EVX vs. ^DJT
EVX (VanEck Vectors Environmental Services ETF) is Industrials Equities fund tracking the NYSE Arca Environmental Services Index, while ^DJT (Dow Jones Transportation Average) is an index. Over the past 10 years, EVX returned 11.88%/yr vs 10.65%/yr for ^DJT. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
EVX vs. ^DJT - Performance Comparison
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Returns By Period
In the year-to-date period, EVX achieves a 5.86% return, which is significantly lower than ^DJT's 21.21% return. Over the past 10 years, EVX has outperformed ^DJT with an annualized return of 11.88%, while ^DJT has yielded a comparatively lower 10.65% annualized return.
EVX
- 1D
- 0.09%
- 1M
- -1.93%
- 6M
- -0.07%
- YTD
- 5.86%
- 1Y
- 6.37%
- 3Y*
- 8.34%
- 5Y*
- 7.41%
- 10Y*
- 11.88%
- ALL TIME*
- 9.24%
^DJT
- 1D
- -0.24%
- 1M
- -4.43%
- 6M
- 14.97%
- YTD
- 21.21%
- 1Y
- 39.29%
- 3Y*
- 8.37%
- 5Y*
- 7.79%
- 10Y*
- 10.65%
- ALL TIME*
- 8.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.69T | $1.54T | $2.05T | |
| $226.61K | $218.18K | $309.27K |
EVX vs. ^DJT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVX VanEck Vectors Environmental Services ETF | 5.86% | 11.72% | 12.99% | 12.97% | -10.58% | 27.47% | 13.28% | 28.41% | -3.82% | 16.05% |
^DJT Dow Jones Transportation Average | 21.21% | 9.19% | -0.02% | 18.72% | -18.73% | 31.75% | 14.73% | 18.87% | -13.59% | 17.34% |
Correlation
The correlation between EVX and ^DJT is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2006 | 0.62 |
The correlation between EVX and ^DJT shifts across timeframes, from 0.51 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EVX vs. ^DJT — Risk / Return Rank
EVX
^DJT
EVX vs. ^DJT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Environmental Services ETF (EVX) and Dow Jones Transportation Average (^DJT). 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.
| EVX | ^DJT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.29 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.01 | -1.56 |
| Martin ratioReturn relative to average drawdown | 1.00 | 5.62 | -4.63 |
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Drawdowns
EVX vs. ^DJT - Drawdown Comparison
The maximum EVX drawdown since its inception was -55.91%, smaller than the maximum ^DJT drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for EVX and ^DJT.
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Drawdown Indicators
| EVX | ^DJT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.91% | -60.92% | +5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -18.08% | +7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -28.82% | +11.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -29.58% | +8.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -42.06% | +1.05% |
Current DrawdownCurrent decline from peak | -4.37% | -12.09% | +7.72% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -12.48% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 6.46% | -1.55% |
Volatility
EVX vs. ^DJT - Volatility Comparison
The current volatility for VanEck Vectors Environmental Services ETF (EVX) is 3.43%, while Dow Jones Transportation Average (^DJT) has a volatility of 5.46%. This indicates that EVX experiences smaller price fluctuations and is considered to be less risky than ^DJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVX | ^DJT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 5.46% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 20.27% | -10.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 23.62% | -9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 23.64% | -6.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 23.68% | -3.45% |
Frequently Asked Questions
EVX and ^DJT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^DJT has higher volatility (5.46%) compared to EVX (3.43%). In terms of maximum drawdown, EVX dropped -55.91% vs ^DJT's -60.92%.
^DJT currently has the higher Sharpe Ratio (1.54 vs 0.35), 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.
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