DAGB.L vs. ESGB.L

Last updated Jul 14, 2026

DAGB.L (VanEck Digital Assets Equity UCITS ETF A USD Acc) and ESGB.L (VanEck Vectors Video Gaming and eSports UCITS ETF A USD) are both Technology Equities funds from VanEck tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 5 years, DAGB.L returned -2.55%/yr vs 8.16%/yr for ESGB.L. A 0.53 correlation means they provide meaningful diversification when combined. DAGB.L charges 0.65%/yr vs 0.55%/yr for ESGB.L.

Performance

DAGB.L vs. ESGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L) and VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAGB.L achieves a 10.41% return, which is significantly higher than ESGB.L's -10.94% return.

DAGB.L

• 1D: -1.83%
• 1M: -14.22%
• 6M: -6.13%
• YTD: 10.41%
• 1Y: 3.99%
• 3Y*: 23.93%
• 5Y*: -2.55%
• 10Y*: —

ESGB.L

• 1D: -0.13%
• 1M: 5.25%
• 6M: -12.18%
• YTD: -10.94%
• 1Y: -8.76%
• 3Y*: 16.98%
• 5Y*: 8.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DAGB.L vs. ESGB.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DAGB.L VanEck Digital Assets Equity UCITS ETF A USD Acc	10.41%	2.70%	31.12%	326.16%	-85.21%	-24.14%
ESGB.L VanEck Vectors Video Gaming and eSports UCITS ETF A USD	-10.94%	18.62%	51.10%	25.90%	-27.12%	2.36%

Correlation

The correlation between DAGB.L and ESGB.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (All Time) Calculated using the full available price history since May 6, 2021	0.53

The correlation between DAGB.L and ESGB.L shifts across timeframes, from 0.40 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

DAGB.L vs. ESGB.L - Sectors Allocation Comparison

Sectors	DAGB.L	ESGB.L
Financial Services	61.3%	-
Technology	35.8%	8.3%
Consumer Cyclical	2.9%	14.3%
Basic Materials	-	-
Communication Services	-	77.4%
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

DAGB.L vs. ESGB.L — Risk / Return Rank

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

DAGB.L

DAGB.L Risk / Return Rank: 11
DAGB.L Sharpe Ratio Rank: 10
DAGB.L Sortino Ratio Rank: 13
DAGB.L Omega Ratio Rank: 13
DAGB.L Calmar Ratio Rank: 10
DAGB.L Martin Ratio Rank: 10

ESGB.L

ESGB.L Risk / Return Rank: 6
ESGB.L Sharpe Ratio Rank: 5
ESGB.L Sortino Ratio Rank: 5
ESGB.L Omega Ratio Rank: 5
ESGB.L Calmar Ratio Rank: 6
ESGB.L Martin Ratio Rank: 7

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.

DAGB.L vs. ESGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L) and VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DAGB.L	ESGB.L	Difference
Sharpe ratio: Return per unit of total volatility	0.07	-0.51	+0.58
Sortino ratio: Return per unit of downside risk	0.52	-0.61	+1.13
Omega ratio: Gain probability vs. loss probability	1.06	0.93	+0.13
Calmar ratio: Return relative to maximum drawdown	0.09	-0.32	+0.40
Martin ratio: Return relative to average drawdown	0.15	-0.51	+0.66

DAGB.L vs. ESGB.L - Sharpe Ratio Comparison

The current DAGB.L Sharpe Ratio is 0.07, which is higher than the ESGB.L Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of DAGB.L and ESGB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DAGB.L vs. ESGB.L - Drawdown Comparison

The maximum DAGB.L drawdown since its inception was -91.23%, which is greater than ESGB.L's maximum drawdown of -39.40%. Use the drawdown chart below to compare losses from any high point for DAGB.L and ESGB.L.

Drawdown Indicators

	DAGB.L	ESGB.L	Difference
Max Drawdown Largest peak-to-trough decline	-91.23%	-39.40%	-51.83%
Max Drawdown (1Y) Largest decline over 1 year	-45.63%	-27.68%	-17.95%
Max Drawdown (3Y) Largest decline over 3 years	-58.48%	-27.68%	-30.80%
Max Drawdown (5Y) Largest decline over 5 years	-91.23%	-37.60%	-53.63%
Current Drawdown Current decline from peak	-43.22%	-22.86%	-20.36%
Average Drawdown Average peak-to-trough decline	-57.12%	-13.28%	-43.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.58%	17.08%	+9.50%

Volatility

DAGB.L vs. ESGB.L - Volatility Comparison

VanEck Digital Assets Equity UCITS ETF A USD Acc (DAGB.L) has a higher volatility of 13.57% compared to VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L) at 4.67%. This indicates that DAGB.L's price experiences larger fluctuations and is considered to be riskier than ESGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAGB.L	ESGB.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.57%	4.67%	+8.90%
Volatility (6M) Calculated over the trailing 6-month period	40.16%	13.71%	+26.45%
Volatility (1Y) Calculated over the trailing 1-year period	59.80%	17.15%	+42.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.95%	21.97%	+49.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.41%	22.70%	+48.71%

DAGB.L vs. ESGB.L - Expense Ratio Comparison

DAGB.L has a 0.65% expense ratio, which is higher than ESGB.L's 0.55% expense ratio.

Dividends

DAGB.L vs. ESGB.L - Dividend Comparison

Neither DAGB.L nor ESGB.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DAGB.L and ESGB.L in my portfolio?

DAGB.L and ESGB.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DAGB.L or ESGB.L?

On fees, ESGB.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DAGB.L or ESGB.L?

ESGB.L is cheaper with a 0.55% expense ratio, compared with 0.65% for DAGB.L.

What is the main difference between DAGB.L and ESGB.L?

Both ETFs track MSCI World/Information Tech NR USD. Their fees differ too: 0.65% for DAGB.L and 0.55% for ESGB.L.