DAVV.DE vs. V0IH.DE

Last updated Jun 5, 2026

DAVV.DE (VanEck Crypto and Blockchain Innovators UCITS ETF) and V0IH.DE (VanEck Oil Services UCITS ETF A) are both exchange-traded funds - DAVV.DE is a Technology Equities fund tracking the MVIS Global Digital Assets Equity, while V0IH.DE is a Energy Equities fund tracking the MarketVector US Listed Oil Services 10% Capped. Both are passively managed. Over the past 3 years, DAVV.DE returned 52.28%/yr vs 18.80%/yr for V0IH.DE. At a 0.18 correlation, their price movements are largely independent. DAVV.DE charges 0.65%/yr vs 0.35%/yr for V0IH.DE.

Performance

DAVV.DE vs. V0IH.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 VanEck Oil Services UCITS ETF A (V0IH.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAVV.DE achieves a 27.16% return, which is significantly lower than V0IH.DE's 55.27% return.

DAVV.DE

• 1D: -3.80%
• 1M: -0.05%
• YTD: 27.16%
• 6M: 13.79%
• 1Y: 43.77%
• 3Y*: 52.28%
• 5Y*: -1.30%
• 10Y*: —

V0IH.DE

• 1D: 0.53%
• 1M: 1.36%
• YTD: 55.27%
• 6M: 44.59%
• 1Y: 95.72%
• 3Y*: 18.80%
• 5Y*: —
• 10Y*: —

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

DAVV.DE vs. V0IH.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DAVV.DE VanEck Crypto and Blockchain Innovators UCITS ETF	27.16%	-0.68%	37.42%	167.25%
V0IH.DE VanEck Oil Services UCITS ETF A	55.27%	-0.77%	-6.42%	13.18%

Correlation

The correlation between DAVV.DE and V0IH.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (All Time) Calculated using the full available price history since Apr 6, 2023	0.18

The correlation between DAVV.DE and V0IH.DE shifts across timeframes, from 0.06 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DAVV.DE vs. V0IH.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: 23
DAVV.DE Sharpe Ratio Rank: 24
DAVV.DE Sortino Ratio Rank: 26
DAVV.DE Omega Ratio Rank: 24
DAVV.DE Calmar Ratio Rank: 23
DAVV.DE Martin Ratio Rank: 18

V0IH.DE

V0IH.DE Risk / Return Rank: 90
V0IH.DE Sharpe Ratio Rank: 93
V0IH.DE Sortino Ratio Rank: 88
V0IH.DE Omega Ratio Rank: 82
V0IH.DE Calmar Ratio Rank: 97
V0IH.DE Martin Ratio Rank: 93

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. V0IH.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 VanEck Oil Services UCITS ETF A (V0IH.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.

	DAVV.DE	V0IH.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.81	3.30	-2.49
Sortino ratio: Return per unit of downside risk	1.39	3.92	-2.53
Omega ratio: Gain probability vs. loss probability	1.16	1.48	-0.32
Calmar ratio: Return relative to maximum drawdown	1.03	10.49	-9.46
Martin ratio: Return relative to average drawdown	1.90	24.98	-23.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DAVV.DE vs. V0IH.DE - Sharpe Ratio Comparison

The current DAVV.DE Sharpe Ratio is 0.81, which is lower than the V0IH.DE Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of DAVV.DE and V0IH.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.

Sharpe Ratios by Period

	DAVV.DE	V0IH.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	3.30	-2.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.56	-0.61

Drawdowns

DAVV.DE vs. V0IH.DE - Drawdown Comparison

The maximum DAVV.DE drawdown since its inception was -91.53%, which is greater than V0IH.DE's maximum drawdown of -44.39%. Use the drawdown chart below to compare losses from any high point for DAVV.DE and V0IH.DE.

Drawdown Indicators

	DAVV.DE	V0IH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-91.53%	-44.39%	-47.14%
Max Drawdown (1Y) Largest decline over 1 year	-45.68%	-9.09%	-36.59%
Max Drawdown (3Y) Largest decline over 3 years	-60.00%	-44.39%	-15.61%
Max Drawdown (5Y) Largest decline over 5 years	-91.53%	—	—
Current Drawdown Current decline from peak	-34.58%	-3.97%	-30.61%
Average Drawdown Average peak-to-trough decline	-57.66%	-15.06%	-42.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.79%	3.82%	+20.97%

Volatility

DAVV.DE vs. V0IH.DE - Volatility Comparison

VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE) has a higher volatility of 14.56% compared to VanEck Oil Services UCITS ETF A (V0IH.DE) at 8.79%. This indicates that DAVV.DE's price experiences larger fluctuations and is considered to be riskier than V0IH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAVV.DE	V0IH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.56%	8.79%	+5.77%
Volatility (6M) Calculated over the trailing 6-month period	40.57%	20.57%	+20.00%
Volatility (1Y) Calculated over the trailing 1-year period	58.12%	29.00%	+29.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.78%	29.69%	+41.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.57%	29.69%	+40.88%

DAVV.DE vs. V0IH.DE - Expense Ratio Comparison

DAVV.DE has a 0.65% expense ratio, which is higher than V0IH.DE's 0.35% expense ratio.

Dividends

DAVV.DE vs. V0IH.DE - Dividend Comparison

Neither DAVV.DE nor V0IH.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DAVV.DE and V0IH.DE in my portfolio?

DAVV.DE and V0IH.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DAVV.DE or V0IH.DE?

On fees, V0IH.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DAVV.DE or V0IH.DE?

V0IH.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for DAVV.DE.

What is the main difference between DAVV.DE and V0IH.DE?

DAVV.DE is categorized as Technology Equities, while V0IH.DE is Energy Equities. DAVV.DE tracks MVIS Global Digital Assets Equity, while V0IH.DE tracks MarketVector US Listed Oil Services 10% Capped. Their fees differ too: 0.65% for DAVV.DE and 0.35% for V0IH.DE.