V0IH.DE vs. QDVF.DE
V0IH.DE (VanEck Oil Services UCITS ETF A) and QDVF.DE (iShares S&P 500 Energy Sector UCITS ETF (Acc)) are both Energy Equities funds - V0IH.DE tracks the MarketVector US Listed Oil Services 10% Capped while QDVF.DE tracks the S&P 500 Capped 35/20 Energy. Both are passively managed. Over the past 3 years, V0IH.DE returned 18.80%/yr vs 13.74%/yr for QDVF.DE. A 0.78 correlation means they provide meaningful diversification when combined. V0IH.DE charges 0.35%/yr vs 0.15%/yr for QDVF.DE.
Performance
V0IH.DE vs. QDVF.DE - Performance Comparison
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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 QDVF.DE's 32.71% return.
V0IH.DE
- 1D
- 0.53%
- 1M
- 1.36%
- YTD
- 55.27%
- 6M
- 44.59%
- 1Y
- 95.72%
- 3Y*
- 18.80%
- 5Y*
- —
- 10Y*
- —
QDVF.DE
- 1D
- -0.53%
- 1M
- 4.38%
- YTD
- 32.71%
- 6M
- 28.30%
- 1Y
- 45.00%
- 3Y*
- 13.74%
- 5Y*
- 21.44%
- 10Y*
- 8.97%
V0IH.DE vs. QDVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
V0IH.DE VanEck Oil Services UCITS ETF A | 55.27% | -0.77% | -6.42% | 13.18% |
QDVF.DE iShares S&P 500 Energy Sector UCITS ETF (Acc) | 32.71% | -2.67% | 9.20% | -0.77% |
Correlation
The correlation between V0IH.DE and QDVF.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2023 | 0.78 |
The correlation between V0IH.DE and QDVF.DE has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.
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Return for Risk
V0IH.DE vs. QDVF.DE — Risk / Return Rank
V0IH.DE
QDVF.DE
V0IH.DE vs. QDVF.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 iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.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.DE | QDVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.32 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 10.49 | 2.54 | +7.95 |
| Martin ratioReturn relative to average drawdown | 24.98 | 7.98 | +16.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| V0IH.DE | QDVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.30 | 1.82 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.28 | +0.28 |
Drawdowns
V0IH.DE vs. QDVF.DE - Drawdown Comparison
The maximum V0IH.DE drawdown since its inception was -44.39%, smaller than the maximum QDVF.DE drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for V0IH.DE and QDVF.DE.
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Drawdown Indicators
| V0IH.DE | QDVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.39% | -65.81% | +21.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -17.23% | +8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -44.39% | -27.13% | -17.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.81% | — |
Current DrawdownCurrent decline from peak | -3.97% | -8.92% | +4.95% |
Average DrawdownAverage peak-to-trough decline | -15.06% | -17.41% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 5.49% | -1.67% |
Volatility
V0IH.DE vs. QDVF.DE - Volatility Comparison
VanEck Oil Services UCITS ETF A (V0IH.DE) has a higher volatility of 8.79% compared to iShares S&P 500 Energy Sector UCITS ETF (Acc) (QDVF.DE) at 7.70%. This indicates that V0IH.DE's price experiences larger fluctuations and is considered to be riskier than QDVF.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.DE | QDVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 7.70% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 20.57% | 20.43% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.00% | 24.05% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.69% | 26.95% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.69% | 28.68% | +1.01% |
V0IH.DE vs. QDVF.DE - Expense Ratio Comparison
V0IH.DE has a 0.35% expense ratio, which is higher than QDVF.DE's 0.15% expense ratio.
Dividends
V0IH.DE vs. QDVF.DE - Dividend Comparison
Neither V0IH.DE nor QDVF.DE has paid dividends to shareholders.
Frequently Asked Questions
V0IH.DE and QDVF.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVF.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for V0IH.DE.
V0IH.DE tracks MarketVector US Listed Oil Services 10% Capped, while QDVF.DE tracks S&P 500 Capped 35/20 Energy. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.35% for V0IH.DE and 0.15% for QDVF.DE.
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