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EVX vs. ECLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVX vs. ECLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Environmental Services ETF (EVX) and First Trust EIP Carbon Impact ETF (ECLN). The values are adjusted to include any dividend payments, if applicable.

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EVX vs. ECLN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EVX
VanEck Vectors Environmental Services ETF
1.28%11.72%12.99%12.97%-10.58%27.47%13.28%4.48%
ECLN
First Trust EIP Carbon Impact ETF
13.60%16.78%22.60%-3.36%5.28%12.26%8.98%5.66%

Returns By Period

In the year-to-date period, EVX achieves a 1.28% return, which is significantly lower than ECLN's 13.60% return.


EVX

1D
1.92%
1M
-8.00%
YTD
1.28%
6M
-0.39%
1Y
9.47%
3Y*
10.57%
5Y*
7.99%
10Y*
12.14%

ECLN

1D
-0.11%
1M
-0.66%
YTD
13.60%
6M
13.13%
1Y
24.21%
3Y*
16.62%
5Y*
12.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVX vs. ECLN - Expense Ratio Comparison

EVX has a 0.55% expense ratio, which is lower than ECLN's 0.97% expense ratio.


Return for Risk

EVX vs. ECLN — Risk / Return Rank

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

EVX
EVX Risk / Return Rank: 3232
Overall Rank
EVX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
EVX Omega Ratio Rank: 3030
Omega Ratio Rank
EVX Calmar Ratio Rank: 3636
Calmar Ratio Rank
EVX Martin Ratio Rank: 3131
Martin Ratio Rank

ECLN
ECLN Risk / Return Rank: 9090
Overall Rank
ECLN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ECLN Sortino Ratio Rank: 9090
Sortino Ratio Rank
ECLN Omega Ratio Rank: 8989
Omega Ratio Rank
ECLN Calmar Ratio Rank: 9090
Calmar Ratio Rank
ECLN Martin Ratio Rank: 9292
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.

EVX vs. ECLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Environmental Services ETF (EVX) and First Trust EIP Carbon Impact ETF (ECLN). 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.


EVXECLNDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.91

-1.34

Sortino ratio

Return per unit of downside risk

0.90

2.52

-1.62

Omega ratio

Gain probability vs. loss probability

1.12

1.36

-0.25

Calmar ratio

Return relative to maximum drawdown

0.87

3.00

-2.13

Martin ratio

Return relative to average drawdown

2.52

12.68

-10.17

EVX vs. ECLN - Sharpe Ratio Comparison

The current EVX Sharpe Ratio is 0.57, which is lower than the ECLN Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of EVX and ECLN, 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


EVXECLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.91

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.89

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.70

-0.27

Correlation

The correlation between EVX and ECLN is 0.57, 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

EVX vs. ECLN - Dividend Comparison

EVX's dividend yield for the trailing twelve months is around 0.18%, less than ECLN's 1.80% yield.


TTM20252024202320222021202020192018201720162015
EVX
VanEck Vectors Environmental Services ETF
0.18%0.19%0.46%0.95%0.41%0.24%0.32%0.38%0.38%0.89%0.70%1.16%
ECLN
First Trust EIP Carbon Impact ETF
1.80%1.97%2.52%2.54%1.72%1.66%1.68%0.71%0.00%0.00%0.00%0.00%

Drawdowns

EVX vs. ECLN - Drawdown Comparison

The maximum EVX drawdown since its inception was -55.91%, which is greater than ECLN's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for EVX and ECLN.


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Drawdown Indicators


EVXECLNDifference

Max Drawdown

Largest peak-to-trough decline

-55.91%

-32.28%

-23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-8.45%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

-19.88%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

Current Drawdown

Current decline from peak

-8.50%

-0.89%

-7.61%

Average Drawdown

Average peak-to-trough decline

-8.78%

-5.08%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

2.00%

+1.99%

Volatility

EVX vs. ECLN - Volatility Comparison

VanEck Vectors Environmental Services ETF (EVX) has a higher volatility of 5.00% compared to First Trust EIP Carbon Impact ETF (ECLN) at 2.87%. This indicates that EVX's price experiences larger fluctuations and is considered to be riskier than ECLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVXECLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

2.87%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

7.36%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

12.78%

+3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

14.16%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

17.52%

+2.71%