iShares Global Clean Energy ETF
for period ending November 30, 2024
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Overview
ICLN is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
- For how to compare portfolio recipes based on risk and return, see the article "How to Choose"
- For how to invest by buying the underlying portfolio ingredients, see the article "How to Invest"
- For how to keep the mix of ingredients up-to-date, see the article "How to Rebalance Your Portfolio"
Portfolio Recipe 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
- Since this is an exchange-traded fund, you can purchase this directly through your broker using the ticker ICLN. See How to Invest, below.
- Fund fees. The manager of this fund charges a percentage of assets under management as its fee.
- Additional fees. If a financial adviser purchases this fund on your behalf, they may also charge a fee.
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 November 30, 2024
Total Return (Compound Annual Growth Rate) | ||||||||
YTD | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | ||
ICLN | -19.9% | -5.4% | -11.5% | -18.2% | 3.5% | 3.9% | -1.5% | |
Peer Group* average | ||||||||
60% Equity / 40% Bonds | 17.4% | 4.4% | 22.8% | 5.5% | 9.2% | 8.4% | 9.5% | 7.9% |
Global Equities (ACWI) | 20.7% | 4.0% | 26.5% | 7.8% | 11.5% | 9.4% | 9.5% | |
U.S. Equities (SPY) | 28.0% | 6.0% | 33.8% | 11.4% | 15.7% | 13.3% | 14.1% | 10.6% |
U.S. Bonds (BND) | 3.1% | 1.1% | 6.8% | -2.0% | -0.1% | 1.5% | 2.3% | 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 |
Historical Return | ||||||
ICLN | 44.3% | 141.8% | -24.2% | -5.4% | -20.4% | |
Peer Group* average | ||||||
60% Equity / 40% Bonds | 21.8% | 16.4% | 14.0% | -16.7% | 17.5% | |
Global Equities (ACWI) | 26.6% | 16.3% | 18.7% | -18.4% | 22.3% | |
U.S. Equities (SPY) | 31.2% | 18.4% | 28.7% | -18.2% | 26.2% | |
U.S. Bonds (BND) | 8.8% | 7.7% | -1.9% | -13.1% | 5.4% | |
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 |
Compare: Risk vs. Return
for period ending November 30, 2024
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.
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° | 157° | 111° | 111° | 129° | |
Risk-Return Magnitude | 37.1 | 25.8 | 16.0 | 12.7 | 17.6 | |
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 |
* 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 | -34.5% | -20.3% | -12.3% | -10.1% | -14.2% | |
Peer Group* average | ||||||
60% Equity / 40% Bonds | -7.2% | -5.8% | -4.1% | -1.9% | -0.6% | 0.4% |
Global Equities (ACWI) | -5.9% | -3.5% | -3.9% | -3.6% | -4.8% | |
U.S. Equities (SPY) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
U.S. Bonds (BND) | -26.1% | -22.5% | -21.6% | -13.0% | -9.8% | -4.3% |
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 |
Alpha | ||||||
1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
ICLN | -49.2% | -29.5% | -13.8% | -10.0% | -18.1% | |
Peer Group* average | ||||||
60% Equity / 40% Bonds | -4.7% | -4.3% | -2.8% | -1.1% | -0.2% | 0.4% |
Global Equities (ACWI) | -4.3% | -3.3% | -3.5% | -3.2% | -4.4% | |
U.S. Equities (SPY) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
U.S. Bonds (BND) | -9.2% | -9.2% | -5.9% | -2.1% | -0.2% | 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 |
Sharpe | ||||||
1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
ICLN | -0.47 | -0.72 | 0.17 | 0.20 | 0.03 | |
Peer Group* average | ||||||
60% Equity / 40% Bonds | 1.99 | 0.08 | 0.48 | 0.62 | 0.82 | 0.63 |
Global Equities (ACWI) | 2.09 | 0.22 | 0.52 | 0.54 | 0.59 | |
U.S. Equities (SPY) | 2.54 | 0.40 | 0.71 | 0.75 | 0.88 | 0.63 |
U.S. Bonds (BND) | 0.29 | -0.82 | -0.43 | -0.09 | 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 |
Sortino | ||||||
1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
ICLN | -0.63 | -0.89 | 0.26 | 0.30 | 0.05 | |
Peer Group* average | ||||||
60% Equity / 40% Bonds | 3.66 | 0.10 | 0.70 | 0.91 | 1.27 | 0.92 |
Global Equities (ACWI) | 4.10 | 0.30 | 0.76 | 0.79 | 0.88 | |
U.S. Equities (SPY) | 5.39 | 0.58 | 1.08 | 1.14 | 1.39 | 0.92 |
U.S. Bonds (BND) | 3.66 | 0.10 | 0.70 | 0.91 | 1.27 | 0.92 |
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 |
Compare: Risk & Volatility
for period ending November 30, 2024
Maximum Drawdown | ||||||
1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
ICLN | 19.9% | 43.1% | 56.7% | 56.7% | 69.3% | |
Peer Group* average | ||||||
60% Equity / 40% Bonds | 3.6% | 20.7% | 20.7% | 20.7% | 20.7% | 32.2% |
Global Equities (ACWI) | 3.6% | 25.7% | 25.7% | 25.7% | 25.7% | |
U.S. Equities (SPY) | 4.0% | 23.9% | 23.9% | 23.9% | 23.9% | 50.8% |
U.S. Bonds (BND) | 3.1% | 15.5% | 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 |
Standard Deviation | ||||||
1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
ICLN | 25.5% | 25.1% | 37.3% | 29.5% | 28.8% | |
Peer Group* average | ||||||
60% Equity / 40% Bonds | 9.4% | 13.7% | 14.0% | 11.3% | 10.5% | 10.7% |
Global Equities (ACWI) | 11.0% | 18.0% | 19.4% | 16.2% | 16.4% | |
U.S. Equities (SPY) | 12.4% | 19.4% | 21.0% | 17.3% | 16.6% | 16.6% |
U.S. Bonds (BND) | 6.5% | 7.5% | 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 |
Downside Deviation | ||||||
1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
ICLN | 19.0% | 19.3% | 24.0% | 19.0% | 20.2% | |
Peer Group* average | ||||||
60% Equity / 40% Bonds | 4.7% | 9.2% | 9.0% | 7.1% | 6.5% | 7.0% |
Global Equities (ACWI) | 5.1% | 11.8% | 12.6% | 10.5% | 10.5% | |
U.S. Equities (SPY) | 5.4% | 12.5% | 13.1% | 10.8% | 10.2% | 11.0% |
U.S. Bonds (BND) | 3.9% | 5.4% | 4.5% | 3.4% | 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 |
Beta | ||||||
1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
ICLN | 1.14 | 0.98 | 1.13 | 1.06 | 1.20 | |
Peer Group* average | ||||||
60% Equity / 40% Bonds | 0.78 | 0.74 | 0.70 | 0.67 | 0.65 | 0.65 |
Global Equities (ACWI) | 0.90 | 0.94 | 0.94 | 0.94 | 0.99 | |
U.S. Equities (SPY) | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
U.S. Bonds (BND) | 0.78 | 0.74 | 0.70 | 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 |
Compare: Correlation
for period ending November 30, 2024
1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
to Global Stocks (ACWI) | 0.61 | 0.65 | 0.66 | 0.66 | 0.70 | |
to S&P500 (SPY) | 0.39 | 0.59 | 0.60 | 0.59 | 0.63 | |
to U.S. Bonds (BND) | 0.66 | 0.68 | 0.55 | 0.46 | 0.29 | |
to Commodities (DBC) | -0.41 | 0.01 | 0.27 | 0.26 | 0.37 | |
to Gold (GLD) | 0.27 | 0.31 | 0.27 | 0.22 | 0.18 |