USCA vs. EINC

Last updated Jul 12, 2026

USCA (Xtrackers MSCI USA Climate Action Equity ETF) and EINC (VanEck Energy Income ETF) are both exchange-traded funds - USCA is a Large Cap Blend Equities fund tracking the MSCI USA Climate Action Index - Benchmark TR Gross, while EINC is a Energy Equities fund tracking the MVIS North America Energy Infrastructure Index. Both are passively managed. Over the past 3 years, USCA returned 19.24%/yr vs 28.13%/yr for EINC. At a 0.24 correlation, their price movements are largely independent. USCA charges 0.07%/yr vs 0.45%/yr for EINC.

Performance

USCA vs. EINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Climate Action Equity ETF (USCA) and VanEck Energy Income ETF (EINC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USCA achieves a 7.23% return, which is significantly lower than EINC's 26.77% return.

USCA

• 1D: 0.52%
• 1M: 2.54%
• 6M: 5.78%
• YTD: 7.23%
• 1Y: 15.75%
• 3Y*: 19.24%
• 5Y*: —
• 10Y*: —

EINC

• 1D: 0.19%
• 1M: 0.31%
• 6M: 28.45%
• YTD: 26.77%
• 1Y: 30.66%
• 3Y*: 28.13%
• 5Y*: 21.31%
• 10Y*: 11.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

USCA vs. EINC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
USCA Xtrackers MSCI USA Climate Action Equity ETF	7.23%	14.24%	27.24%	19.92%
EINC VanEck Energy Income ETF	26.77%	7.11%	42.79%	14.38%

Correlation

The correlation between USCA and EINC is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (All Time) Calculated using the full available price history since Apr 4, 2023	0.24

The correlation between USCA and EINC shifts across timeframes, from -0.12 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

USCA vs. EINC - Sectors Allocation Comparison

Sectors	USCA	EINC
Technology	41.9%	-
Communication Services	12.2%	-
Consumer Cyclical	10.5%	-
Healthcare	9.0%	-
Financial Services	8.9%	-
Industrials	6.6%	0.6%
Consumer Defensive	4.0%	-
Energy	1.9%	99.4%
Real Estate	1.8%	-
Utilities	1.7%	0.6%
Basic Materials	1.5%	-

Return for Risk

USCA vs. EINC — Risk / Return Rank

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

USCA

USCA Risk / Return Rank: 41
USCA Sharpe Ratio Rank: 43
USCA Sortino Ratio Rank: 41
USCA Omega Ratio Rank: 41
USCA Calmar Ratio Rank: 37
USCA Martin Ratio Rank: 43

EINC

EINC Risk / Return Rank: 78
EINC Sharpe Ratio Rank: 81
EINC Sortino Ratio Rank: 78
EINC Omega Ratio Rank: 77
EINC Calmar Ratio Rank: 87
EINC Martin Ratio Rank: 68

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.

USCA vs. EINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Climate Action Equity ETF (USCA) and VanEck Energy Income ETF (EINC). 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.

	USCA	EINC	Difference
Sharpe ratio: Return per unit of total volatility	1.22	2.05	-0.83
Sortino ratio: Return per unit of downside risk	1.72	2.78	-1.07
Omega ratio: Gain probability vs. loss probability	1.22	1.36	-0.14
Calmar ratio: Return relative to maximum drawdown	1.50	3.98	-2.48
Martin ratio: Return relative to average drawdown	5.60	9.80	-4.20

USCA vs. EINC - Sharpe Ratio Comparison

The current USCA Sharpe Ratio is 1.22, which is lower than the EINC Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of USCA and EINC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

USCA vs. EINC - Drawdown Comparison

The maximum USCA drawdown since its inception was -19.14%, smaller than the maximum EINC drawdown of -87.55%. Use the drawdown chart below to compare losses from any high point for USCA and EINC.

Drawdown Indicators

	USCA	EINC	Difference
Max Drawdown Largest peak-to-trough decline	-19.14%	-87.55%	+68.41%
Max Drawdown (1Y) Largest decline over 1 year	-10.25%	-7.89%	-2.36%
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	-16.01%	-3.13%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-68.85%	—
Current Drawdown Current decline from peak	-0.65%	-3.89%	+3.24%
Average Drawdown Average peak-to-trough decline	-2.18%	-44.02%	+41.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	3.20%	-0.46%

Volatility

USCA vs. EINC - Volatility Comparison

The current volatility for Xtrackers MSCI USA Climate Action Equity ETF (USCA) is 4.20%, while VanEck Energy Income ETF (EINC) has a volatility of 6.16%. This indicates that USCA experiences smaller price fluctuations and is considered to be less risky than EINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USCA	EINC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	6.16%	-1.96%
Volatility (6M) Calculated over the trailing 6-month period	9.93%	12.26%	-2.33%
Volatility (1Y) Calculated over the trailing 1-year period	12.63%	15.33%	-2.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.78%	19.58%	-4.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.78%	25.33%	-10.55%

USCA vs. EINC - Expense Ratio Comparison

USCA has a 0.07% expense ratio, which is lower than EINC's 0.45% expense ratio.

Dividends

USCA vs. EINC - Dividend Comparison

USCA's dividend yield for the trailing twelve months is around 1.11%, less than EINC's 3.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EINC VanEck Energy Income ETF	3.49%	4.51%	3.33%	3.77%	2.89%	6.03%	6.69%	9.66%	11.31%	8.53%	9.71%	28.53%
USCA Xtrackers MSCI USA Climate Action Equity ETF	1.11%	1.14%	1.22%	1.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both USCA and EINC in my portfolio?

USCA and EINC have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USCA or EINC?

EINC has higher volatility (6.16%) compared to USCA (4.20%). In terms of maximum drawdown, USCA dropped -19.14% vs EINC's -87.55%.

Which ETF is better, USCA or EINC?

On 3-year performance, EINC leads with 28.13% vs 19.24% for USCA. On fees, USCA is cheaper at 0.07% per year. On volatility, USCA has been the lower-risk option at 4.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USCA or EINC?

Over the 3-year period, EINC has performed better with a 28.13% return vs 19.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USCA or EINC?

USCA is cheaper with a 0.07% expense ratio, compared with 0.45% for EINC.

Which ETF pays a higher dividend yield, USCA or EINC?

EINC has the higher dividend yield at 3.49%, compared with 1.11% for USCA.

What is the main difference between USCA and EINC?

USCA is categorized as Large Cap Blend Equities, while EINC is Energy Equities. USCA tracks MSCI USA Climate Action Index - Benchmark TR Gross, while EINC tracks MVIS North America Energy Infrastructure Index. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.07% for USCA and 0.45% for EINC.

Which has better risk-adjusted returns?

EINC currently has the higher Sharpe Ratio (2.05 vs 1.22), 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.