G1CE.DE vs. V0IH.DE
Compare and contrast key facts about Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) and VanEck Oil Services UCITS ETF A (V0IH.DE).
G1CE.DE and V0IH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. G1CE.DE is a passively managed fund by Invesco that tracks the performance of the WilderHill New Energy Global Innovation. It was launched on Mar 1, 2021. V0IH.DE is a passively managed fund by VanEck that tracks the performance of the MarketVector US Listed Oil Services 10% Capped. It was launched on Mar 31, 2023. Both G1CE.DE and V0IH.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
G1CE.DE vs. V0IH.DE - Performance Comparison
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G1CE.DE vs. V0IH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
G1CE.DE Invesco Global Clean Energy UCITS ETF Acc | 12.42% | 27.39% | -22.23% | -14.33% |
V0IH.DE VanEck Oil Services UCITS ETF A | 42.64% | -0.77% | -6.42% | 13.18% |
Returns By Period
In the year-to-date period, G1CE.DE achieves a 12.42% return, which is significantly lower than V0IH.DE's 42.64% return.
G1CE.DE
- 1D
- -0.16%
- 1M
- 3.75%
- YTD
- 12.42%
- 6M
- 18.05%
- 1Y
- 62.82%
- 3Y*
- -2.65%
- 5Y*
- -9.35%
- 10Y*
- —
V0IH.DE
- 1D
- -3.47%
- 1M
- 1.13%
- YTD
- 42.64%
- 6M
- 57.27%
- 1Y
- 46.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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G1CE.DE vs. V0IH.DE - Expense Ratio Comparison
G1CE.DE has a 0.60% expense ratio, which is higher than V0IH.DE's 0.35% expense ratio.
Return for Risk
G1CE.DE vs. V0IH.DE — Risk / Return Rank
G1CE.DE
V0IH.DE
G1CE.DE vs. V0IH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy UCITS ETF Acc (G1CE.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.
| G1CE.DE | V0IH.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.72 | 1.37 | +1.35 |
Sortino ratioReturn per unit of downside risk | 3.33 | 1.81 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.26 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 6.66 | 2.58 | +4.08 |
Martin ratioReturn relative to average drawdown | 23.29 | 8.38 | +14.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| G1CE.DE | V0IH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.72 | 1.37 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.27 | 0.48 | -0.76 |
Correlation
The correlation between G1CE.DE and V0IH.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
G1CE.DE vs. V0IH.DE - Dividend Comparison
Neither G1CE.DE nor V0IH.DE has paid dividends to shareholders.
Drawdowns
G1CE.DE vs. V0IH.DE - Drawdown Comparison
The maximum G1CE.DE drawdown since its inception was -68.84%, which is greater than V0IH.DE's maximum drawdown of -44.39%. Use the drawdown chart below to compare losses from any high point for G1CE.DE and V0IH.DE.
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Drawdown Indicators
| G1CE.DE | V0IH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.84% | -44.39% | -24.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -27.43% | +15.76% |
Max Drawdown (5Y)Largest decline over 5 years | -68.84% | — | — |
Current DrawdownCurrent decline from peak | -40.26% | -5.53% | -34.73% |
Average DrawdownAverage peak-to-trough decline | -38.70% | -15.72% | -22.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 5.74% | -2.76% |
Volatility
G1CE.DE vs. V0IH.DE - Volatility Comparison
The current volatility for Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) is 5.91%, while VanEck Oil Services UCITS ETF A (V0IH.DE) has a volatility of 8.15%. This indicates that G1CE.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
| G1CE.DE | V0IH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 8.15% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.85% | 20.51% | -4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.97% | 34.11% | -11.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.21% | 29.76% | -3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.39% | 29.76% | -3.37% |