Guggenheim Solar, an exchange-traded fund that invests in solar-power stocks, has had dramatic swings in performance, including a 64% drop in 2011 and a 128% surge in 2013. It's up 26% so far this year.

It's also noteworthy because of the way its return has varied from that of the index it tracks. Over time, most index ETFs trail their benchmarks by a hair more than the fund's expenses. Guggenheim Solar has annual expenses equal to 0.7% of assets. But over the past few years, the ETF has beaten the MAC Global Solar Energy Index by a median of 3.6 percentage points a year, according to research firm ETF.com.