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ESP0.DE vs. V0IH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESP0.DE vs. V0IH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) and VanEck Oil Services UCITS ETF A (V0IH.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, ESP0.DE achieves a -13.12% return, which is significantly lower than V0IH.DE's 55.27% return.


ESP0.DE

1D
-0.62%
1M
-0.41%
YTD
-13.12%
6M
-16.53%
1Y
-13.94%
3Y*
16.64%
5Y*
7.55%
10Y*

V0IH.DE

1D
0.53%
1M
-0.86%
YTD
55.27%
6M
45.98%
1Y
95.85%
3Y*
18.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESP0.DE vs. V0IH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
-13.12%13.28%57.80%7.57%
V0IH.DE
VanEck Oil Services UCITS ETF A
55.27%-0.77%-6.42%13.18%

Correlation

The correlation between ESP0.DE and V0IH.DE is -0.00, 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

-0.00

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2023

0.19

The correlation between ESP0.DE and V0IH.DE shifts across timeframes, from -0.00 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ESP0.DE vs. V0IH.DE — Risk / Return Rank

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

ESP0.DE
ESP0.DE Risk / Return Rank: 44
Overall Rank
ESP0.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESP0.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
ESP0.DE Omega Ratio Rank: 33
Omega Ratio Rank
ESP0.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
ESP0.DE Martin Ratio Rank: 55
Martin Ratio Rank

V0IH.DE
V0IH.DE Risk / Return Rank: 9090
Overall Rank
V0IH.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
V0IH.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
V0IH.DE Omega Ratio Rank: 8282
Omega Ratio Rank
V0IH.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
V0IH.DE Martin Ratio Rank: 9393
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.

ESP0.DE vs. V0IH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Video Gaming and eSports UCITS ETF (ESP0.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.


ESP0.DEV0IH.DEDifference
Sharpe ratioReturn per unit of total volatility

-4.11

Sortino ratioReturn per unit of downside risk

-4.98

Omega ratioGain probability vs. loss probability

0.88

1.48

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.53

10.49

-11.02

Martin ratioReturn relative to average drawdown

-0.93

24.98

-25.91

ESP0.DE vs. V0IH.DE - Sharpe Ratio Comparison

The current ESP0.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 ESP0.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.


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Sharpe Ratios by Period


ESP0.DEV0IH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.81

3.30

-4.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.56

+0.15

Drawdowns

ESP0.DE vs. V0IH.DE - Drawdown Comparison

The maximum ESP0.DE drawdown since its inception was -40.11%, smaller than the maximum V0IH.DE drawdown of -44.39%. Use the drawdown chart below to compare losses from any high point for ESP0.DE and V0IH.DE.


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Drawdown Indicators


ESP0.DEV0IH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.11%

-44.39%

+4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-26.09%

-9.09%

-17.00%

Max Drawdown (3Y)

Largest decline over 3 years

-26.09%

-44.39%

+18.30%

Max Drawdown (5Y)

Largest decline over 5 years

-40.11%

Current Drawdown

Current decline from peak

-24.82%

-3.97%

-20.85%

Average Drawdown

Average peak-to-trough decline

-12.75%

-15.06%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.94%

3.82%

+11.12%

Volatility

ESP0.DE vs. V0IH.DE - Volatility Comparison

The current volatility for VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) is 4.55%, while VanEck Oil Services UCITS ETF A (V0IH.DE) has a volatility of 8.79%. This indicates that ESP0.DE experiences smaller price fluctuations and is considered to be less risky than V0IH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESP0.DEV0IH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

8.79%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

20.57%

-7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

29.00%

-11.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.48%

29.69%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.16%

29.69%

-6.53%

ESP0.DE vs. V0IH.DE - Expense Ratio Comparison

ESP0.DE has a 0.55% expense ratio, which is higher than V0IH.DE's 0.35% expense ratio.


Dividends

ESP0.DE vs. V0IH.DE - Dividend Comparison

Neither ESP0.DE nor V0IH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESP0.DE and V0IH.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

V0IH.DE is cheaper with a 0.35% expense ratio, compared with 0.55% for ESP0.DE.

ESP0.DE is categorized as Technology Equities, while V0IH.DE is Energy Equities. ESP0.DE tracks MarketVector Global Video Gaming and eSports ESG, while V0IH.DE tracks MarketVector US Listed Oil Services 10% Capped. Their fees differ too: 0.55% for ESP0.DE and 0.35% for V0IH.DE.

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