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GMVM.DE vs. OUFE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMVM.DE vs. OUFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) and Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GMVM.DE

1D
0.97%
1M
2.94%
YTD
-1.57%
6M
-3.00%
1Y
6.57%
3Y*
5.24%
5Y*
4.14%
10Y*
10.29%

OUFE.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMVM.DE vs. OUFE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GMVM.DE
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
-1.57%-4.56%17.59%14.37%-14.38%36.91%2.73%21.27%
OUFE.DE
Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)
0.00%-3.67%27.98%10.11%-13.01%42.53%7.82%12.12%

Correlation

The correlation between GMVM.DE and OUFE.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

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

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2019

0.86

Over the past year, the correlation between GMVM.DE and OUFE.DE has dropped to 0.53 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

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Return for Risk

GMVM.DE vs. OUFE.DE — Risk / Return Rank

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

GMVM.DE
GMVM.DE Risk / Return Rank: 1616
Overall Rank
GMVM.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GMVM.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
GMVM.DE Omega Ratio Rank: 1616
Omega Ratio Rank
GMVM.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
GMVM.DE Martin Ratio Rank: 1616
Martin Ratio Rank

OUFE.DE
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.

GMVM.DE vs. OUFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) and Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.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.


GMVM.DEOUFE.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.58

Martin ratioReturn relative to average drawdown

1.37

GMVM.DE vs. OUFE.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GMVM.DEOUFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

Drawdowns

GMVM.DE vs. OUFE.DE - Drawdown Comparison


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Drawdown Indicators


GMVM.DEOUFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

Max Drawdown (10Y)

Largest decline over 10 years

-32.25%

Current Drawdown

Current decline from peak

-10.18%

Average Drawdown

Average peak-to-trough decline

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

Volatility

GMVM.DE vs. OUFE.DE - Volatility Comparison


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Volatility by Period


GMVM.DEOUFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

GMVM.DE vs. OUFE.DE - Expense Ratio Comparison

GMVM.DE has a 0.49% expense ratio, which is higher than OUFE.DE's 0.45% expense ratio.


Dividends

GMVM.DE vs. OUFE.DE - Dividend Comparison

Neither GMVM.DE nor OUFE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GMVM.DE and OUFE.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OUFE.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OUFE.DE is cheaper with a 0.45% expense ratio, compared with 0.49% for GMVM.DE.

GMVM.DE tracks Morningstar US Sustainable Moat Focus, while OUFE.DE tracks Ossiam US ESG Low Carbon Equity Factors. They also come from different issuers: VanEck and Natixis. Their fees differ too: 0.49% for GMVM.DE and 0.45% for OUFE.DE.

Portfolio Optimizer

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