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V0IH.DE vs. ESP0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V0IH.DE vs. ESP0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Oil Services UCITS ETF A (V0IH.DE) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, V0IH.DE achieves a 55.27% return, which is significantly higher than ESP0.DE's -13.12% return.


V0IH.DE

1D
0.53%
1M
1.36%
YTD
55.27%
6M
44.59%
1Y
95.72%
3Y*
18.80%
5Y*
10Y*

ESP0.DE

1D
-0.62%
1M
-0.53%
YTD
-13.12%
6M
-16.57%
1Y
-13.84%
3Y*
16.64%
5Y*
7.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V0IH.DE vs. ESP0.DE - Yearly Performance Comparison


2026 (YTD)202520242023
V0IH.DE
VanEck Oil Services UCITS ETF A
55.27%-0.77%-6.42%13.18%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
-13.12%13.28%57.80%7.57%

Correlation

The correlation between V0IH.DE and ESP0.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2023

0.19

The correlation between V0IH.DE and ESP0.DE shifts across timeframes, from -0.00 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

V0IH.DE vs. ESP0.DE — Risk / Return Rank

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

V0IH.DE
V0IH.DE Risk / Return Rank: 9090
Overall Rank
V0IH.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
V0IH.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
V0IH.DE Omega Ratio Rank: 8282
Omega Ratio Rank
V0IH.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
V0IH.DE Martin Ratio Rank: 9393
Martin Ratio Rank

ESP0.DE
ESP0.DE Risk / Return Rank: 44
Overall Rank
ESP0.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESP0.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
ESP0.DE Omega Ratio Rank: 33
Omega Ratio Rank
ESP0.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
ESP0.DE Martin Ratio Rank: 55
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.

V0IH.DE vs. ESP0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Oil Services UCITS ETF A (V0IH.DE) and VanEck Video Gaming and eSports UCITS ETF (ESP0.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.


V0IH.DEESP0.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.11

Sortino ratioReturn per unit of downside risk

+4.98

Omega ratioGain probability vs. loss probability

1.48

0.88

+0.61

Calmar ratioReturn relative to maximum drawdown

10.49

-0.53

+11.02

Martin ratioReturn relative to average drawdown

24.98

-0.93

+25.91

V0IH.DE vs. ESP0.DE - Sharpe Ratio Comparison

The current V0IH.DE Sharpe Ratio is 3.30, which is higher than the ESP0.DE Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of V0IH.DE and ESP0.DE, 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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Sharpe Ratios by Period


V0IH.DEESP0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

-0.81

+4.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.71

-0.15

Drawdowns

V0IH.DE vs. ESP0.DE - Drawdown Comparison

The maximum V0IH.DE drawdown since its inception was -44.39%, which is greater than ESP0.DE's maximum drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for V0IH.DE and ESP0.DE.


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Drawdown Indicators


V0IH.DEESP0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.39%

-40.11%

-4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-26.09%

+17.00%

Max Drawdown (3Y)

Largest decline over 3 years

-44.39%

-26.09%

-18.30%

Max Drawdown (5Y)

Largest decline over 5 years

-40.11%

Current Drawdown

Current decline from peak

-3.97%

-24.82%

+20.85%

Average Drawdown

Average peak-to-trough decline

-15.06%

-12.75%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

14.94%

-11.12%

Volatility

V0IH.DE vs. ESP0.DE - Volatility Comparison

VanEck Oil Services UCITS ETF A (V0IH.DE) has a higher volatility of 8.79% compared to VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) at 4.55%. This indicates that V0IH.DE's price experiences larger fluctuations and is considered to be riskier than ESP0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V0IH.DEESP0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

4.55%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

20.57%

13.06%

+7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

29.00%

17.18%

+11.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.69%

22.48%

+7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.69%

23.16%

+6.53%

V0IH.DE vs. ESP0.DE - Expense Ratio Comparison

V0IH.DE has a 0.35% expense ratio, which is lower than ESP0.DE's 0.55% expense ratio.


Dividends

V0IH.DE vs. ESP0.DE - Dividend Comparison

Neither V0IH.DE nor ESP0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


V0IH.DE and ESP0.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V0IH.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V0IH.DE is cheaper with a 0.35% expense ratio, compared with 0.55% for ESP0.DE.

V0IH.DE is categorized as Energy Equities, while ESP0.DE is Technology Equities. V0IH.DE tracks MarketVector US Listed Oil Services 10% Capped, while ESP0.DE tracks MarketVector Global Video Gaming and eSports ESG. Their fees differ too: 0.35% for V0IH.DE and 0.55% for ESP0.DE.

Portfolio Optimizer

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