.TO vs. ICLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZCLN.TO vs. ICLN - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BMO Clean Energy Index ETF (ZCLN.TO) and iShares Global Clean Energy ETF (ICLN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZCLN.TO is traded in CAD, while ICLN is traded in USD. To make them comparable, the ICLN values have been converted to CAD using the latest available exchange rates.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with ZCLN.TO at 29.68% and ICLN at 29.68%.


ZCLN.TO

1D
-1.14%
1M
-7.95%
YTD
29.68%
6M
24.49%
1Y
60.11%
3Y*
7.66%
5Y*
1.49%
10Y*

ICLN

1D
-0.56%
1M
-5.48%
YTD
29.68%
6M
28.60%
1Y
65.28%
3Y*
9.21%
5Y*
1.83%
10Y*
12.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZCLN.TO vs. ICLN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZCLN.TO
BMO Clean Energy Index ETF
29.68%35.83%-20.23%-20.37%1.41%-34.25%
ICLN
iShares Global Clean Energy ETF
29.68%40.33%-19.43%-22.30%0.57%-33.97%

Correlation

The correlation between ZCLN.TO and ICLN is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.86

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2021

0.86

The correlation between ZCLN.TO and ICLN has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

ZCLN.TO vs. ICLN — Risk / Return Rank

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

ZCLN.TO
ZCLN.TO Risk / Return Rank: 7171
Overall Rank
ZCLN.TO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ZCLN.TO Sortino Ratio Rank: 6666
Sortino Ratio Rank
ZCLN.TO Omega Ratio Rank: 6161
Omega Ratio Rank
ZCLN.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
ZCLN.TO Martin Ratio Rank: 7171
Martin Ratio Rank

ICLN
ICLN Risk / Return Rank: 7070
Overall Rank
ICLN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ICLN Sortino Ratio Rank: 6565
Sortino Ratio Rank
ICLN Omega Ratio Rank: 6161
Omega Ratio Rank
ICLN Calmar Ratio Rank: 7878
Calmar Ratio Rank
ICLN Martin Ratio Rank: 7575
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.

ZCLN.TO vs. ICLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BMO Clean Energy Index ETF (ZCLN.TO) 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.

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.


ZCLN.TOICLNDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

4.01

4.18

-0.18

Martin ratioReturn relative to average drawdown

11.68

13.04

-1.36

ZCLN.TO vs. ICLN - Sharpe Ratio Comparison

The current ZCLN.TO Sharpe Ratio is 2.09, which is comparable to the ICLN Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of ZCLN.TO 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.


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Drawdowns

ZCLN.TO vs. ICLN - Drawdown Comparison

The maximum ZCLN.TO drawdown since its inception was -61.18%, smaller than the maximum ICLN drawdown of -87.23%. Use the drawdown chart below to compare losses from any high point for ZCLN.TO and ICLN.


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Drawdown Indicators


ZCLN.TOICLNDifference

Max Drawdown

Largest peak-to-trough decline

-61.18%

-87.23%

+26.05%

Max Drawdown (1Y)

Largest decline over 1 year

-15.08%

-15.69%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-38.80%

-38.83%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-50.26%

-50.74%

+0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-62.62%

Current Drawdown

Current decline from peak

-25.40%

-26.11%

+0.71%

Average Drawdown

Average peak-to-trough decline

-40.54%

-60.20%

+19.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

5.02%

+0.14%

Volatility

ZCLN.TO vs. ICLN - Volatility Comparison

The current volatility for BMO Clean Energy Index ETF (ZCLN.TO) is 12.15%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 13.80%. This indicates that ZCLN.TO 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.


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Volatility by Period


ZCLN.TOICLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.15%

13.80%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

23.01%

23.36%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

29.07%

28.91%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.34%

28.25%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.34%

28.13%

-0.79%

ZCLN.TO vs. ICLN - Expense Ratio Comparison

Both ZCLN.TO and ICLN have an expense ratio of 0.39%.


Dividends

ZCLN.TO vs. ICLN - Dividend Comparison

ZCLN.TO's dividend yield for the trailing twelve months is around 1.34%, more than ICLN's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
ICLN
iShares Global Clean Energy ETF
0.90%1.63%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%
ZCLN.TO
BMO Clean Energy Index ETF
1.34%1.73%2.13%1.37%0.93%0.83%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZCLN.TO and ICLN have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ZCLN.TO and ICLN have the same expense ratio: 0.39% per year.

Both ETFs track S&P Global Clean Energy Index. They also come from different issuers: BMO and iShares.

Portfolio Optimizer

Find the right allocation for ZCLN.TO 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.

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