Data Source: from January 2009 to March 2023 (~14 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
ETF: iShares Global Clean Energy ETF (ICLN)
In the last 10 Years, the iShares Global Clean Energy ETF (ICLN) ETF obtained a 12.64% compound annual return, with a 26.18% standard deviation.
In 2022, the ETF granted a 0.83% 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 Mar 31, 2023
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 - 31 March 2023 (~14 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~14Y) |
|
| Portfolio Return (%) |
3.02 | -0.35 | 3.79 | -7.28 | 28.58 | 17.31 | 12.64 | 1.64 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.55 |
| Infl. Adjusted Return (%) |
3.02 | -1.69 | 2.40 | -11.39 | 22.18 | 13.00 | 9.79 | -0.88 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||
| RISK INDICATORS | ||||||||
| Standard Deviation (%) | 30.77 | 34.30 | 31.28 | 26.18 | 29.11 | |||
| Sharpe Ratio | -0.32 | 0.81 | 0.51 | 0.46 | -0.08 | |||
| Sortino Ratio | -0.47 | 1.17 | 0.73 | 0.66 | -0.11 | |||
| MAXIMUM DRAWDOWN | ||||||||
| Drawdown Depth (%) | -15.25 | -36.37 | -36.37 | -36.37 | -70.79 | |||
| Start (yyyy mm) | 2022 08 | 2021 02 | 2021 02 | 2021 02 | 2009 06 | |||
| Bottom (yyyy mm) | 2022 10 | 2022 01 | 2022 01 | 2022 01 | 2012 07 | |||
| Start to Bottom (# months) | 3 | 12 | 12 | 12 | 38 | |||
| Start to Recovery (# months) in progress |
> 8
|
> 26
|
> 26
|
> 26
|
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% | 59% | 63% | 67% | ||||
| MONTHS | ||||||||
| Positive | 1 | 2 | 3 | 5 | 20 | 35 | 65 | 89 |
| Negative | 0 | 1 | 3 | 7 | 16 | 25 | 55 | 82 |
| % Positive | 100% | 67% | 50% | 42% | 56% | 58% | 54% | 52% |
| WITHDRAWAL RATES (WR) | ||||||||
| Safe WR (%) | 74.36 | 30.75 | 16.42 | 4.05 | ||||
| Perpetual WR (%) | 18.15 | 11.51 | 8.92 | 0.00 | ||||
- 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 Mar 31, 2023
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.
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 31 March 2023
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 |
0.82
|
0.67
|
0.64
|
0.69
|
|
|
US Large Cap SPY |
0.82
|
0.64
|
0.61
|
0.67
|
|
|
US Small Cap IJR |
0.69
|
0.63
|
0.55
|
0.61
|
|
|
US REITs VNQ |
0.77
|
0.54
|
0.49
|
0.54
|
|
|
US Technology QQQ |
0.82
|
0.64
|
0.61
|
0.64
|
|
|
Preferred Stocks PFF |
0.77
|
0.61
|
0.55
|
0.58
|
|
|
EAFE Stocks EFA |
0.78
|
0.64
|
0.65
|
0.72
|
|
|
World All Countries VT |
0.84
|
0.70
|
0.69
|
0.74
|
|
|
Emerging Markets EEM |
0.75
|
0.69
|
0.67
|
0.73
|
|
|
Europe VGK |
0.72
|
0.61
|
0.62
|
0.69
|
|
|
Pacific VPL |
0.84
|
0.69
|
0.68
|
0.71
|
|
|
Latin America FLLA |
0.57
|
0.50
|
0.50
|
0.59
|
|
|
US Total Bond Market BND |
0.87
|
0.47
|
0.41
|
0.23
|
|
|
Long Term Treasuries TLT |
0.78
|
0.18
|
0.14
|
-0.13
|
|
|
US Cash BIL |
-0.03
|
-0.20
|
-0.11
|
-0.04
|
|
|
TIPS TIP |
0.79
|
0.54
|
0.45
|
0.29
|
|
|
Invest. Grade Bonds LQD |
0.88
|
0.59
|
0.53
|
0.41
|
|
|
High Yield Bonds HYG |
0.79
|
0.65
|
0.62
|
0.65
|
|
|
International Bonds BNDX |
0.81
|
0.47
|
0.38
|
0.20
|
|
|
Emerg. Market Bonds EMB |
0.86
|
0.65
|
0.61
|
0.59
|
|
|
Gold GLD |
0.39
|
0.29
|
0.20
|
0.18
|
|
|
Commodities DBC |
0.24
|
0.32
|
0.30
|
0.41
|
|
Capital Growth as of Mar 31, 2023
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$, since April 2013,
now would be worth 3289.09$, with a total return of 228.91% (12.64% annualized).
The Inflation Adjusted Capital now would be 2544.91$, with a net total return of 154.49% (9.79% annualized).
The Inflation Adjusted Capital now would be 2544.91$, with a net total return of 154.49% (9.79% annualized).
An investment of 1000$, since January 2009,
now would be worth 1261.24$, with a total return of 26.12% (1.64% annualized).
The Inflation Adjusted Capital now would be 881.36$, with a net total return of -11.86% (-0.88% annualized).
The Inflation Adjusted Capital now would be 881.36$, with a net total return of -11.86% (-0.88% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since April 2013.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -36.37% | Feb 2021 | Jan 2022 | 12 | in progress | 14 | 26 |
| -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 |
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 | 14 | 26 |
| -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
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
7.73 |
156.00 Apr 2020 - Mar 2021 |
-56.95 Jun 2011 - May 2012 |
47.50% |
| 2 Years |
6.34 |
86.83 Jan 2019 - Dec 2020 |
-36.26 Jan 2010 - Dec 2011 |
41.89% |
| 3 Years |
5.81 |
48.33 Feb 2018 - Jan 2021 |
-33.47 Aug 2009 - Jul 2012 |
41.18% |
| 5 Years |
5.20 |
30.78 Feb 2016 - Jan 2021 |
-12.84 Jan 2010 - Dec 2014 |
36.61% |
| 7 Years |
4.05 |
18.97 Feb 2014 - Jan 2021 |
-11.25 Jan 2010 - Dec 2016 |
37.50% |
| 10 Years |
5.01 |
15.94 Aug 2012 - Jul 2022 |
-6.59 Jan 2009 - Dec 2018 |
32.69% |
(*) 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.
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 |
3.32
80% |
-0.88
60% |
-4.48
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% |
1.07
40% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
103.32
|
102.42
|
97.83
|
98.50
|
100.83
|
101.51
|
108.42
|
112.38
|
109.15
|
112.11
|
120.95
|
122.24
|
| 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 Apr 2018 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.46
70% |
1.19
60% |
-0.14
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% |
1.23
40% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.46
|
102.67
|
102.52
|
104.30
|
106.01
|
106.48
|
110.59
|
111.83
|
110.36
|
112.75
|
114.98
|
116.39
|
| 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 Apr 2013 - Mar 2023
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 |
0.71
67% |
-0.89
53% |
1.65
73% |
1.89
43% |
-0.94
43% |
-0.07
50% |
2.16
64% |
-0.43
50% |
-1.43
43% |
0.61
43% |
0.75
43% |
1.96
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.71
|
99.82
|
101.47
|
103.38
|
102.41
|
102.34
|
104.55
|
104.10
|
102.61
|
103.24
|
104.01
|
106.05
|
| 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 - Mar 2023
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 - Mar 2023
89 Positive Months (52%) - 82 Negative Months (48%)
MONTHLY RETURNS TABLE
Jan 2009 - Mar 2023
(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 |
| 2023 |
-0.35 | -1.69 | 4.5 | -7.4 | 3.0 | |||||||||
| 2022 |
-5.41 | -11.15 | -11.4 | 10.5 | 3.9 | -12.5 | 5.5 | -3.5 | 17.0 | -0.5 | -13.9 | -1.0 | 12.0 | -6.0 |
| 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 |
