^DJT vs. EVX

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones Transportation Average (^DJT) and VanEck Vectors Environmental Services ETF (EVX).

EVX is a passively managed fund by VanEck that tracks the performance of the NYSE Arca Environmental Services Index. It was launched on Oct 16, 2006.

Performance

^DJT vs. EVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Transportation Average (^DJT) and VanEck Vectors Environmental Services ETF (EVX). The values are adjusted to include any dividend payments, if applicable.

^DJT vs. EVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJT Dow Jones Transportation Average	9.06%	9.19%	-0.02%	18.72%	-18.73%	31.75%	14.73%	18.87%	-13.59%	17.34%
EVX VanEck Vectors Environmental Services ETF	2.88%	11.72%	12.99%	12.97%	-10.58%	27.47%	13.28%	28.41%	-3.82%	16.05%

Returns By Period

In the year-to-date period, ^DJT achieves a 9.06% return, which is significantly higher than EVX's 2.88% return. Over the past 10 years, ^DJT has underperformed EVX with an annualized return of 9.15%, while EVX has yielded a comparatively higher 12.31% annualized return.

^DJT

• 1D: 1.72%
• 1M: -4.20%
• YTD: 9.06%
• 6M: 20.93%
• 1Y: 28.08%
• 3Y*: 9.45%
• 5Y*: 5.12%
• 10Y*: 9.15%

EVX

• 1D: 1.58%
• 1M: -6.51%
• YTD: 2.88%
• 6M: 1.94%
• 1Y: 10.73%
• 3Y*: 11.15%
• 5Y*: 8.33%
• 10Y*: 12.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^DJT vs. EVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJT

^DJT Risk / Return Rank: 71
^DJT Sharpe Ratio Rank: 72
^DJT Sortino Ratio Rank: 73
^DJT Omega Ratio Rank: 70
^DJT Calmar Ratio Rank: 73
^DJT Martin Ratio Rank: 68

EVX

EVX Risk / Return Rank: 32
EVX Sharpe Ratio Rank: 32
EVX Sortino Ratio Rank: 32
EVX Omega Ratio Rank: 29
EVX Calmar Ratio Rank: 36
EVX Martin Ratio Rank: 31

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DJT vs. EVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Transportation Average (^DJT) and VanEck Vectors Environmental Services ETF (EVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^DJT	EVX	Difference
Sharpe ratio Return per unit of total volatility	1.07	0.64	+0.43
Sortino ratio Return per unit of downside risk	1.62	1.00	+0.62
Omega ratio Gain probability vs. loss probability	1.22	1.13	+0.09
Calmar ratio Return relative to maximum drawdown	1.81	0.97	+0.83
Martin ratio Return relative to average drawdown	5.86	2.79	+3.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DJT vs. EVX - Sharpe Ratio Comparison

The current ^DJT Sharpe Ratio is 1.07, which is higher than the EVX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ^DJT and EVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^DJT	EVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	0.64	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.47	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.61	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.43	-0.05

Correlation

The correlation between ^DJT and EVX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^DJT vs. EVX - Drawdown Comparison

The maximum ^DJT drawdown since its inception was -60.92%, which is greater than EVX's maximum drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for ^DJT and EVX.

Drawdown Indicators

	^DJT	EVX	Difference
Max Drawdown Largest peak-to-trough decline	-60.92%	-55.91%	-5.01%
Max Drawdown (1Y) Largest decline over 1 year	-15.71%	-11.53%	-4.18%
Max Drawdown (5Y) Largest decline over 5 years	-29.58%	-21.45%	-8.13%
Max Drawdown (10Y) Largest decline over 10 years	-42.06%	-41.01%	-1.05%
Current Drawdown Current decline from peak	-4.84%	-7.06%	+2.22%
Average Drawdown Average peak-to-trough decline	-13.03%	-8.78%	-4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.84%	4.02%	+0.82%

Volatility

^DJT vs. EVX - Volatility Comparison

Dow Jones Transportation Average (^DJT) has a higher volatility of 7.51% compared to VanEck Vectors Environmental Services ETF (EVX) at 5.33%. This indicates that ^DJT's price experiences larger fluctuations and is considered to be riskier than EVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DJT	EVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.51%	5.33%	+2.18%
Volatility (6M) Calculated over the trailing 6-month period	15.06%	10.59%	+4.47%
Volatility (1Y) Calculated over the trailing 1-year period	26.29%	16.82%	+9.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.82%	17.66%	+5.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.33%	20.24%	+3.09%