EDOG.L vs. HERG.L

Last updated Jun 5, 2026

EDOG.L (Global X Telemedicine & Digital Health UCITS ETF Dist GBP) and HERG.L (Global X Video Games & Esports UCITS ETF Dist GBP) are both exchange-traded funds - EDOG.L is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while HERG.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 5 years, EDOG.L returned -6.67%/yr vs -4.07%/yr for HERG.L. A 0.59 correlation means they provide meaningful diversification when combined. EDOG.L charges 0.68%/yr vs 0.50%/yr for HERG.L.

Performance

EDOG.L vs. HERG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Telemedicine & Digital Health UCITS ETF Dist GBP (EDOG.L) and Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EDOG.L achieves a -1.61% return, which is significantly higher than HERG.L's -14.16% return.

EDOG.L

• 1D: 4.86%
• 1M: 9.25%
• YTD: -1.61%
• 6M: -6.38%
• 1Y: 3.43%
• 3Y*: -4.96%
• 5Y*: -6.67%
• 10Y*: —

HERG.L

• 1D: -1.57%
• 1M: -3.55%
• YTD: -14.16%
• 6M: -16.63%
• 1Y: -14.51%
• 3Y*: 5.09%
• 5Y*: -4.07%
• 10Y*: —

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

EDOG.L vs. HERG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EDOG.L Global X Telemedicine & Digital Health UCITS ETF Dist GBP	-1.61%	1.72%	-1.82%	-15.83%	-9.36%	-13.16%	-0.16%
HERG.L Global X Video Games & Esports UCITS ETF Dist GBP	-14.16%	15.10%	20.65%	0.14%	-27.54%	-8.40%	-0.53%

Correlation

The correlation between EDOG.L and HERG.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Dec 21, 2020	0.59

Over the past year, the correlation between EDOG.L and HERG.L has dropped to 0.32 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

EDOG.L vs. HERG.L - Sectors Allocation Comparison

Sectors	EDOG.L	HERG.L
Healthcare	100.0%	-
Consumer Defensive	0.0%	-
Basic Materials	-	-
Communication Services	-	92.4%
Consumer Cyclical	-	-
Energy	-	-
Financial Services	-	-
Industrials	-	2.0%
Real Estate	-	-
Technology	-	5.6%
Utilities	-	-

Return for Risk

EDOG.L vs. HERG.L — Risk / Return Rank

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

EDOG.L

EDOG.L Risk / Return Rank: 11
EDOG.L Sharpe Ratio Rank: 12
EDOG.L Sortino Ratio Rank: 12
EDOG.L Omega Ratio Rank: 11
EDOG.L Calmar Ratio Rank: 11
EDOG.L Martin Ratio Rank: 11

HERG.L

HERG.L Risk / Return Rank: 3
HERG.L Sharpe Ratio Rank: 3
HERG.L Sortino Ratio Rank: 3
HERG.L Omega Ratio Rank: 3
HERG.L Calmar Ratio Rank: 4
HERG.L Martin Ratio Rank: 4

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.

EDOG.L vs. HERG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health UCITS ETF Dist GBP (EDOG.L) and Global X Video Games & Esports UCITS ETF Dist GBP (HERG.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.

	EDOG.L	HERG.L	Difference
Sharpe ratio: Return per unit of total volatility	0.17	-0.83	+0.99
Sortino ratio: Return per unit of downside risk	0.39	-1.05	+1.44
Omega ratio: Gain probability vs. loss probability	1.04	0.88	+0.17
Calmar ratio: Return relative to maximum drawdown	0.15	-0.58	+0.73
Martin ratio: Return relative to average drawdown	0.31	-1.08	+1.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EDOG.L vs. HERG.L - Sharpe Ratio Comparison

The current EDOG.L Sharpe Ratio is 0.17, which is higher than the HERG.L Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of EDOG.L and HERG.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.

Sharpe Ratios by Period

	EDOG.L	HERG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	-0.83	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.27	-0.20	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	-0.30	-0.21	-0.09

Drawdowns

EDOG.L vs. HERG.L - Drawdown Comparison

The maximum EDOG.L drawdown since its inception was -53.28%, which is greater than HERG.L's maximum drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for EDOG.L and HERG.L.

Drawdown Indicators

	EDOG.L	HERG.L	Difference
Max Drawdown Largest peak-to-trough decline	-53.28%	-48.02%	-5.26%
Max Drawdown (1Y) Largest decline over 1 year	-22.26%	-24.96%	+2.70%
Max Drawdown (3Y) Largest decline over 3 years	-29.76%	-24.96%	-4.80%
Max Drawdown (5Y) Largest decline over 5 years	-45.68%	-40.40%	-5.28%
Current Drawdown Current decline from peak	-43.82%	-32.54%	-11.28%
Average Drawdown Average peak-to-trough decline	-37.00%	-30.34%	-6.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.90%	13.35%	-2.45%

Volatility

EDOG.L vs. HERG.L - Volatility Comparison

Global X Telemedicine & Digital Health UCITS ETF Dist GBP (EDOG.L) has a higher volatility of 6.44% compared to Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L) at 5.04%. This indicates that EDOG.L's price experiences larger fluctuations and is considered to be riskier than HERG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EDOG.L	HERG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	5.04%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	14.33%	14.20%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	20.28%	17.55%	+2.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.14%	20.13%	+5.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.25%	20.40%	+4.85%

EDOG.L vs. HERG.L - Expense Ratio Comparison

EDOG.L has a 0.68% expense ratio, which is higher than HERG.L's 0.50% expense ratio.

Dividends

EDOG.L vs. HERG.L - Dividend Comparison

EDOG.L has not paid dividends to shareholders, while HERG.L's dividend yield for the trailing twelve months is around 0.97%.

Position	TTM	2025	2024	2023	2022	2021
EDOG.L Global X Telemedicine & Digital Health UCITS ETF Dist GBP	0.00%	4.09%	0.00%	0.00%	13.81%	0.00%
HERG.L Global X Video Games & Esports UCITS ETF Dist GBP	0.97%	0.24%	0.37%	0.00%	0.01%	0.07%

Frequently Asked Questions

Can I hold both EDOG.L and HERG.L in my portfolio?

EDOG.L and HERG.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EDOG.L or HERG.L?

On fees, HERG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EDOG.L or HERG.L?

HERG.L is cheaper with a 0.50% expense ratio, compared with 0.68% for EDOG.L.

What is the main difference between EDOG.L and HERG.L?

EDOG.L is categorized as Health & Biotech Equities, while HERG.L is Technology Equities. EDOG.L tracks MSCI World/Health Care NR USD, while HERG.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.68% for EDOG.L and 0.50% for HERG.L.