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DFNS.L vs. ESPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNS.L vs. ESPO - Performance Comparison

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

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Returns By Period

In the year-to-date period, DFNS.L achieves a 2.88% return, which is significantly higher than ESPO's -13.31% return.


DFNS.L

1D
-1.80%
1M
-5.10%
YTD
2.88%
6M
8.71%
1Y
15.78%
3Y*
42.95%
5Y*
10Y*

ESPO

1D
-2.20%
1M
-1.23%
YTD
-13.31%
6M
-16.99%
1Y
-11.55%
3Y*
19.46%
5Y*
6.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNS.L vs. ESPO - Yearly Performance Comparison


2026 (YTD)202520242023
DFNS.L
VanEck Defense UCITS ETF
2.88%68.21%43.74%25.73%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-13.31%25.79%47.61%9.42%

Correlation

The correlation between DFNS.L and ESPO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2023

0.30

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Return for Risk

DFNS.L vs. ESPO — Risk / Return Rank

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

DFNS.L
DFNS.L Risk / Return Rank: 1919
Overall Rank
DFNS.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFNS.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFNS.L Omega Ratio Rank: 1818
Omega Ratio Rank
DFNS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
DFNS.L Martin Ratio Rank: 1919
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO Martin Ratio Rank: 55
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.

DFNS.L vs. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF (DFNS.L) 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.


DFNS.LESPODifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.12

0.91

+0.21

Calmar ratioReturn relative to maximum drawdown

0.84

-0.42

+1.25

Martin ratioReturn relative to average drawdown

2.09

-0.76

+2.85

DFNS.L vs. ESPO - Sharpe Ratio Comparison

The current DFNS.L Sharpe Ratio is 0.63, which is higher than the ESPO Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of DFNS.L and ESPO, 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


DFNS.LESPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

-0.62

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

2.01

0.63

+1.38

Drawdowns

DFNS.L vs. ESPO - Drawdown Comparison

The maximum DFNS.L drawdown since its inception was -18.72%, smaller than the maximum ESPO drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for DFNS.L and ESPO.


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Drawdown Indicators


DFNS.LESPODifference

Max Drawdown

Largest peak-to-trough decline

-18.72%

-50.99%

+32.27%

Max Drawdown (1Y)

Largest decline over 1 year

-18.72%

-27.81%

+9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-27.81%

+9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

Current Drawdown

Current decline from peak

-15.86%

-25.66%

+9.80%

Average Drawdown

Average peak-to-trough decline

-3.39%

-15.03%

+11.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.50%

15.30%

-7.80%

Volatility

DFNS.L vs. ESPO - Volatility Comparison

VanEck Defense UCITS ETF (DFNS.L) has a higher volatility of 8.07% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 5.00%. This indicates that DFNS.L'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


DFNS.LESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

5.00%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

19.53%

14.58%

+4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

24.88%

18.85%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.56%

25.12%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.56%

25.75%

-4.19%

DFNS.L vs. ESPO - Expense Ratio Comparison

Both DFNS.L and ESPO have an expense ratio of 0.55%.


Dividends

DFNS.L vs. ESPO - Dividend Comparison

DFNS.L has not paid dividends to shareholders, while ESPO's dividend yield for the trailing twelve months is around 1.44%.


PositionTTM20252024202320222021202020192018
DFNS.L
VanEck Defense UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.44%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%

Frequently Asked Questions


DFNS.L and ESPO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DFNS.L and ESPO have the same expense ratio: 0.55% per year.

DFNS.L is categorized as Aerospace & Defense, while ESPO is Large Cap Growth Equities. DFNS.L tracks MarketVector™ Global Defense Industry Index, while ESPO tracks MVIS Global Video Gaming and eSports Index.

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