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OIH vs. DRLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIH vs. DRLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Oil Services ETF (OIH) and Strive U.S. Energy ETF (DRLL). The values are adjusted to include any dividend payments, if applicable.

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OIH vs. DRLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
OIH
VanEck Vectors Oil Services ETF
41.94%6.81%-10.53%3.20%34.30%
DRLL
Strive U.S. Energy ETF
39.11%7.74%0.02%-1.84%16.56%

Returns By Period

In the year-to-date period, OIH achieves a 41.94% return, which is significantly higher than DRLL's 39.11% return.


OIH

1D
0.57%
1M
1.82%
YTD
41.94%
6M
58.22%
1Y
56.88%
3Y*
15.38%
5Y*
17.15%
10Y*
-0.81%

DRLL

1D
-1.68%
1M
12.84%
YTD
39.11%
6M
39.00%
1Y
36.68%
3Y*
15.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIH vs. DRLL - Expense Ratio Comparison

OIH has a 0.35% expense ratio, which is lower than DRLL's 0.41% expense ratio.


Return for Risk

OIH vs. DRLL — Risk / Return Rank

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

OIH
OIH Risk / Return Rank: 7777
Overall Rank
OIH Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
OIH Sortino Ratio Rank: 8080
Sortino Ratio Rank
OIH Omega Ratio Rank: 7878
Omega Ratio Rank
OIH Calmar Ratio Rank: 8282
Calmar Ratio Rank
OIH Martin Ratio Rank: 6565
Martin Ratio Rank

DRLL
DRLL Risk / Return Rank: 7171
Overall Rank
DRLL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DRLL Sortino Ratio Rank: 7373
Sortino Ratio Rank
DRLL Omega Ratio Rank: 7272
Omega Ratio Rank
DRLL Calmar Ratio Rank: 7575
Calmar Ratio Rank
DRLL Martin Ratio Rank: 5757
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. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Oil Services ETF (OIH) and Strive U.S. Energy ETF (DRLL). 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.


OIHDRLLDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.41

+0.09

Sortino ratio

Return per unit of downside risk

1.99

1.84

+0.15

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratio

Return relative to maximum drawdown

2.19

1.96

+0.23

Martin ratio

Return relative to average drawdown

6.08

5.65

+0.44

OIH vs. DRLL - Sharpe Ratio Comparison

The current OIH Sharpe Ratio is 1.50, which is comparable to the DRLL Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of OIH and DRLL, 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


OIHDRLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.41

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.69

-0.69

Correlation

The correlation between OIH and DRLL is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OIH vs. DRLL - Dividend Comparison

OIH's dividend yield for the trailing twelve months is around 1.20%, less than DRLL's 2.20% yield.


TTM20252024202320222021202020192018201720162015
OIH
VanEck Vectors Oil Services ETF
1.20%1.71%2.01%1.36%0.95%0.98%1.23%2.10%2.13%2.60%1.40%2.39%
DRLL
Strive U.S. Energy ETF
2.20%2.99%3.00%3.01%1.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OIH vs. DRLL - Drawdown Comparison

The maximum OIH drawdown since its inception was -94.45%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for OIH and DRLL.


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Drawdown Indicators


OIHDRLLDifference

Max Drawdown

Largest peak-to-trough decline

-94.45%

-23.73%

-70.72%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

-19.37%

-6.76%

Max Drawdown (5Y)

Largest decline over 5 years

-43.80%

Max Drawdown (10Y)

Largest decline over 10 years

-89.62%

Current Drawdown

Current decline from peak

-64.00%

-2.61%

-61.39%

Average Drawdown

Average peak-to-trough decline

-48.75%

-7.95%

-40.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.43%

6.74%

+2.69%

Volatility

OIH vs. DRLL - Volatility Comparison

VanEck Vectors Oil Services ETF (OIH) has a higher volatility of 8.77% compared to Strive U.S. Energy ETF (DRLL) at 5.64%. This indicates that OIH's price experiences larger fluctuations and is considered to be riskier than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIHDRLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

5.64%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

21.77%

14.76%

+7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

38.02%

26.10%

+11.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.49%

23.41%

+14.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.50%

23.41%

+19.09%