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OIH vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OIH vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Oil Services ETF (OIH) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OIH achieves a 35.03% return, which is significantly lower than DBO's 50.16% return. Over the past 10 years, OIH has underperformed DBO with an annualized return of -2.32%, while DBO has yielded a comparatively higher 9.22% annualized return.


OIH

1D
-1.13%
1M
-13.39%
YTD
35.03%
6M
35.52%
1Y
68.64%
3Y*
14.83%
5Y*
12.26%
10Y*
-2.32%

DBO

1D
-1.13%
1M
-18.58%
YTD
50.16%
6M
47.74%
1Y
36.30%
3Y*
14.32%
5Y*
10.16%
10Y*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OIH vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIH
VanEck Oil Services ETF
35.03%6.81%-10.53%3.20%66.17%21.22%-41.19%-3.54%-45.03%-19.66%
DBO
Invesco DB Oil Fund
50.16%-11.71%7.85%-4.44%13.04%60.74%-20.99%28.05%-15.22%4.86%

Correlation

The correlation between OIH and DBO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.51

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

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2007

0.60

Over the past year, the correlation between OIH and DBO has dropped to 0.37 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

OIH vs. DBO — Risk / Return Rank

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

OIH
OIH Risk / Return Rank: 7575
Overall Rank
OIH Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
OIH Sortino Ratio Rank: 6969
Sortino Ratio Rank
OIH Omega Ratio Rank: 6363
Omega Ratio Rank
OIH Calmar Ratio Rank: 8585
Calmar Ratio Rank
OIH Martin Ratio Rank: 8383
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 3131
Overall Rank
DBO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 3131
Sortino Ratio Rank
DBO Omega Ratio Rank: 3030
Omega Ratio Rank
DBO Calmar Ratio Rank: 3333
Calmar Ratio Rank
DBO Martin Ratio Rank: 3131
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.

OIH vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Oil Services ETF (OIH) and Invesco DB Oil Fund (DBO). 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.


OIHDBODifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.17

Calmar ratioReturn relative to maximum drawdown

4.51

1.58

+2.93

Martin ratioReturn relative to average drawdown

16.04

4.29

+11.75

OIH vs. DBO - Sharpe Ratio Comparison

The current OIH Sharpe Ratio is 2.30, which is higher than the DBO Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of OIH and DBO, 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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Drawdowns

OIH vs. DBO - Drawdown Comparison

The maximum OIH drawdown since its inception was -94.45%, roughly equal to the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for OIH and DBO.


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Drawdown Indicators


OIHDBODifference

Max Drawdown

Largest peak-to-trough decline

-94.45%

-90.18%

-4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.29%

-23.03%

+7.74%

Max Drawdown (3Y)

Largest decline over 3 years

-43.80%

-28.20%

-15.60%

Max Drawdown (5Y)

Largest decline over 5 years

-43.80%

-37.68%

-6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-89.62%

-61.69%

-27.93%

Current Drawdown

Current decline from peak

-65.76%

-60.48%

-5.28%

Average Drawdown

Average peak-to-trough decline

-48.87%

-62.22%

+13.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

8.51%

-4.22%

Volatility

OIH vs. DBO - Volatility Comparison

VanEck Oil Services ETF (OIH) and Invesco DB Oil Fund (DBO) have volatilities of 10.14% and 10.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIHDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

10.29%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

21.14%

29.36%

-8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

30.39%

34.89%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.79%

32.54%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.38%

31.81%

+10.57%

OIH vs. DBO - Expense Ratio Comparison

OIH has a 0.35% expense ratio, which is lower than DBO's 0.78% expense ratio.


Dividends

OIH vs. DBO - Dividend Comparison

OIH's dividend yield for the trailing twelve months is around 1.27%, less than DBO's 2.34% yield.


PositionTTM20252024202320222021202020192018201720162015
DBO
Invesco DB Oil Fund
2.34%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%0.00%0.00%0.00%
OIH
VanEck Oil Services ETF
1.27%1.71%2.01%1.36%0.95%0.98%1.23%2.10%2.13%2.60%1.40%2.39%

Frequently Asked Questions


OIH and DBO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBO has higher volatility (10.29%) compared to OIH (10.14%). In terms of maximum drawdown, OIH dropped -94.45% vs DBO's -90.18%.

On 10-year performance, DBO leads with 9.22% vs -2.32% for OIH. On fees, OIH is cheaper at 0.35% per year. On volatility, OIH has been the lower-risk option at 10.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBO has performed better with a 9.22% return vs -2.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OIH is cheaper with a 0.35% expense ratio, compared with 0.78% for DBO.

DBO has the higher dividend yield at 2.34%, compared with 1.27% for OIH.

OIH is categorized as Energy Equities, while DBO is Oil & Gas. OIH tracks MVIS US Listed Oil Services 25 Index, while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.35% for OIH and 0.78% for DBO.

OIH currently has the higher Sharpe Ratio (2.30 vs 1.06), 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.

Portfolio Optimizer

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