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DABS vs. OIH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DABS vs. OIH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Asset-Backed Securities ETF (DABS) and VanEck Vectors Oil Services ETF (OIH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DABS achieves a 0.88% return, which is significantly lower than OIH's 51.43% return.


DABS

1D
-0.20%
1M
0.21%
YTD
0.88%
6M
1.22%
1Y
5.66%
3Y*
5Y*
10Y*

OIH

1D
0.18%
1M
-2.77%
YTD
51.43%
6M
43.87%
1Y
92.96%
3Y*
18.56%
5Y*
13.62%
10Y*
-0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DABS vs. OIH - Yearly Performance Comparison


Correlation

The correlation between DABS and OIH is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2025

-0.17

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Return for Risk

DABS vs. OIH — Risk / Return Rank

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

DABS
DABS Risk / Return Rank: 7878
Overall Rank
DABS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DABS Sortino Ratio Rank: 7979
Sortino Ratio Rank
DABS Omega Ratio Rank: 7979
Omega Ratio Rank
DABS Calmar Ratio Rank: 8383
Calmar Ratio Rank
DABS Martin Ratio Rank: 7979
Martin Ratio Rank

OIH
OIH Risk / Return Rank: 8989
Overall Rank
OIH Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
OIH Sortino Ratio Rank: 8585
Sortino Ratio Rank
OIH Omega Ratio Rank: 7979
Omega Ratio Rank
OIH Calmar Ratio Rank: 9696
Calmar Ratio Rank
OIH Martin Ratio Rank: 9393
Martin Ratio Rank
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.

DABS vs. OIH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Asset-Backed Securities ETF (DABS) and VanEck Vectors Oil Services ETF (OIH). 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.


DABSOIHDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.47

1.48

-0.01

Calmar ratioReturn relative to maximum drawdown

4.40

9.80

-5.40

Martin ratioReturn relative to average drawdown

15.21

24.42

-9.22

DABS vs. OIH - Sharpe Ratio Comparison

The current DABS Sharpe Ratio is 2.28, which is comparable to the OIH Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of DABS and OIH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DABSOIHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

3.19

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

2.05

0.01

+2.04

Drawdowns

DABS vs. OIH - Drawdown Comparison

The maximum DABS drawdown since its inception was -1.47%, smaller than the maximum OIH drawdown of -94.45%. Use the drawdown chart below to compare losses from any high point for DABS and OIH.


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Drawdown Indicators


DABSOIHDifference

Max Drawdown

Largest peak-to-trough decline

-1.47%

-94.45%

+92.98%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-9.54%

+8.25%

Max Drawdown (3Y)

Largest decline over 3 years

-43.80%

Max Drawdown (5Y)

Largest decline over 5 years

-43.80%

Max Drawdown (10Y)

Largest decline over 10 years

-89.62%

Current Drawdown

Current decline from peak

-0.49%

-61.60%

+61.11%

Average Drawdown

Average peak-to-trough decline

-0.31%

-48.84%

+48.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

3.82%

-3.45%

Volatility

DABS vs. OIH - Volatility Comparison

The current volatility for DoubleLine Asset-Backed Securities ETF (DABS) is 0.71%, while VanEck Vectors Oil Services ETF (OIH) has a volatility of 7.95%. This indicates that DABS experiences smaller price fluctuations and is considered to be less risky than OIH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DABSOIHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

7.95%

-7.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.60%

20.36%

-18.76%

Volatility (1Y)

Calculated over the trailing 1-year period

2.49%

29.49%

-27.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.56%

36.79%

-34.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.56%

42.41%

-39.85%

DABS vs. OIH - Expense Ratio Comparison

DABS has a 0.40% expense ratio, which is higher than OIH's 0.35% expense ratio.


Dividends

DABS vs. OIH - Dividend Comparison

DABS's dividend yield for the trailing twelve months is around 4.89%, more than OIH's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
DABS
DoubleLine Asset-Backed Securities ETF
4.89%3.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OIH
VanEck Vectors Oil Services ETF
1.13%1.71%2.01%1.36%0.95%0.98%1.23%2.10%2.13%2.60%1.40%2.39%

Frequently Asked Questions


DABS and OIH have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OIH has higher volatility (7.95%) compared to DABS (0.71%). In terms of maximum drawdown, DABS dropped -1.47% vs OIH's -94.45%.

On 1-year performance, OIH leads with 92.96% vs 5.66% for DABS. On fees, OIH is cheaper at 0.35% per year. On volatility, DABS has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OIH has performed better with a 92.96% return vs 5.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OIH is cheaper with a 0.35% expense ratio, compared with 0.40% for DABS.

DABS has the higher dividend yield at 4.89%, compared with 1.13% for OIH.

DABS is categorized as Nontraditional Bonds, while OIH is Energy Equities. They also come from different issuers: DoubleLine and VanEck. Their fees differ too: 0.40% for DABS and 0.35% for OIH.

OIH currently has the higher Sharpe Ratio (3.19 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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