PortfoliosLab logoPortfoliosLab logo
OIH vs. PSCE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIH vs. PSCE - Performance Comparison

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

Loading graphics...

OIH vs. PSCE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIH
VanEck Vectors Oil Services ETF
41.94%6.81%-10.53%3.20%66.17%21.22%-41.19%-3.54%-45.03%-19.66%
PSCE
Invesco S&P SmallCap Energy ETF
42.67%-9.00%-5.47%5.07%48.45%59.85%-40.31%-14.93%-42.98%-26.70%

Returns By Period

The year-to-date returns for both investments are quite close, with OIH having a 41.94% return and PSCE slightly higher at 42.67%. Over the past 10 years, OIH has underperformed PSCE with an annualized return of -0.81%, while PSCE has yielded a comparatively higher -0.66% annualized 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%

PSCE

1D
-0.78%
1M
10.75%
YTD
42.67%
6M
44.85%
1Y
49.10%
3Y*
12.00%
5Y*
14.91%
10Y*
-0.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OIH vs. PSCE - Expense Ratio Comparison

OIH has a 0.35% expense ratio, which is higher than PSCE's 0.29% expense ratio.


Return for Risk

OIH vs. PSCE — 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

PSCE
PSCE Risk / Return Rank: 7373
Overall Rank
PSCE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PSCE Sortino Ratio Rank: 7373
Sortino Ratio Rank
PSCE Omega Ratio Rank: 7474
Omega Ratio Rank
PSCE Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSCE Martin Ratio Rank: 6666
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. PSCE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Oil Services ETF (OIH) and Invesco S&P SmallCap Energy ETF (PSCE). 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.


OIHPSCEDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.39

+0.11

Sortino ratio

Return per unit of downside risk

1.99

1.82

+0.17

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

2.19

1.94

+0.25

Martin ratio

Return relative to average drawdown

6.08

6.52

-0.43

OIH vs. PSCE - Sharpe Ratio Comparison

The current OIH Sharpe Ratio is 1.50, which is comparable to the PSCE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of OIH and PSCE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


OIHPSCEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.39

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.39

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

-0.02

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

-0.09

+0.09

Correlation

The correlation between OIH and PSCE is 0.89, 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. PSCE - Dividend Comparison

OIH's dividend yield for the trailing twelve months is around 1.20%, less than PSCE's 1.83% 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%
PSCE
Invesco S&P SmallCap Energy ETF
1.83%2.39%1.70%2.57%1.70%0.46%0.87%0.14%0.22%0.04%0.22%0.82%

Drawdowns

OIH vs. PSCE - Drawdown Comparison

The maximum OIH drawdown since its inception was -94.45%, roughly equal to the maximum PSCE drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for OIH and PSCE.


Loading graphics...

Drawdown Indicators


OIHPSCEDifference

Max Drawdown

Largest peak-to-trough decline

-94.45%

-96.21%

+1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

-25.44%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-43.80%

-45.42%

+1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-89.62%

-90.70%

+1.08%

Current Drawdown

Current decline from peak

-64.00%

-74.65%

+10.65%

Average Drawdown

Average peak-to-trough decline

-48.75%

-58.66%

+9.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.43%

7.59%

+1.84%

Volatility

OIH vs. PSCE - Volatility Comparison

VanEck Vectors Oil Services ETF (OIH) has a higher volatility of 8.77% compared to Invesco S&P SmallCap Energy ETF (PSCE) at 5.33%. This indicates that OIH's price experiences larger fluctuations and is considered to be riskier than PSCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


OIHPSCEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

5.33%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

21.77%

18.54%

+3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

38.02%

35.47%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.49%

38.21%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.50%

43.44%

-0.94%