PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VanEck Vectors Environmental Services ETF (EVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92189F3047

CUSIP

92189F304

Issuer

VanEck

Inception Date

Oct 16, 2006

Region

North America (U.S.)

Leveraged

1x

Index Tracked

NYSE Arca Environmental Services Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

EVX features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for EVX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EVX vs. EPU EVX vs. AQWA EVX vs. VOO EVX vs. PHO EVX vs. XLK EVX vs. QQQ EVX vs. DRIV EVX vs. AVGO EVX vs. VTI EVX vs. VGT
Popular comparisons:
EVX vs. EPU EVX vs. AQWA EVX vs. VOO EVX vs. PHO EVX vs. XLK EVX vs. QQQ EVX vs. DRIV EVX vs. AVGO EVX vs. VTI EVX vs. VGT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VanEck Vectors Environmental Services ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
389.03%
333.21%
EVX (VanEck Vectors Environmental Services ETF)
Benchmark (^GSPC)

Returns By Period

VanEck Vectors Environmental Services ETF had a return of 13.93% year-to-date (YTD) and 14.51% in the last 12 months. Over the past 10 years, VanEck Vectors Environmental Services ETF had an annualized return of 12.52%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


EVX

YTD

13.93%

1M

-6.27%

6M

2.38%

1Y

14.51%

5Y*

10.65%

10Y*

12.52%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of EVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.06%9.69%3.39%-3.91%3.00%2.85%3.39%2.24%0.10%0.45%5.86%13.93%
20237.15%-0.92%0.64%-1.20%-0.86%13.37%0.13%-3.81%-7.93%-5.88%7.32%6.30%12.97%
2022-12.30%3.80%8.92%-5.47%-1.35%-8.19%10.32%0.40%-9.10%7.67%3.87%-6.45%-10.58%
2021-1.02%3.05%8.84%5.08%0.96%-0.09%2.30%2.33%-3.24%8.91%-2.82%1.04%27.47%
2020-0.33%-6.14%-23.54%10.78%8.92%1.14%4.40%3.01%-0.09%-1.05%16.97%4.34%13.28%
201910.58%4.52%0.61%3.87%-4.56%6.97%1.93%-1.98%1.80%-1.32%1.94%1.85%28.50%
20182.79%-2.51%-2.53%0.15%6.16%-0.15%4.75%2.43%-0.07%-6.04%2.58%-10.24%-3.82%
2017-0.50%3.74%-0.50%1.86%-1.39%1.89%2.60%-1.22%7.49%0.50%-0.99%1.85%16.05%
2016-1.95%1.43%10.70%-0.28%1.68%2.59%3.77%0.16%-0.12%-0.85%7.82%2.08%29.72%
2015-7.29%4.41%-1.14%-0.28%0.79%-1.69%-0.65%-2.50%-5.15%5.15%-2.34%-0.27%-11.02%
2014-4.57%2.93%2.34%0.89%0.37%2.89%-2.83%0.25%-3.26%0.80%2.68%1.45%3.62%
20136.57%-0.81%3.73%1.50%4.88%-5.77%5.64%-0.93%6.20%2.44%3.08%0.59%29.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EVX is 58, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EVX is 5858
Overall Rank
The Sharpe Ratio Rank of EVX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of EVX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of EVX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of EVX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of EVX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for VanEck Vectors Environmental Services ETF (EVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EVX, currently valued at 1.11, compared to the broader market0.002.004.001.112.10
The chart of Sortino ratio for EVX, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.562.80
The chart of Omega ratio for EVX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.39
The chart of Calmar ratio for EVX, currently valued at 1.39, compared to the broader market0.005.0010.0015.001.393.09
The chart of Martin ratio for EVX, currently valued at 6.30, compared to the broader market0.0020.0040.0060.0080.00100.006.3013.49
EVX
^GSPC

The current VanEck Vectors Environmental Services ETF Sharpe ratio is 1.11. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of VanEck Vectors Environmental Services ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.11
2.10
EVX (VanEck Vectors Environmental Services ETF)
Benchmark (^GSPC)

Dividends

Dividend History

VanEck Vectors Environmental Services ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$1.45$0.56$0.37$0.39$0.47$0.32$0.78$0.53$0.68$1.05$0.75

Dividend yield

0.00%0.95%0.41%0.24%0.33%0.44%0.38%0.89%0.70%1.16%1.58%1.15%

Monthly Dividends

The table displays the monthly dividend distributions for VanEck Vectors Environmental Services ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.45$1.45
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78$0.78
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.05$1.05
2013$0.75$0.75

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.52%
-2.62%
EVX (VanEck Vectors Environmental Services ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the VanEck Vectors Environmental Services ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VanEck Vectors Environmental Services ETF was 55.91%, occurring on Mar 9, 2009. Recovery took 934 trading sessions.

The current VanEck Vectors Environmental Services ETF drawdown is 9.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.91%Jun 6, 2008190Mar 9, 2009934Jan 29, 20131124
-41.01%Feb 21, 202022Mar 23, 2020161Nov 9, 2020183
-21.45%Nov 18, 2021145Jun 16, 2022259Jun 29, 2023404
-20.74%Sep 18, 201853Dec 24, 201881Apr 23, 2019134
-19.7%Jul 2, 2014243Jan 13, 201668Jun 7, 2016311

Volatility

Volatility Chart

The current VanEck Vectors Environmental Services ETF volatility is 4.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.12%
3.79%
EVX (VanEck Vectors Environmental Services ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab