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DAVV.DE vs. IS0E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAVV.DE vs. IS0E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE) and iShares Gold Producers UCITS ETF (IS0E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DAVV.DE achieves a 27.16% return, which is significantly higher than IS0E.DE's -7.03% return.


DAVV.DE

1D
-3.80%
1M
-3.04%
YTD
27.16%
6M
15.92%
1Y
47.52%
3Y*
52.28%
5Y*
-1.30%
10Y*

IS0E.DE

1D
5.81%
1M
-13.97%
YTD
-7.03%
6M
-3.86%
1Y
46.28%
3Y*
36.13%
5Y*
18.25%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAVV.DE vs. IS0E.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DAVV.DE
VanEck Crypto and Blockchain Innovators UCITS ETF
27.16%-0.68%37.42%337.08%-85.83%-25.89%
IS0E.DE
iShares Gold Producers UCITS ETF
-7.03%129.59%18.76%6.25%-3.74%-4.87%

Correlation

The correlation between DAVV.DE and IS0E.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since May 6, 2021

0.20

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Return for Risk

DAVV.DE vs. IS0E.DE — Risk / Return Rank

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

DAVV.DE
DAVV.DE Risk / Return Rank: 2323
Overall Rank
DAVV.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DAVV.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
DAVV.DE Omega Ratio Rank: 2424
Omega Ratio Rank
DAVV.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
DAVV.DE Martin Ratio Rank: 1818
Martin Ratio Rank

IS0E.DE
IS0E.DE Risk / Return Rank: 3535
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3636
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3333
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.

DAVV.DE vs. IS0E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE) and iShares Gold Producers UCITS ETF (IS0E.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DAVV.DEIS0E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratioReturn relative to maximum drawdown

1.03

1.53

-0.50

Martin ratioReturn relative to average drawdown

1.90

4.31

-2.41

DAVV.DE vs. IS0E.DE - Sharpe Ratio Comparison

The current DAVV.DE Sharpe Ratio is 0.81, which is lower than the IS0E.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DAVV.DE and IS0E.DE, 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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Drawdowns

DAVV.DE vs. IS0E.DE - Drawdown Comparison

The maximum DAVV.DE drawdown since its inception was -91.53%, which is greater than IS0E.DE's maximum drawdown of -82.14%. Use the drawdown chart below to compare losses from any high point for DAVV.DE and IS0E.DE.


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Drawdown Indicators


DAVV.DEIS0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-91.53%

-82.14%

-9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-45.68%

-32.80%

-12.88%

Max Drawdown (3Y)

Largest decline over 3 years

-60.00%

-32.80%

-27.20%

Max Drawdown (5Y)

Largest decline over 5 years

-91.53%

-38.05%

-53.48%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

Current Drawdown

Current decline from peak

-34.58%

-28.30%

-6.28%

Average Drawdown

Average peak-to-trough decline

-57.77%

-54.08%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.79%

11.59%

+13.20%

Volatility

DAVV.DE vs. IS0E.DE - Volatility Comparison

VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE) and iShares Gold Producers UCITS ETF (IS0E.DE) have volatilities of 14.56% and 14.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAVV.DEIS0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.56%

14.22%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

40.57%

34.38%

+6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

58.12%

42.45%

+15.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.78%

32.47%

+38.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.56%

32.12%

+38.44%

DAVV.DE vs. IS0E.DE - Expense Ratio Comparison

DAVV.DE has a 0.65% expense ratio, which is higher than IS0E.DE's 0.55% expense ratio.


Dividends

DAVV.DE vs. IS0E.DE - Dividend Comparison

Neither DAVV.DE nor IS0E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DAVV.DE and IS0E.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0E.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0E.DE is cheaper with a 0.55% expense ratio, compared with 0.65% for DAVV.DE.

DAVV.DE is categorized as Technology Equities, while IS0E.DE is Gold. DAVV.DE tracks MVIS Global Digital Assets Equity, while IS0E.DE tracks S&P Commodity Producers Gold. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.65% for DAVV.DE and 0.55% for IS0E.DE.

Portfolio Optimizer

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