PortfoliosLab logoPortfoliosLab logo
V0IH.DE vs. WDEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V0IH.DE vs. WDEE.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 Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, V0IH.DE achieves a 55.27% return, which is significantly higher than WDEE.DE's 33.31% return.


V0IH.DE

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

WDEE.DE

1D
2.19%
1M
3.35%
YTD
33.31%
6M
28.18%
1Y
39.15%
3Y*
16.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
V0IH.DE
VanEck Oil Services UCITS ETF A
55.27%-0.77%-6.42%11.73%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
33.31%-2.96%9.29%6.37%

Correlation

The correlation between V0IH.DE and WDEE.DE is 0.68, 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

0.68

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

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.77

The correlation between V0IH.DE and WDEE.DE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

V0IH.DE vs. WDEE.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

WDEE.DE
WDEE.DE Risk / Return Rank: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 5555
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. WDEE.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 Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.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.DEWDEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.48

1.31

+0.18

Calmar ratioReturn relative to maximum drawdown

10.49

2.94

+7.55

Martin ratioReturn relative to average drawdown

24.98

9.51

+15.47

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

The current V0IH.DE Sharpe Ratio is 3.30, which is higher than the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of V0IH.DE and WDEE.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.


Loading charts...

Sharpe Ratios by Period


V0IH.DEWDEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

1.75

+1.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.69

-0.13

Drawdowns

V0IH.DE vs. WDEE.DE - Drawdown Comparison

The maximum V0IH.DE drawdown since its inception was -44.39%, which is greater than WDEE.DE's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for V0IH.DE and WDEE.DE.


Loading charts...

Drawdown Indicators


V0IH.DEWDEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.39%

-23.77%

-20.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-12.42%

+3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-44.39%

-23.77%

-20.62%

Current Drawdown

Current decline from peak

-3.97%

-4.37%

+0.40%

Average Drawdown

Average peak-to-trough decline

-15.06%

-7.19%

-7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.85%

-0.03%

Volatility

V0IH.DE vs. WDEE.DE - Volatility Comparison

VanEck Oil Services UCITS ETF A (V0IH.DE) has a higher volatility of 8.79% compared to Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) at 7.54%. This indicates that V0IH.DE's price experiences larger fluctuations and is considered to be riskier than WDEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


V0IH.DEWDEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

7.54%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

20.57%

17.53%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

29.00%

20.89%

+8.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.69%

19.94%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.69%

19.94%

+9.75%

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

V0IH.DE has a 0.35% expense ratio, which is higher than WDEE.DE's 0.18% expense ratio.


Dividends

V0IH.DE vs. WDEE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


V0IH.DE and WDEE.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDEE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDEE.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for V0IH.DE.

V0IH.DE tracks MarketVector US Listed Oil Services 10% Capped, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.35% for V0IH.DE and 0.18% for WDEE.DE.

Portfolio Optimizer

Find the right allocation for V0IH.DE and WDEE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer