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V0IH.DE vs. LYM9.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V0IH.DE vs. LYM9.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 Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE). The values are adjusted to include any dividend payments, if applicable.

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V0IH.DE vs. LYM9.DE - Yearly Performance Comparison


2026 (YTD)202520242023
V0IH.DE
VanEck Oil Services UCITS ETF A
44.62%-0.77%-6.42%13.18%
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
17.98%29.63%-7.97%-19.79%

Returns By Period

In the year-to-date period, V0IH.DE achieves a 44.62% return, which is significantly higher than LYM9.DE's 17.98% return.


V0IH.DE

1D
1.39%
1M
4.42%
YTD
44.62%
6M
60.51%
1Y
50.15%
3Y*
5Y*
10Y*

LYM9.DE

1D
-0.54%
1M
1.84%
YTD
17.98%
6M
26.61%
1Y
62.49%
3Y*
3.32%
5Y*
-0.93%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V0IH.DE vs. LYM9.DE - Expense Ratio Comparison

V0IH.DE has a 0.35% expense ratio, which is lower than LYM9.DE's 0.60% expense ratio.


Return for Risk

V0IH.DE vs. LYM9.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: 8282
Overall Rank
V0IH.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
V0IH.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
V0IH.DE Omega Ratio Rank: 6969
Omega Ratio Rank
V0IH.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
V0IH.DE Martin Ratio Rank: 9595
Martin Ratio Rank

LYM9.DE
LYM9.DE Risk / Return Rank: 9797
Overall Rank
LYM9.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LYM9.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
LYM9.DE Omega Ratio Rank: 9696
Omega Ratio Rank
LYM9.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
LYM9.DE Martin Ratio Rank: 9898
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. LYM9.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 Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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.DELYM9.DEDifference

Sharpe ratio

Return per unit of total volatility

1.46

2.93

-1.47

Sortino ratio

Return per unit of downside risk

1.90

3.52

-1.61

Omega ratio

Gain probability vs. loss probability

1.27

1.50

-0.24

Calmar ratio

Return relative to maximum drawdown

7.51

8.62

-1.11

Martin ratio

Return relative to average drawdown

17.66

29.82

-12.16

V0IH.DE vs. LYM9.DE - Sharpe Ratio Comparison

The current V0IH.DE Sharpe Ratio is 1.46, which is lower than the LYM9.DE Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of V0IH.DE and LYM9.DE, 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


V0IH.DELYM9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.93

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.02

+0.48

Correlation

The correlation between V0IH.DE and LYM9.DE is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

V0IH.DE vs. LYM9.DE - Dividend Comparison

V0IH.DE has not paid dividends to shareholders, while LYM9.DE's dividend yield for the trailing twelve months is around 0.36%.


TTM20252024202320222021202020192018201720162015
V0IH.DE
VanEck Oil Services UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist
0.36%0.42%0.74%0.78%0.25%0.31%0.70%1.12%0.67%0.89%1.50%2.23%

Drawdowns

V0IH.DE vs. LYM9.DE - Drawdown Comparison

The maximum V0IH.DE drawdown since its inception was -44.39%, smaller than the maximum LYM9.DE drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for V0IH.DE and LYM9.DE.


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Drawdown Indicators


V0IH.DELYM9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.39%

-72.01%

+27.62%

Max Drawdown (1Y)

Largest decline over 1 year

-18.64%

-10.48%

-8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-55.00%

Max Drawdown (10Y)

Largest decline over 10 years

-55.00%

Current Drawdown

Current decline from peak

-4.22%

-15.88%

+11.66%

Average Drawdown

Average peak-to-trough decline

-15.70%

-43.19%

+27.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

2.26%

+1.61%

Volatility

V0IH.DE vs. LYM9.DE - Volatility Comparison

VanEck Oil Services UCITS ETF A (V0IH.DE) has a higher volatility of 8.00% compared to Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) at 7.22%. This indicates that V0IH.DE's price experiences larger fluctuations and is considered to be riskier than LYM9.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.DELYM9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

7.22%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

20.40%

15.56%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

34.12%

21.24%

+12.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.75%

22.22%

+7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.75%

21.67%

+8.08%