Summary
QCLN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 40.94% Volatility 37.63% Sharpe 1.50
Official loaded data — not a live quote.

FIRST TRUST NASDAQ CLEAN EDGE GREEN ENERGY INDEX FUND

Symbol: QCLN

Exchange: NASDAQ

Sector: Technology

Category: Miscellaneous Sector

Inception date: 08/02/2007

Latest date: 20/07/2026

Current price: $51.25

Expense ratio: 0.59%

Assets under management
$836.7M
-2.51% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-21.47%

Ann. -45.51% (Sharpe / Sortino numerator)

Volatility

47.06%

Sharpe ratio

-1.044

VaR 95%

-4.48%

CVaR 95%: -4.84%
Max drawdown: -9.73%
Sortino ratio: -1.826
Calmar ratio: -4.68

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-6.10%

Ann. 0.26% (Sharpe / Sortino numerator)

Volatility

38.25%

Sharpe ratio

-0.088

VaR 95%

-4.39%

CVaR 95%: -4.62%
Max drawdown: -15.87%
Sortino ratio: -0.138
Calmar ratio: 0.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.39%

Ann. 16.76% (Sharpe / Sortino numerator)

Volatility

38.63%

Sharpe ratio

0.340

VaR 95%

-4.26%

CVaR 95%: -4.72%
Max drawdown: -15.87%
Sortino ratio: 0.565
Calmar ratio: 1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

40.94%

Ann. 60.04% (Sharpe / Sortino numerator)

Volatility

37.63%

Sharpe ratio

1.499

VaR 95%

-4.09%

CVaR 95%: -5.04%
Max drawdown: -15.87%
Sortino ratio: 2.356
Calmar ratio: 3.78

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

38.80%

Ann. 18.85% (Sharpe / Sortino numerator)

Volatility

35.22%

Sharpe ratio

0.432

VaR 95%

-3.66%

CVaR 95%: -4.67%
Max drawdown: -37.29%
Sortino ratio: 0.699
Calmar ratio: 0.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-4.43%

Ann. -3.25% (Sharpe / Sortino numerator)

Volatility

34.71%

Sharpe ratio

-0.198

VaR 95%

-3.67%

CVaR 95%: -4.56%
Max drawdown: -56.08%
Sortino ratio: -0.331
Calmar ratio: -0.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.169%

Best day

7.929%

13/10/2025
Worst day

-9.414%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $52.57 $52.75 $51.22 $51.25 337,700
17/07/2026 $50.75 $53.16 $50.20 $52.24 274,900
16/07/2026 $53.60 $53.93 $51.62 $52.19 327,600
15/07/2026 $55.41 $55.75 $53.45 $54.78 295,500
14/07/2026 $55.19 $55.57 $54.50 $54.90 93,700
13/07/2026 $54.48 $54.69 $53.29 $53.57 118,900
10/07/2026 $56.27 $56.27 $55.31 $55.70 105,400
09/07/2026 $56.70 $57.26 $56.18 $56.55 95,800
08/07/2026 $54.33 $55.05 $53.38 $55.00 296,900
07/07/2026 $57.04 $57.08 $54.54 $55.13 146,400