EINC vs. VOLT

Last updated Jun 4, 2026

EINC (VanEck Energy Income ETF) and VOLT (Tema Electrification ETF) are both Energy Equities funds. EINC is passively managed, while VOLT is actively managed. Over the past year, EINC returned 26.00% vs 65.79% for VOLT. At a 0.31 correlation, their price movements are largely independent. EINC charges 0.45%/yr vs 0.75%/yr for VOLT.

Performance

EINC vs. VOLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Energy Income ETF (EINC) and Tema Electrification ETF (VOLT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EINC achieves a 24.74% return, which is significantly lower than VOLT's 37.23% return.

EINC

• 1D: -0.39%
• 1M: -1.60%
• YTD: 24.74%
• 6M: 24.40%
• 1Y: 26.00%
• 3Y*: 29.18%
• 5Y*: 20.73%
• 10Y*: 11.62%

VOLT

• 1D: 0.16%
• 1M: -2.25%
• YTD: 37.23%
• 6M: 34.70%
• 1Y: 65.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EINC vs. VOLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EINC VanEck Energy Income ETF	24.74%	7.11%	-3.40%
VOLT Tema Electrification ETF	37.23%	25.92%	-8.86%

Correlation

The correlation between EINC and VOLT is 0.09, 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	0.09
Correlation (All Time) Calculated using the full available price history since Dec 5, 2024	0.31

Over the past year, the correlation between EINC and VOLT has dropped to 0.09 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

EINC vs. VOLT - Sectors Allocation Comparison

Sectors	EINC	VOLT
Energy	99.5%	5.0%
Industrials	2.5%	48.1%
Utilities	0.6%	31.2%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	3.5%
Consumer Defensive	-	-
Financial Services	-	0.5%
Healthcare	-	-
Real Estate	-	-
Technology	-	11.0%

Return for Risk

EINC vs. VOLT — Risk / Return Rank

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

EINC

EINC Risk / Return Rank: 53
EINC Sharpe Ratio Rank: 51
EINC Sortino Ratio Rank: 49
EINC Omega Ratio Rank: 49
EINC Calmar Ratio Rank: 66
EINC Martin Ratio Rank: 53

VOLT

VOLT Risk / Return Rank: 89
VOLT Sharpe Ratio Rank: 91
VOLT Sortino Ratio Rank: 88
VOLT Omega Ratio Rank: 85
VOLT Calmar Ratio Rank: 94
VOLT 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.

EINC vs. VOLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Energy Income ETF (EINC) and Tema Electrification ETF (VOLT). 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.

	EINC	VOLT	Difference
Sharpe ratio: Return per unit of total volatility	1.78	3.25	-1.47
Sortino ratio: Return per unit of downside risk	2.43	4.07	-1.64
Omega ratio: Gain probability vs. loss probability	1.31	1.53	-0.22
Calmar ratio: Return relative to maximum drawdown	3.31	7.38	-4.07
Martin ratio: Return relative to average drawdown	9.18	20.55	-11.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EINC vs. VOLT - Sharpe Ratio Comparison

The current EINC Sharpe Ratio is 1.78, which is lower than the VOLT Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of EINC and VOLT, 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

	EINC	VOLT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	3.25	-1.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.07	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	1.49	-1.46

Drawdowns

EINC vs. VOLT - Drawdown Comparison

The maximum EINC drawdown since its inception was -87.55%, which is greater than VOLT's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for EINC and VOLT.

Drawdown Indicators

	EINC	VOLT	Difference
Max Drawdown Largest peak-to-trough decline	-87.55%	-23.40%	-64.15%
Max Drawdown (1Y) Largest decline over 1 year	-7.89%	-8.96%	+1.07%
Max Drawdown (3Y) Largest decline over 3 years	-16.01%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.87%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-68.85%	—	—
Current Drawdown Current decline from peak	-5.44%	-4.12%	-1.32%
Average Drawdown Average peak-to-trough decline	-44.29%	-5.17%	-39.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	3.21%	-0.36%

Volatility

EINC vs. VOLT - Volatility Comparison

The current volatility for VanEck Energy Income ETF (EINC) is 6.39%, while Tema Electrification ETF (VOLT) has a volatility of 7.84%. This indicates that EINC experiences smaller price fluctuations and is considered to be less risky than VOLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EINC	VOLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	7.84%	-1.45%
Volatility (6M) Calculated over the trailing 6-month period	11.57%	17.12%	-5.55%
Volatility (1Y) Calculated over the trailing 1-year period	14.72%	20.39%	-5.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.58%	24.11%	-4.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.43%	24.11%	+1.32%

EINC vs. VOLT - Expense Ratio Comparison

EINC has a 0.45% expense ratio, which is lower than VOLT's 0.75% expense ratio.

Dividends

EINC vs. VOLT - Dividend Comparison

EINC's dividend yield for the trailing twelve months is around 3.55%, more than VOLT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EINC VanEck Energy Income ETF	3.55%	4.51%	3.33%	3.77%	2.89%	6.03%	6.69%	9.66%	11.31%	8.53%	9.71%	28.53%
VOLT Tema Electrification ETF	0.33%	0.46%	0.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EINC and VOLT in my portfolio?

EINC and VOLT have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EINC or VOLT?

VOLT has higher volatility (7.84%) compared to EINC (6.39%). In terms of maximum drawdown, EINC dropped -87.55% vs VOLT's -23.40%.

Which ETF is better, EINC or VOLT?

On 1-year performance, VOLT leads with 65.79% vs 26.00% for EINC. On fees, EINC is cheaper at 0.45% per year. On volatility, EINC has been the lower-risk option at 6.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EINC or VOLT?

Over the 1-year period, VOLT has performed better with a 65.79% return vs 26.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EINC or VOLT?

EINC is cheaper with a 0.45% expense ratio, compared with 0.75% for VOLT.

Which ETF pays a higher dividend yield, EINC or VOLT?

EINC has the higher dividend yield at 3.55%, compared with 0.33% for VOLT.

What is the main difference between EINC and VOLT?

They also come from different issuers: VanEck and Tema. Their fees differ too: 0.45% for EINC and 0.75% for VOLT.

Which has better risk-adjusted returns?

VOLT currently has the higher Sharpe Ratio (3.25 vs 1.78), 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.