EFFE vs. VCLN

Last updated Jun 24, 2026

EFFE (Harbor Osmosis Emerging Markets Resource Efficient ETF) and VCLN (Virtus Duff & Phelps Clean Energy ETF) are both exchange-traded funds - EFFE is a Emerging Markets Diversified fund actively managed by Harbor, while VCLN is a Sustainable fund actively managed by Virtus Investment Partners. Both are actively managed. Over the past year, EFFE returned 30.19% vs 72.58% for VCLN. At a 0.47 correlation, their price movements are largely independent. EFFE charges 0.69%/yr vs 0.59%/yr for VCLN.

Performance

EFFE vs. VCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Osmosis Emerging Markets Resource Efficient ETF (EFFE) and Virtus Duff & Phelps Clean Energy ETF (VCLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EFFE achieves a 17.73% return, which is significantly lower than VCLN's 25.35% return.

EFFE

• 1D: -5.58%
• 1M: 0.23%
• YTD: 17.73%
• 6M: 18.02%
• 1Y: 30.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VCLN

• 1D: -3.36%
• 1M: -6.42%
• YTD: 25.35%
• 6M: 23.25%
• 1Y: 72.58%
• 3Y*: 17.94%
• 5Y*: —
• 10Y*: —

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

EFFE vs. VCLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EFFE Harbor Osmosis Emerging Markets Resource Efficient ETF	17.73%	22.42%	-0.84%
VCLN Virtus Duff & Phelps Clean Energy ETF	25.35%	55.75%	0.42%

Correlation

The correlation between EFFE and VCLN is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since Dec 19, 2024	0.47

Return for Risk

EFFE vs. VCLN — Risk / Return Rank

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

EFFE

EFFE Risk / Return Rank: 45
EFFE Sharpe Ratio Rank: 42
EFFE Sortino Ratio Rank: 38
EFFE Omega Ratio Rank: 44
EFFE Calmar Ratio Rank: 49
EFFE Martin Ratio Rank: 51

VCLN

VCLN Risk / Return Rank: 81
VCLN Sharpe Ratio Rank: 81
VCLN Sortino Ratio Rank: 75
VCLN Omega Ratio Rank: 70
VCLN Calmar Ratio Rank: 89
VCLN Martin Ratio Rank: 89

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.

EFFE vs. VCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Osmosis Emerging Markets Resource Efficient ETF (EFFE) and Virtus Duff & Phelps Clean Energy ETF (VCLN). 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.

	EFFE	VCLN	Difference
Sharpe ratio: Return per unit of total volatility	1.34	2.41	-1.07
Sortino ratio: Return per unit of downside risk	1.83	3.11	-1.28
Omega ratio: Gain probability vs. loss probability	1.26	1.39	-0.12
Calmar ratio: Return relative to maximum drawdown	2.21	5.05	-2.84
Martin ratio: Return relative to average drawdown	7.90	18.41	-10.51

EFFE vs. VCLN - Sharpe Ratio Comparison

The current EFFE Sharpe Ratio is 1.34, which is lower than the VCLN Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of EFFE and VCLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EFFE vs. VCLN - Drawdown Comparison

The maximum EFFE drawdown since its inception was -13.75%, smaller than the maximum VCLN drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for EFFE and VCLN.

Drawdown Indicators

	EFFE	VCLN	Difference
Max Drawdown Largest peak-to-trough decline	-13.75%	-45.66%	+31.91%
Max Drawdown (1Y) Largest decline over 1 year	-13.75%	-14.45%	+0.70%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.25%	—
Current Drawdown Current decline from peak	-9.05%	-10.96%	+1.91%
Average Drawdown Average peak-to-trough decline	-2.12%	-23.91%	+21.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.83%	3.95%	-0.12%

Volatility

EFFE vs. VCLN - Volatility Comparison

Harbor Osmosis Emerging Markets Resource Efficient ETF (EFFE) has a higher volatility of 12.74% compared to Virtus Duff & Phelps Clean Energy ETF (VCLN) at 11.33%. This indicates that EFFE's price experiences larger fluctuations and is considered to be riskier than VCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFFE	VCLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.74%	11.33%	+1.41%
Volatility (6M) Calculated over the trailing 6-month period	20.67%	21.41%	-0.74%
Volatility (1Y) Calculated over the trailing 1-year period	22.67%	30.43%	-7.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.46%	27.65%	-6.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.46%	27.65%	-6.19%

EFFE vs. VCLN - Expense Ratio Comparison

EFFE has a 0.69% expense ratio, which is higher than VCLN's 0.59% expense ratio.

Dividends

EFFE vs. VCLN - Dividend Comparison

EFFE's dividend yield for the trailing twelve months is around 3.99%, more than VCLN's 1.67% yield.

Position	TTM	2025	2024	2023	2022
EFFE Harbor Osmosis Emerging Markets Resource Efficient ETF	3.99%	4.69%	0.00%	0.00%	0.00%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.67%	2.01%	1.16%	1.14%	0.65%

Frequently Asked Questions

Can I hold both EFFE and VCLN in my portfolio?

EFFE and VCLN have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EFFE or VCLN?

EFFE has higher volatility (12.74%) compared to VCLN (11.33%). In terms of maximum drawdown, EFFE dropped -13.75% vs VCLN's -45.66%.

Which ETF is better, EFFE or VCLN?

On 1-year performance, VCLN leads with 72.58% vs 30.19% for EFFE. On fees, VCLN is cheaper at 0.59% per year. On volatility, VCLN has been the lower-risk option at 11.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EFFE or VCLN?

Over the 1-year period, VCLN has performed better with a 72.58% return vs 30.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EFFE or VCLN?

VCLN is cheaper with a 0.59% expense ratio, compared with 0.69% for EFFE.

Which ETF pays a higher dividend yield, EFFE or VCLN?

EFFE has the higher dividend yield at 3.99%, compared with 1.67% for VCLN.

What is the main difference between EFFE and VCLN?

EFFE is categorized as Emerging Markets Diversified, while VCLN is Sustainable. They also come from different issuers: Harbor and Virtus Investment Partners. Their fees differ too: 0.69% for EFFE and 0.59% for VCLN.

Which has better risk-adjusted returns?

VCLN currently has the higher Sharpe Ratio (2.41 vs 1.34), 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.