Data Source: from January 2009 to November 2022 (~14 years)
Consolidated Returns as of 30 November 2022
Category: Stocks
ETF: iShares Global Clean Energy ETF (ICLN)

In the last 10 Years, the iShares Global Clean Energy ETF (ICLN) ETF obtained a 14.74% compound annual return, with a 26.04% standard deviation.

In 2021, the ETF granted a 0.89% dividend yield. If you are interested in getting periodic income, please refer to the iShares Global Clean Energy ETF (ICLN) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: Broad Developed Markets
  • Sector: Energy
  • Industry: Clean Energy

Historical Returns as of Nov 30, 2022

Historical returns and Metrics of iShares Global Clean Energy ETF (ICLN) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
ISHARES GLOBAL CLEAN ENERGY ETF (ICLN) ETF
Portfolio Metrics
Data Source: 1 January 2009 - 30 November 2022 (~14 years)
Swipe left to see all data
Metrics as of Nov 30, 2022
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Portfolio
Return (%)
12.02 -4.60 7.19 -8.76 25.64 20.68 14.74 2.16
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.54
Infl. Adjusted
Return (%)
12.02 -5.19 5.13 -14.91 19.62 16.20 11.81 -0.37
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 34.19 36.88 30.87 26.04 29.30
Sharpe Ratio -0.29 0.68 0.64 0.54 -0.06
Sortino Ratio -0.42 0.93 0.90 0.79 -0.09
MAXIMUM DRAWDOWN
Drawdown Depth (%) -19.72 -36.37 -36.37 -36.37 -70.79
Start (yyyy mm) 2021 12 2021 02 2021 02 2021 02 2009 06
Bottom (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2012 07
Start to Bottom (# months) 2 12 12 12 38
Start to Recovery (# months) in progress
> 12
> 22
> 22
> 22
136
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 156.00 48.33 30.78 15.94
Worst Return (%) -56.95 -33.47 -12.84 -6.59
% Positive Periods 53% 58% 62% 65%
MONTHS
Positive 1 1 2 5 21 36 66 87
Negative 0 2 4 7 15 24 54 80
% Positive 100% 33% 33% 42% 58% 60% 55% 52%
WITHDRAWAL RATES (WR)
Safe WR (%) 53.45 28.42 16.51 4.23
Perpetual WR (%) 16.40 13.94 10.57 0.00
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Nov 30, 2022

Monthly correlations of iShares Global Clean Energy ETF (ICLN) ETF vs the main Asset Classes, over different timeframes.

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

Columns are sortable (click on table header to sort).

ISHARES GLOBAL CLEAN ENERGY ETF (ICLN) ETF
Monthly correlations as of 30 November 2022
Swipe left to see all data
Correlation vs ICLN
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2009
US Total Stock Market
VTI
0.66
0.66
0.63
0.68
US Large Cap
SPY
0.64
0.63
0.60
0.67
US Small Cap
IJR
0.64
0.63
0.55
0.62
US REITs
VNQ
0.52
0.53
0.48
0.53
US Technology
QQQ
0.75
0.64
0.61
0.65
Preferred Stocks
PFF
0.67
0.63
0.57
0.58
EAFE Stocks
EFA
0.59
0.64
0.66
0.72
World All Countries
VT
0.66
0.69
0.69
0.74
Emerging Markets
EEM
0.50
0.68
0.67
0.73
Europe
VGK
0.51
0.61
0.62
0.69
Pacific
VPL
0.72
0.69
0.68
0.71
Latin America
FLLA
0.33
0.49
0.50
0.59
US Total Bond Market
BND
0.75
0.46
0.39
0.21
Long Term Treasuries
TLT
0.73
0.16
0.11
-0.15
US Cash
BIL
0.13
-0.18
-0.08
-0.02
TIPS
TIP
0.72
0.53
0.44
0.28
Invest. Grade Bonds
LQD
0.76
0.60
0.52
0.40
High Yield Bonds
HYG
0.62
0.65
0.61
0.64
International Bonds
BNDX
0.68
0.46
0.36
0.18
Emerg. Market Bonds
EMB
0.59
0.65
0.60
0.58
Gold
GLD
0.39
0.29
0.18
0.17
Commodities
DBC
0.03
0.31
0.28
0.41

Capital Growth as of Nov 30, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares Global Clean Energy ETF (ICLN) ETF: Dividend Yield page.

An investment of 1000$, since December 2012, now would be worth 3953.89$, with a total return of 295.39% (14.74% annualized).

The Inflation Adjusted Capital now would be 3054.47$, with a net total return of 205.45% (11.81% annualized).
An investment of 1000$, since January 2009, now would be worth 1346.92$, with a total return of 34.69% (2.16% annualized).

The Inflation Adjusted Capital now would be 950.16$, with a net total return of -4.98% (-0.37% annualized).

Drawdowns

Worst drawdowns since December 2012.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-36.37% Feb 2021 Jan 2022 12 in progress 10 22
-33.14% May 2015 Dec 2016 20 Dec 2019 36 56
-23.96% Mar 2020 Mar 2020 1 Jun 2020 3 4
-16.88% Jul 2014 Dec 2014 6 Mar 2015 3 9
-4.46% Apr 2014 Apr 2014 1 Jun 2014 2 3
-4.40% Aug 2013 Aug 2013 1 Sep 2013 1 2
-1.76% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.07% Nov 2013 Jan 2014 3 Feb 2014 1 4
-0.41% Feb 2013 Feb 2013 1 Mar 2013 1 2

Worst drawdowns since January 2009.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-70.79% Jun 2009 Jul 2012 38 Sep 2020 98 136
-36.37% Feb 2021 Jan 2022 12 in progress 10 22
-28.80% Jan 2009 Feb 2009 2 May 2009 3 5

Rolling Returns ( more details)

iShares Global Clean Energy ETF (ICLN) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.98 156.00
Apr 2020 - Mar 2021
-56.95
Jun 2011 - May 2012
46.79%
2 Years
6.89 86.83
Jan 2019 - Dec 2020
-36.26
Jan 2010 - Dec 2011
40.28%
3 Years
5.34 48.33
Feb 2018 - Jan 2021
-33.47
Aug 2009 - Jul 2012
42.42%
5 Years
4.74 30.78
Feb 2016 - Jan 2021
-12.84
Jan 2010 - Dec 2014
37.96%
7 Years
3.58 18.97
Feb 2014 - Jan 2021
-11.25
Jan 2010 - Dec 2016
39.29%
10 Years
4.36 15.94
Aug 2012 - Jul 2022
-6.59
Jan 2009 - Dec 2018
35.42%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares Global Clean Energy ETF (ICLN) ETF: Rolling Returns page.

Seasonality

iShares Global Clean Energy ETF (ICLN) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.96
80%
0.17
60%
-4.74
60%
0.68
60%
2.37
40%
0.68
60%
6.81
80%
3.66
60%
-2.87
40%
2.71
40%
7.88
80%
3.40
60%
 Capital Growth on monthly avg returns
100
102.96
103.14
98.24
98.92
101.26
101.94
108.88
112.86
109.62
112.59
121.47
125.60
Best 14.9
2019
10.5
2022
3.9
2022
12.7
2020
10.8
2020
7.3
2019
17.0
2022
19.0
2020
7.9
2020
16.7
2021
20.3
2020
20.2
2020
Worst -11.4
2022
-13.3
2021
-24.0
2020
-12.5
2022
-1.7
2019
-8.8
2018
-3.2
2021
-4.3
2018
-13.9
2022
-5.7
2018
-7.0
2021
-9.4
2021
Monthly Seasonality over the period Dec 2017 - Nov 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.23
70%
1.89
60%
-0.35
70%
1.73
50%
1.64
50%
0.45
60%
3.86
70%
1.12
60%
-1.31
30%
2.17
50%
1.98
40%
2.80
50%
 Capital Growth on monthly avg returns
100
101.23
103.14
102.78
104.56
106.27
106.75
110.87
112.10
110.63
113.03
115.26
118.49
Best 14.9
2019
10.5
2022
11.1
2016
15.5
2013
10.8
2020
7.4
2014
17.0
2022
19.0
2020
14.9
2013
16.7
2021
20.3
2020
20.2
2020
Worst -11.6
2016
-13.3
2021
-24.0
2020
-12.5
2022
-5.2
2016
-8.8
2018
-5.6
2014
-10.1
2015
-13.9
2022
-5.7
2018
-9.3
2016
-9.4
2021
Monthly Seasonality over the period Dec 2012 - Nov 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.44
64%
-0.42
57%
1.56
71%
1.89
43%
-0.94
43%
-0.07
50%
2.16
64%
-0.43
50%
-1.43
43%
0.61
43%
0.75
43%
2.58
54%
 Capital Growth on monthly avg returns
100
100.44
100.02
101.57
103.49
102.52
102.45
104.66
104.21
102.72
103.35
104.12
106.80
Best 14.9
2019
10.5
2022
14.9
2009
20.3
2009
12.4
2009
7.4
2014
17.0
2022
19.0
2020
14.9
2013
16.7
2021
20.3
2020
20.2
2020
Worst -13.6
2010
-24.9
2009
-24.0
2020
-12.5
2022
-17.4
2012
-8.8
2018
-12.6
2012
-10.1
2015
-29.9
2011
-12.1
2009
-12.3
2010
-9.4
2021
Monthly Seasonality over the period Jan 2009 - Nov 2022

Monthly/Yearly Returns

iShares Global Clean Energy ETF (ICLN) ETF data source starts from January 2009: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2009 - Nov 2022
87 Positive Months (52%) - 80 Negative Months (48%)
MONTHLY RETURNS TABLE
Jan 2009 - Nov 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
+0.66 -5.83 -11.4 10.5 3.9 -12.5 5.5 -3.5 17.0 -0.5 -13.9 -1.0 12.0
2021
-24.19 -29.17 5.5 -13.3 -6.0 -4.4 -1.4 2.9 -3.2 2.7 -7.2 16.7 -7.0 -9.4
2020
+141.80 +138.55 3.1 3.6 -24.0 12.7 10.8 5.5 15.0 19.0 7.9 5.8 20.3 20.2
2019
+44.35 +41.12 14.9 2.2 0.6 4.1 -1.7 7.3 0.8 1.3 0.3 -2.2 3.3 7.5
2018
-9.02 -10.73 2.7 -2.2 1.7 3.5 -1.4 -8.8 4.4 -4.3 -1.4 -5.7 10.9 -7.0
2017
+21.48 +18.97 4.7 4.4 -0.6 -0.9 2.5 0.2 5.5 1.1 -1.6 3.7 -4.3 5.6
2016
-16.90 -18.59 -11.6 -3.3 11.1 -1.5 -5.2 2.6 3.6 1.0 -0.3 -3.3 -9.3 -0.2
2015
+3.81 +3.06 3.1 9.5 8.5 5.3 -2.7 -7.2 -5.6 -10.1 -4.0 8.2 -3.9 5.3
2014
-4.78 -5.49 -0.9 7.9 0.3 -4.5 4.1 7.4 -5.6 5.3 -7.7 -3.9 -2.1 -3.6
2013
+49.10 +46.89 2.1 -0.4 1.0 15.5 5.9 -1.8 6.6 -4.4 14.9 3.4 -0.1 -0.1
2012
-12.82 -14.31 8.7 2.9 -4.7 -6.3 -17.4 4.6 -12.6 6.5 1.9 -5.0 2.2 9.7
2011
-43.96 -45.58 4.1 4.2 9.7 -2.5 -7.3 -3.8 -9.4 -9.9 -29.9 5.7 -4.8 -5.9
2010
-27.49 -28.56 -13.6 -7.1 5.4 -2.3 -17.3 -3.1 11.3 -4.4 11.2 -1.8 -12.3 7.5
2009
+5.46 +2.66 -5.2 -24.9 14.9 20.3 12.4 -3.1 2.4 -9.4 9.9 -12.1 5.7 3.9
Share this page