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EFRA vs. OIH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFRA vs. OIH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Environmental Infrastructure and Industrials ETF (EFRA) and VanEck Vectors Oil Services ETF (OIH). The values are adjusted to include any dividend payments, if applicable.

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EFRA vs. OIH - Yearly Performance Comparison


2026 (YTD)2025202420232022
EFRA
iShares Environmental Infrastructure and Industrials ETF
4.38%13.76%8.09%14.49%7.48%
OIH
VanEck Vectors Oil Services ETF
40.13%6.81%-10.53%3.20%2.17%

Returns By Period

In the year-to-date period, EFRA achieves a 4.38% return, which is significantly lower than OIH's 40.13% return.


EFRA

1D
-0.42%
1M
-4.93%
YTD
4.38%
6M
4.39%
1Y
17.05%
3Y*
11.38%
5Y*
10Y*

OIH

1D
0.73%
1M
3.77%
YTD
40.13%
6M
56.02%
1Y
52.44%
3Y*
12.71%
5Y*
16.85%
10Y*
-0.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFRA vs. OIH - Expense Ratio Comparison

EFRA has a 0.47% expense ratio, which is higher than OIH's 0.35% expense ratio.


Return for Risk

EFRA vs. OIH — Risk / Return Rank

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

EFRA
EFRA Risk / Return Rank: 5353
Overall Rank
EFRA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EFRA Sortino Ratio Rank: 5959
Sortino Ratio Rank
EFRA Omega Ratio Rank: 5252
Omega Ratio Rank
EFRA Calmar Ratio Rank: 5353
Calmar Ratio Rank
EFRA Martin Ratio Rank: 4848
Martin Ratio Rank

OIH
OIH Risk / Return Rank: 6666
Overall Rank
OIH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
OIH Sortino Ratio Rank: 7070
Sortino Ratio Rank
OIH Omega Ratio Rank: 6868
Omega Ratio Rank
OIH Calmar Ratio Rank: 6868
Calmar Ratio Rank
OIH Martin Ratio Rank: 4949
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.

EFRA vs. OIH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Environmental Infrastructure and Industrials ETF (EFRA) 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.


EFRAOIHDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.38

-0.33

Sortino ratio

Return per unit of downside risk

1.60

1.88

-0.28

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.63

2.01

-0.38

Martin ratio

Return relative to average drawdown

5.66

5.57

+0.09

EFRA vs. OIH - Sharpe Ratio Comparison

The current EFRA Sharpe Ratio is 1.06, which is comparable to the OIH Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of EFRA and OIH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EFRAOIHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.38

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

-0.00

+0.94

Correlation

The correlation between EFRA and OIH is 0.47, 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.


Dividends

EFRA vs. OIH - Dividend Comparison

EFRA's dividend yield for the trailing twelve months is around 4.15%, more than OIH's 1.22% yield.


TTM20252024202320222021202020192018201720162015
EFRA
iShares Environmental Infrastructure and Industrials ETF
4.15%4.34%3.79%1.85%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OIH
VanEck Vectors Oil Services ETF
1.22%1.71%2.01%1.36%0.95%0.98%1.23%2.10%2.13%2.60%1.40%2.39%

Drawdowns

EFRA vs. OIH - Drawdown Comparison

The maximum EFRA drawdown since its inception was -16.25%, smaller than the maximum OIH drawdown of -94.45%. Use the drawdown chart below to compare losses from any high point for EFRA and OIH.


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Drawdown Indicators


EFRAOIHDifference

Max Drawdown

Largest peak-to-trough decline

-16.25%

-94.45%

+78.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-16.94%

+5.74%

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

-7.50%

-64.46%

+56.96%

Average Drawdown

Average peak-to-trough decline

-3.53%

-48.76%

+45.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

9.44%

-6.22%

Volatility

EFRA vs. OIH - Volatility Comparison

The current volatility for iShares Environmental Infrastructure and Industrials ETF (EFRA) is 6.01%, while VanEck Vectors Oil Services ETF (OIH) has a volatility of 8.54%. This indicates that EFRA 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


EFRAOIHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

8.54%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

21.75%

-11.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

38.07%

-21.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

37.47%

-22.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

42.49%

-27.04%