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BRF vs. ESPO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRF vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Brazil Small-Cap ETF (BRF) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

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BRF vs. ESPO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BRF
VanEck Vectors Brazil Small-Cap ETF
14.99%54.17%-35.02%37.21%-14.38%-20.40%-21.07%40.66%4.35%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-12.22%25.79%47.61%33.64%-34.71%-2.13%83.93%42.36%-12.57%

Returns By Period

In the year-to-date period, BRF achieves a 14.99% return, which is significantly higher than ESPO's -12.22% return.


BRF

1D
0.76%
1M
-3.62%
YTD
14.99%
6M
20.14%
1Y
50.62%
3Y*
16.76%
5Y*
3.68%
10Y*
7.95%

ESPO

1D
0.49%
1M
-1.91%
YTD
-12.22%
6M
-24.60%
1Y
4.89%
3Y*
20.86%
5Y*
6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRF vs. ESPO - Expense Ratio Comparison

BRF has a 0.60% expense ratio, which is higher than ESPO's 0.55% expense ratio.


Return for Risk

BRF vs. ESPO — Risk / Return Rank

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

BRF
BRF Risk / Return Rank: 8484
Overall Rank
BRF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BRF Sortino Ratio Rank: 8383
Sortino Ratio Rank
BRF Omega Ratio Rank: 7878
Omega Ratio Rank
BRF Calmar Ratio Rank: 9191
Calmar Ratio Rank
BRF Martin Ratio Rank: 8686
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 1717
Overall Rank
ESPO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 1818
Sortino Ratio Rank
ESPO Omega Ratio Rank: 1717
Omega Ratio Rank
ESPO Calmar Ratio Rank: 1717
Calmar Ratio Rank
ESPO Martin Ratio Rank: 1616
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.

BRF vs. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Brazil Small-Cap ETF (BRF) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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.


BRFESPODifference

Sharpe ratio

Return per unit of total volatility

1.76

0.23

+1.53

Sortino ratio

Return per unit of downside risk

2.29

0.48

+1.82

Omega ratio

Gain probability vs. loss probability

1.31

1.06

+0.25

Calmar ratio

Return relative to maximum drawdown

3.28

0.24

+3.04

Martin ratio

Return relative to average drawdown

10.80

0.58

+10.22

BRF vs. ESPO - Sharpe Ratio Comparison

The current BRF Sharpe Ratio is 1.76, which is higher than the ESPO Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of BRF and ESPO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRFESPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.23

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.27

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.65

-0.58

Correlation

The correlation between BRF and ESPO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BRF vs. ESPO - Dividend Comparison

BRF's dividend yield for the trailing twelve months is around 4.82%, more than ESPO's 1.42% yield.


TTM20252024202320222021202020192018201720162015
BRF
VanEck Vectors Brazil Small-Cap ETF
4.82%5.54%4.08%5.02%4.13%2.96%1.66%2.54%2.89%4.53%4.25%3.84%
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.42%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%

Drawdowns

BRF vs. ESPO - Drawdown Comparison

The maximum BRF drawdown since its inception was -82.26%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for BRF and ESPO.


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Drawdown Indicators


BRFESPODifference

Max Drawdown

Largest peak-to-trough decline

-82.26%

-50.99%

-31.27%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-27.81%

+11.70%

Max Drawdown (5Y)

Largest decline over 5 years

-50.49%

-48.33%

-2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-60.43%

Current Drawdown

Current decline from peak

-43.94%

-24.72%

-19.22%

Average Drawdown

Average peak-to-trough decline

-45.76%

-14.81%

-30.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

11.48%

-6.59%

Volatility

BRF vs. ESPO - Volatility Comparison

VanEck Vectors Brazil Small-Cap ETF (BRF) has a higher volatility of 13.88% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 7.97%. This indicates that BRF's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRFESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.88%

7.97%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

22.76%

14.33%

+8.43%

Volatility (1Y)

Calculated over the trailing 1-year period

29.00%

21.51%

+7.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.52%

25.22%

+6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.00%

25.89%

+8.11%