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BJK vs. DAPP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BJK and DAPP is 0.53, 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.


-0.50.00.51.00.5

Performance

BJK vs. DAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Gaming ETF (BJK) and VanEck Digital Transformation ETF (DAPP). The values are adjusted to include any dividend payments, if applicable.

-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-20.95%
-43.48%
BJK
DAPP

Key characteristics

Sharpe Ratio

BJK:

0.04

DAPP:

1.13

Sortino Ratio

BJK:

0.18

DAPP:

1.92

Omega Ratio

BJK:

1.02

DAPP:

1.21

Calmar Ratio

BJK:

0.02

DAPP:

1.13

Martin Ratio

BJK:

0.10

DAPP:

4.28

Ulcer Index

BJK:

6.75%

DAPP:

20.42%

Daily Std Dev

BJK:

19.20%

DAPP:

77.35%

Max Drawdown

BJK:

-71.13%

DAPP:

-91.90%

Current Drawdown

BJK:

-24.45%

DAPP:

-45.34%

Returns By Period

In the year-to-date period, BJK achieves a -1.18% return, which is significantly lower than DAPP's 66.15% return.


BJK

YTD

-1.18%

1M

-4.00%

6M

3.75%

1Y

-1.58%

5Y*

0.84%

10Y*

2.94%

DAPP

YTD

66.15%

1M

-1.21%

6M

35.99%

1Y

81.51%

5Y*

N/A

10Y*

N/A

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BJK vs. DAPP - Expense Ratio Comparison

BJK has a 0.66% expense ratio, which is higher than DAPP's 0.50% expense ratio.


BJK
VanEck Vectors Gaming ETF
Expense ratio chart for BJK: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for DAPP: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

BJK vs. DAPP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Gaming ETF (BJK) and VanEck Digital Transformation ETF (DAPP). 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.


Sharpe ratio
The chart of Sharpe ratio for BJK, currently valued at 0.04, compared to the broader market0.002.004.000.041.13
The chart of Sortino ratio for BJK, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.0010.000.181.92
The chart of Omega ratio for BJK, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.21
The chart of Calmar ratio for BJK, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.021.13
The chart of Martin ratio for BJK, currently valued at 0.10, compared to the broader market0.0020.0040.0060.0080.00100.000.104.28
BJK
DAPP

The current BJK Sharpe Ratio is 0.04, which is lower than the DAPP Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of BJK and DAPP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.04
1.13
BJK
DAPP

Dividends

BJK vs. DAPP - Dividend Comparison

Neither BJK nor DAPP has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BJK
VanEck Vectors Gaming ETF
0.00%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%4.90%0.97%
DAPP
VanEck Digital Transformation ETF
0.00%0.00%0.00%10.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BJK vs. DAPP - Drawdown Comparison

The maximum BJK drawdown since its inception was -71.13%, smaller than the maximum DAPP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for BJK and DAPP. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-24.03%
-45.34%
BJK
DAPP

Volatility

BJK vs. DAPP - Volatility Comparison

The current volatility for VanEck Vectors Gaming ETF (BJK) is 4.93%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 24.01%. This indicates that BJK experiences smaller price fluctuations and is considered to be less risky than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
4.93%
24.01%
BJK
DAPP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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