iShares Global Clean Energy ETF

for period ending March 31, 2025


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  Overview

ICLN is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Ingredient Provider   iShares (www.iShares.com)

Description   iShares Global Clean Energy ETF gives investors access to equities in a particular global sector. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Sectors, Clean Energy

Peer Group   Global Sectors. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the S&P Global Clean Energy Index. The fund generally invests at least 90% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents, as well as in securities not included in the index. The index is designed to track the performance of approximately 30 of what are expected to be the most liquid and tradeable securities of global companies involved in clean energy related businesses. It is non-diversified. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost



  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "ICLN" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.



  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.



  Compare: Total Return

for period ending March 31, 2025

5-year graph

● ICLN ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
ICLN 0.4% 2.8% -17.0% -18.0% 4.8% 1.5% -1.1%  
Peer Group* average
60% Equity / 40% Bonds -1.8% -3.5% 6.4% 5.2% 10.7% 7.8% 8.8% 7.6%
Global Equities (ACWI) -0.9% -3.7% 7.5% 7.2% 15.2% 9.0% 8.9%  
U.S. Equities (SPY) -4.3% -5.6% 8.3% 9.0% 18.5% 12.4% 13.0% 10.1%
U.S. Bonds (BND) 2.8% 0.0% 4.9% 0.4% -0.3% 1.4% 2.4% 3.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 0.35149384885762% 2.79027902790279% -16.9818832091085% -17.9626461616248% 4.82922180939294% 1.45959718848063% -1.14407896756001% 0%
RXI -3.62896663954434% -6.07454401268834% 7.0683772507516% 5.45042373211331% 14.5297613962458% 8.29137986982429% 10.7257553019988% 0%
KXI 6.23652346989549% -0.264715042042984% 7.54456776193919% 3.56280246600751% 8.65024359271695% 5.92299434945933% 7.88486131779675% 0%
IXC 10.1885804085909% 4.80817140009966% 2.3217257191855% 9.69454497894802% 25.248887396238% 5.91147906208078% 4.81747937890828% 5.33420859443816%
IXG 7.24937927157452% -1.62337662337663% 22.287320188969% 12.4615374569452% 20.0649864775135% 8.95626013501465% 8.13862433209516% 5.09876908732068%
IXJ 6.08351750610678% -2.10390725633318% -0.692016149264474% 2.70866667782748% 9.83447383280966% 7.11372558653474% 10.5679401811854% 8.71804164678469%
EXI 2.93610148149186% -1.65065620349073% 5.62197736946446% 9.63051494008971% 17.2449982591542% 9.10507411411925% 9.54944637435935% 0%
IGF 4.59154390663861% 2.2442491116514% 18.6781786645982% 5.62275478916985% 13.009202605013% 5.5681441794827% 6.42239398981013% 0%
MXI 5.18661518661518% -0.595962053028454% -5.82140655306242% -1.14129026028381% 13.995794631412% 6.66622666253136% 4.3530840691691% 0%
IXN -10.6312684365782% -8.08252427184467% 1.6782934413921% 9.93878264932118% 20.7927600700458% 17.70199234154% 15.7679262073322% 12.8256566182856%
IXP 0.362056480811002% -5.46623794212219% 16.8835914928708% 10.909203457619% 14.8757370719789% 7.24772155129636% 7.90744718534786% 7.03357518753025%
WOOD -1.19203563007596% -2.60813428018075% -8.80037035131247% -3.64525107008938% 11.2406364800107% 5.14444901774529% 6.03470673969182% 0%
JXI 7.69952627173203% 2.87373436569387% 20.6418585498807% 4.93371890642802% 9.71588243427388% 7.62593355191197% 6.62275044389184% 0%
Historical Return
 
ICLN 141.8% -24.2% -5.4% -20.4% -25.7%
Peer Group* average
60% Equity / 40% Bonds 16.4% 14.0% -16.7% 17.5% 14.4%
Global Equities (ACWI) 16.3% 18.7% -18.4% 22.3% 17.5%
U.S. Equities (SPY) 18.4% 28.7% -18.2% 26.2% 24.9%
U.S. Bonds (BND) 7.7% -1.9% -13.1% 5.4% 1.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 141.796574727138% -24.1822573368325% -5.42687963748008% -20.3845859561091% -25.7207355531079%
RXI 24.4612007570898% 16.3294838742781% -29.0815003336622% 27.5770459498653% 17.2607552539878%
KXI 7.68721850836935% 13.6861866594652% -6.02371148035987% 2.44605593129426% 4.20211832000483%
IXC -30.938984976883% 40.9677286355949% 48.5074525972638% 3.93967415143586% 1.97803055701364%
IXG -2.99256668981839% 25.0995686817113% -8.96576392729397% 14.9939721679583% 25.7232884798356%
IXJ 12.7458342849344% 19.5854148462114% -4.93781455398783% 3.63079859525788% 0.554113924450639%
EXI 11.3272860090559% 17.3786418149251% -12.3586611327191% 22.0465791745248% 12.4812701691747%
IGF -6.50028441695069% 11.5809977561002% -1.25588804372817% 6.17475148807207% 14.8428765815984%
MXI 22.3054967928019% 15.0758257733935% -9.09192789105235% 14.3844877135156% -8.2315120686694%
IXN 43.6173755666857% 29.5860936543704% -29.8639177530712% 52.9906191433397% 24.8375717205781%
IXP 22.155206165431% 12.7718148187692% -32.9555148594912% 38.8058381951969% 31.3266281756651%
WOOD 20.3452075497758% 17.0339546292697% -19.3922308010803% 13.8435644476862% -4.20339941997292%
JXI 5.18438921706683% 10.8665857750977% -4.16667903018714% 0.662387867172032% 13.1633090698832%


  Compare: Risk vs. Return

for period ending March 31, 2025

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
● ICLN ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● ICLN ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● ICLN ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN risk vs. 60/40 Worse Worse Worse Worse Worse
ICLN return vs. 60/40 Worse Worse Worse Worse Worse
Risk-Return Quadrant
SE SE SE SE SE
Risk-Return Direction 157° 159° 114° 119° 126°
Risk-Return Magnitude 25.4 24.9 14.5 13.1 16.7
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares ICLN to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN -14.6% -18.4% -14.3% -10.6% -12.9%  
Peer Group* average
60% Equity / 40% Bonds -1.4% -3.9% -5.0% -2.1% -0.7% 0.4%
Global Equities (ACWI) -0.2% -1.7% -2.5% -3.1% -4.3%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -3.2% -15.0% -24.7% -12.6% -8.7% -3.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -14.5868571057839% -18.3747085307374% -14.316956578188% -10.61204391575% -12.9385188077954% 0%
RXI -1.54415586580386% -3.50080996823699% -5.84411784365602% -5.05504185129159% -3.80544653417037% 0%
KXI -0.52309800007682% -5.99950102150961% -8.3990188141876% -5.5590334095265% -3.8133331935396% 0%
IXC -6.04412333884556% -0.182413107736495% -1.10983306358295% -7.95699475049633% -9.50333281213808% -6.08370888366827%
IXG 12.1982302878705% 2.81904639270726% -0.226829669142314% -4.67496817801958% -6.39529638462758% -6.05632763029528%
IXJ -8.20160491894526% -6.95452518908555% -7.67279386634747% -4.73860044938059% -1.47793729300078% -0.57218163634152%
EXI -2.69911418263595% 0.180505421960427% -2.59027801670218% -4.18902542039639% -4.7702463828032% 0%
IGF 10.9973511534037% -3.34676397130296% -4.60518254196113% -6.84244746257935% -6.71106849328696% 0%
MXI -12.3583970992014% -8.67099797714536% -6.49690341601671% -6.69696890968399% -9.45697581659652% 0%
IXN -5.75260880476648% -0.231095179246752% -1.85821214820764% 2.0585992157211% -0.106652066059736% 0.418096518606063%
IXP 7.72130408751617% 1.39071469122451% -4.18120386611827% -5.28410333319669% -5.24317684314071% -3.18178152237442%
WOOD -13.8693212528149% -10.9912899184606% -8.59471744174797% -8.02546947149121% -8.17129619276638% 0%
JXI 8.59118681658715% -4.05043998157695% -8.4443128657455% -4.4733471665121% -6.13801940288147% 0%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN -23.2% -26.9% -14.9% -11.5% -16.2%  
Peer Group* average
60% Equity / 40% Bonds -1.0% -2.9% -3.5% -1.3% -0.3% 0.4%
Global Equities (ACWI) -0.1% -1.6% -2.0% -2.8% -3.9%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -0.8% -6.2% -7.4% -2.3% -0.1% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -23.2267291434256% -26.9129796142248% -14.918826711477% -11.4816279119902% -16.1777859879749% 0%
RXI -0.950271105890745% -3.9351146271818% -5.30931612758936% -5.01363606401038% -3.47622523004661% 0%
KXI 1.41314493426976% -3.7983334629316% -3.39691187296614% -2.2283263895931% -0.693059657479248% 0%
IXC -2.53912114571997% 1.80583895265458% 10.7596131836206% -6.41286209487853% -9.12723728008115% -5.08572567063298%
IXG 14.680888128227% 3.7656096368017% 3.43841692898899% -3.52655079247453% -5.96313869094103% -7.04274918780429%
IXJ -7.65180919138204% -4.8824290313423% -4.01876756759194% -2.36046395230869% 0.895205025222296% 1.12174660776581%
EXI -1.66601620228725% 0.502966358705571% -1.25989258245914% -3.91749608842453% -4.68844759341032% 0%
IGF 12.4106854695433% -2.44543496425751% -1.20572405008531% -4.44831006728035% -4.20680713787794% 0%
MXI -12.2420988758668% -10.003664516251% -4.24667040110855% -5.9456910626445% -9.84491594536602% 0%
IXN -7.12037343572943% 0.0888860753275562% -0.770772328690047% 3.85971986505423% 1.19062654159544% 1.47009027156652%
IXP 8.9993940397733% 2.21511930906023% -1.71120212342216% -3.4692932423485% -2.81776365051552% -1.38960528374666%
WOOD -16.4905936351341% -12.4416968696394% -6.51782815631021% -8.08569393434033% -7.97640376889249% 0%
JXI 14.4715360718445% -2.80259203882612% -2.66493650985216% -0.233215931710713% -1.41331944937504% 0%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN -0.83 -0.77 0.19 0.10 0.04  
Peer Group* average
60% Equity / 40% Bonds 0.21 0.03 0.59 0.54 0.74 0.60
Global Equities (ACWI) 0.31 0.17 0.74 0.50 0.54  
U.S. Equities (SPY) 0.33 0.26 0.87 0.69 0.81 0.60
U.S. Bonds (BND) 0.06 -0.57 -0.49 -0.12 0.20 0.30
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -0.831154825749795 -0.774085630725794 0.192806152886104 0.103499180635621 0.0424308942466235 0
RXI 0.221682203034388 0.0957370421090115 0.589998128717397 0.402077253068464 0.582815193252593 0
KXI 0.287063035656989 -0.0754903967898093 0.421867154077377 0.341805733825452 0.558144516694602 0
IXC -0.134779871215265 0.274000268261528 0.844218791775831 0.264364320919364 0.252790637256476 0.263518456439769
IXG 1.19697570656239 0.415049331335077 0.867877391693303 0.430587783192319 0.429721813956669 0.258190758252432
IXJ -0.298503942474906 -0.127355163804788 0.473511738860527 0.402131520908417 0.711860814279445 0.555986677134855
EXI 0.127150108908989 0.279973445737102 0.747532078030697 0.452126146477091 0.523688454930679 0
IGF 1.11975411913876 0.0799009906175748 0.628617776710787 0.282800043373995 0.390180301218966 0
MXI -0.641396300883623 -0.188386271306128 0.561187273265127 0.310558589664448 0.236302428993749 0
IXN -0.0901881886792468 0.280429869829697 0.797057454909641 0.815310640388735 0.809981461807403 0.637151666964668
IXP 0.89145347842092 0.340333154767076 0.664311531772275 0.376687452723275 0.481679162896308 0.404221346262005
WOOD -0.770413788185933 -0.320053697344966 0.4466667925224 0.235257436141978 0.317763209223098 0
JXI 0.957361722319815 0.0458580232374886 0.434859208716483 0.418968777515779 0.420101918385076 0
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN -1.05 -0.96 0.31 0.15 0.06  
Peer Group* average
60% Equity / 40% Bonds 0.31 0.05 0.90 0.79 1.14 0.87
Global Equities (ACWI) 0.46 0.23 1.19 0.74 0.82  
U.S. Equities (SPY) 0.50 0.37 1.43 1.04 1.26 0.88
U.S. Bonds (BND) 0.31 0.05 0.90 0.79 1.14 0.87
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -1.04957304745737 -0.959074301376847 0.307273407666586 0.153842381856434 0.0597608171839684 0
RXI 0.341408183150708 0.146392341935973 1.01678005285914 0.61693313370026 0.923595985272669 0
KXI 0.424486080902055 -0.100439663974365 0.646379317327887 0.497307876907295 0.853496151549633 0
IXC -0.174586152095252 0.423410464402595 1.63402582185398 0.398210110006378 0.37808438876138 0.387577321576292
IXG 2.42004327680555 0.623712521237019 1.5103014458035 0.62718751707121 0.630853170250813 0.359770393842323
IXJ -0.407606417270937 -0.175325344124028 0.748890290483422 0.59759065429335 1.12229783941379 0.840184856801989
EXI 0.183352941275454 0.426621373827881 1.2806532963801 0.67193190694314 0.793941130660554 0
IGF 2.03049878008207 0.107947202334739 0.977311002360404 0.379693376683932 0.545268587509704 0
MXI -0.771130555863606 -0.261501052003399 0.89977118619349 0.462937414313149 0.350215950788345 0
IXN -0.136681492767277 0.417237785970445 1.30231694825181 1.32763224670268 1.32589932623443 0.979894035295287
IXP 1.65494359519749 0.494004299698655 1.021974289418 0.55301396838339 0.731547098338977 0.584448505609356
WOOD -0.95040308293035 -0.402801216612471 0.680096594838636 0.335911609353606 0.458462957159918 0
JXI 1.54496681670352 0.060598302598776 0.628063862201559 0.596153106028543 0.61122786869208 0
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN -40.5 -18.4 4.1 1.1 -1.3  
Peer Group* average
60% Equity / 40% Bonds 8.2 6.5 14.5 11.1 12.9 11.2
Global Equities (ACWI) 9.0 7.3 16.3 9.3 8.7  
U.S. Equities (SPY) 8.0 8.6 18.1 12.1 12.7 9.8
U.S. Bonds (BND) 8.2 6.5 14.5 11.1 12.9 11.2
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN -40.5387744950419 -18.4276835139117 4.13747106693589 1.06135284370067 -1.26900214473705 0
RXI 7.2995291858169 4.55622176723716 13.0121053221382 7.30838934762541 9.43870583120002 0
KXI 18.1944505139116 6.0996513158965 14.4961753477604 9.61570897511799 12.3204996076751 0
IXC 47.1084721055435 13.7039679114866 33.8785710775837 5.61870977638519 4.15168458973295 4.83146422833851
IXG 27.2084708683769 13.1882274830758 22.4873735159601 8.55648111688003 7.1431834404627 3.83774027342172
IXJ -1.6527540835537 3.97410987593023 13.6972172395357 9.5294567394069 14.4602466253934 12.0514645644088
EXI 7.35345579331234 8.88454677811874 16.8731772919972 8.26795150261605 8.34567888024628 0
IGF 42.2772299361535 7.18329962855751 17.6667646966232 6.84015549117495 7.6944682812149 0
MXI -12.9419548363633 -1.53431778246105 13.8706531472791 6.20313935492691 3.64641323810316 0
IXN 1.17254590368957 7.63393874417476 16.9745256129792 15.2215265360454 13.619460209463 10.9014361633721
IXP 18.7137045919444 11.5055842138864 16.6202399104047 8.29060531825075 9.47428099878586 8.4268741014106
WOOD -11.0186099033899 -4.20600770688401 11.4450246717285 4.44483387210312 5.25311509352338 0
JXI 49.9196713551616 7.19804385528651 15.7471796778186 13.2049043775616 11.1118807735118 0


  Compare: Risk & Volatility

for period ending March 31, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN 24.6% 48.5% 60.8% 60.8% 64.5%  
Peer Group* average
60% Equity / 40% Bonds 4.2% 10.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 14.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 6.8% 12.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 7.9% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 24.6% 48.5% 60.8% 60.8% 64.5% 0%
RXI 7.6% 14.1% 31.6% 31.6% 31.6% 0%
KXI 7% 13.4% 16.4% 16.4% 16.4% 0%
IXC 8.3% 16.1% 21.1% 54.4% 59.7% 59.7%
IXG 4.5% 16.1% 23.6% 33.2% 33.2% 74%
IXJ 14.5% 14.5% 16% 16% 16% 36.9%
EXI 6.1% 14.8% 26.4% 27% 27% 0%
IGF 4.6% 17% 17% 29.6% 29.6% 0%
MXI 15.3% 22.1% 25.9% 29% 41.2% 0%
IXN 10.6% 18.1% 34.3% 34.3% 34.3% 52.3%
IXP 6.6% 21.4% 41% 41% 41% 45%
WOOD 12.1% 26.1% 27.6% 37.8% 37.8% 0%
JXI 8% 14.9% 15.7% 18.6% 18.6% 0%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN 20.6% 23.5% 35.4% 28.7% 28.6%  
Peer Group* average
60% Equity / 40% Bonds 9.6% 13.6% 13.4% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.6% 17.7% 18.2% 16.1% 16.2%  
U.S. Equities (SPY) 12.9% 18.8% 19.9% 17.3% 16.5% 16.7%
U.S. Bonds (BND) 5.9% 7.6% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 20.6% 23.5% 35.4% 28.7% 28.6% 0%
RXI 14.8% 23% 23.5% 19.9% 19.4% 0%
KXI 11.8% 13.8% 14.4% 13% 13% 0%
IXC 11.9% 24.6% 33.7% 28% 25.6% 25.5%
IXG 16.1% 21.6% 22.7% 20.7% 20.6% 23.4%
IXJ 14% 14.3% 16.1% 14.8% 14.5% 14.6%
EXI 12.9% 21.6% 22% 19.4% 19.1% 0%
IGF 13.4% 17.4% 17.5% 16.3% 15.9% 0%
MXI 13.7% 22.2% 24% 21.2% 21.2% 0%
IXN 17.3% 26.6% 27.1% 23% 21.2% 21.6%
IXP 14.9% 21.4% 20.4% 17% 16.1% 16.4%
WOOD 14.6% 20.7% 23% 22.3% 21.1% 0%
JXI 18.8% 17.9% 17.7% 15.7% 14.8% 0%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN 16.1% 18.2% 21.3% 18.7% 19.9%  
Peer Group* average
60% Equity / 40% Bonds 6.1% 9.1% 8.0% 7.3% 6.5% 7.1%
Global Equities (ACWI) 6.6% 11.6% 10.4% 10.5% 10.4%  
U.S. Equities (SPY) 8.1% 12.2% 11.3% 10.9% 10.2% 11.0%
U.S. Bonds (BND) 4.0% 5.2% 4.5% 3.5% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 16.1% 18.2% 21.3% 18.7% 19.9% 0%
RXI 9.2% 13.9% 12.7% 12.5% 11.9% 0%
KXI 7.6% 9.3% 8.6% 8.5% 8.1% 0%
IXC 9% 14.9% 16.6% 18.1% 16.8% 17%
IXG 7.4% 13.3% 12.2% 13.8% 13.7% 16.5%
IXJ 9.9% 9.4% 9.5% 9.5% 8.9% 9.4%
EXI 8.5% 13% 11.9% 12.6% 12.3% 0%
IGF 6.9% 11.7% 10.3% 11.7% 11% 0%
MXI 11.1% 15.1% 14.2% 13.8% 14% 0%
IXN 11% 16.8% 15.7% 13.5% 12.5% 13.7%
IXP 7.6% 13.6% 12.5% 11% 10.2% 11%
WOOD 11.5% 15.5% 14.2% 15.1% 14.3% 0%
JXI 11.3% 12.5% 11.4% 10.5% 9.8% 0%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
ICLN 0.43 0.99 1.08 1.05 1.17  
Peer Group* average
60% Equity / 40% Bonds 0.74 0.74 0.71 0.67 0.65 0.65
Global Equities (ACWI) 0.80 0.93 0.91 0.94 0.98  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.74 0.74 0.71 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Sectors
ICLN 0.427374559406293 0.9933969089162 1.08420435025157 1.05171387208757 1.17213091664969 0
RXI 0.92129497670033 1.12089935772137 1.09024661001849 1.08752035670153 1.09998105758295 0
KXI 0.395791567151317 0.527808004047077 0.573039833877237 0.5802626394285 0.612110212926569 0
IXC 0.0419960136930793 0.682370781934541 0.735141091388478 0.990996439414245 1.07766416321502 1.0329893131742
IXG 0.806512156289253 0.918863417613565 0.877008992799238 1.00659398855474 1.09128747952316 1.23911757152334
IXJ 0.626453650393828 0.595179567774979 0.692922948307589 0.710467353186711 0.707082165780571 0.6949100603039
EXI 0.717842037574238 1.04531581547654 1.00168689554335 1.05972034690406 1.10309644390567 0
IGF 0.433680754692447 0.734954322189254 0.716930640269007 0.763840311326634 0.790052813015072 0
MXI 0.47633949512188 0.967627408634657 0.984267777938704 1.01930145708049 1.09963575924101 0
IXN 1.13849339084338 1.25694288247494 1.2047112748075 1.14040038105592 1.13253890319632 1.14501417534729
IXP 0.883856733551827 0.918323275169785 0.874378436817884 0.832793699214725 0.798381376564212 0.793914496340856
WOOD 0.829844064819864 0.948312277969021 0.952141136693926 1.08015090694325 1.08342363698212 0
JXI 0.406623287358658 0.637723431411944 0.595187515888635 0.551505384976949 0.565106204098182 0


  Compare: Correlation

for period ending March 31, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.42 0.71 0.64 0.67 0.70
to S&P500 (SPY) 0.22 0.63 0.57 0.60 0.62
to U.S. Bonds (BND) 0.61 0.75 0.55 0.48 0.31
to Commodities (DBC) -0.25 0.02 0.16 0.27 0.36
to Gold (GLD) 0.38 0.30 0.27 0.25 0.19


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