V0IH.DE vs. WDNR.DE
Compare and contrast key facts about VanEck Oil Services UCITS ETF A (V0IH.DE) and Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE).
V0IH.DE and WDNR.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V0IH.DE is a passively managed fund by VanEck that tracks the performance of the MarketVector US Listed Oil Services 10% Capped. It was launched on Mar 31, 2023. WDNR.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg BioEnergy ESG. It was launched on Jan 31, 2018. Both V0IH.DE and WDNR.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
V0IH.DE vs. WDNR.DE - Performance Comparison
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V0IH.DE vs. WDNR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
V0IH.DE VanEck Oil Services UCITS ETF A | 44.62% | -0.77% | -6.42% | 13.18% |
WDNR.DE Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc | 29.90% | 10.93% | -16.29% | 0.16% |
Returns By Period
In the year-to-date period, V0IH.DE achieves a 44.62% return, which is significantly higher than WDNR.DE's 29.90% return.
V0IH.DE
- 1D
- 1.39%
- 1M
- 4.42%
- YTD
- 44.62%
- 6M
- 60.51%
- 1Y
- 50.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WDNR.DE
- 1D
- 1.40%
- 1M
- 10.81%
- YTD
- 29.90%
- 6M
- 34.71%
- 1Y
- 49.42%
- 3Y*
- 6.07%
- 5Y*
- 16.66%
- 10Y*
- 7.49%
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V0IH.DE vs. WDNR.DE - Expense Ratio Comparison
Both V0IH.DE and WDNR.DE have an expense ratio of 0.35%.
Return for Risk
V0IH.DE vs. WDNR.DE — Risk / Return Rank
V0IH.DE
WDNR.DE
V0IH.DE vs. WDNR.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 Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.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 | WDNR.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 2.70 | -1.24 |
Sortino ratioReturn per unit of downside risk | 1.90 | 3.51 | -1.61 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.49 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 7.51 | 7.89 | -0.38 |
Martin ratioReturn relative to average drawdown | 17.66 | 31.68 | -14.02 |
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 | WDNR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.70 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.25 | +0.25 |
Correlation
The correlation between V0IH.DE and WDNR.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
V0IH.DE vs. WDNR.DE - Dividend Comparison
Neither V0IH.DE nor WDNR.DE has paid dividends to shareholders.
Drawdowns
V0IH.DE vs. WDNR.DE - Drawdown Comparison
The maximum V0IH.DE drawdown since its inception was -44.39%, smaller than the maximum WDNR.DE drawdown of -62.27%. Use the drawdown chart below to compare losses from any high point for V0IH.DE and WDNR.DE.
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Drawdown Indicators
| V0IH.DE | WDNR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.39% | -62.27% | +17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -18.64% | -11.53% | -7.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.84% | — |
Current DrawdownCurrent decline from peak | -4.22% | -1.24% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -15.70% | -16.88% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 1.76% | +2.11% |
Volatility
V0IH.DE vs. WDNR.DE - Volatility Comparison
VanEck Oil Services UCITS ETF A (V0IH.DE) has a higher volatility of 8.00% compared to Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE) at 7.27%. This indicates that V0IH.DE's price experiences larger fluctuations and is considered to be riskier than WDNR.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 | WDNR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 7.27% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 20.40% | 12.17% | +8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.12% | 18.19% | +15.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.75% | 22.73% | +7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.75% | 27.07% | +2.68% |