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XDW0.DE vs. V0IH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDW0.DE vs. V0IH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and VanEck Oil Services UCITS ETF A (V0IH.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, XDW0.DE achieves a 32.75% return, which is significantly lower than V0IH.DE's 55.27% return.


XDW0.DE

1D
-0.47%
1M
3.29%
YTD
32.75%
6M
28.86%
1Y
45.88%
3Y*
15.71%
5Y*
20.33%
10Y*
9.20%

V0IH.DE

1D
0.53%
1M
1.36%
YTD
55.27%
6M
44.59%
1Y
95.72%
3Y*
18.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.DE vs. V0IH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
32.75%2.24%7.48%1.83%
V0IH.DE
VanEck Oil Services UCITS ETF A
55.27%-0.77%-6.42%13.18%

Correlation

The correlation between XDW0.DE and V0IH.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

0.72

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

0.79

The correlation between XDW0.DE and V0IH.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.

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Return for Risk

XDW0.DE vs. V0IH.DE — Risk / Return Rank

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

XDW0.DE
XDW0.DE Risk / Return Rank: 5959
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5757
Martin Ratio Rank

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
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.

XDW0.DE vs. V0IH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and VanEck Oil Services UCITS ETF A (V0IH.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.


XDW0.DEV0IH.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.37

1.48

-0.12

Calmar ratioReturn relative to maximum drawdown

2.98

10.49

-7.51

Martin ratioReturn relative to average drawdown

9.92

24.98

-15.06

XDW0.DE vs. V0IH.DE - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 2.10, which is lower than the V0IH.DE Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of XDW0.DE and V0IH.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


XDW0.DEV0IH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

3.30

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.56

-0.20

Drawdowns

XDW0.DE vs. V0IH.DE - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -61.44%, which is greater than V0IH.DE's maximum drawdown of -44.39%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and V0IH.DE.


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Drawdown Indicators


XDW0.DEV0IH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.44%

-44.39%

-17.05%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-9.09%

-5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-23.71%

-44.39%

+20.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

Current Drawdown

Current decline from peak

-7.38%

-3.97%

-3.41%

Average Drawdown

Average peak-to-trough decline

-13.84%

-15.06%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

3.82%

+0.71%

Volatility

XDW0.DE vs. V0IH.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.96%, while VanEck Oil Services UCITS ETF A (V0IH.DE) has a volatility of 8.79%. This indicates that XDW0.DE experiences smaller price fluctuations and is considered to be less risky than V0IH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDW0.DEV0IH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

8.79%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

18.42%

20.57%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

29.00%

-7.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

29.69%

-5.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.02%

29.69%

-3.67%

XDW0.DE vs. V0IH.DE - Expense Ratio Comparison

XDW0.DE has a 0.25% expense ratio, which is lower than V0IH.DE's 0.35% expense ratio.


Dividends

XDW0.DE vs. V0IH.DE - Dividend Comparison

Neither XDW0.DE nor V0IH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDW0.DE and V0IH.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, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for V0IH.DE.

XDW0.DE tracks MSCI World/Energy NR USD, while V0IH.DE tracks MarketVector US Listed Oil Services 10% Capped. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.25% for XDW0.DE and 0.35% for V0IH.DE.

Portfolio Optimizer

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