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ESGB.L vs. AIAG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESGB.L vs. AIAG.L - Performance Comparison

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

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


2026 (YTD)2025202420232022202120202019
ESGB.L
VanEck Vectors Video Gaming and eSports UCITS ETF A USD
-11.51%18.62%51.06%25.92%-27.12%-1.36%80.84%6.41%
AIAG.L
L&G Artificial Intelligence UCITS ETF
-5.16%21.44%20.57%50.58%-33.18%11.07%63.12%-2.52%
Different Trading Currencies

ESGB.L is traded in GBP, while AIAG.L is traded in GBp. To make them comparable, the AIAG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESGB.L achieves a -11.51% return, which is significantly lower than AIAG.L's -5.16% return.


ESGB.L

1D
1.52%
1M
-0.88%
YTD
-11.51%
6M
-23.37%
1Y
3.47%
3Y*
18.52%
5Y*
7.99%
10Y*

AIAG.L

1D
3.62%
1M
-2.99%
YTD
-5.16%
6M
-5.75%
1Y
30.89%
3Y*
20.41%
5Y*
9.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ESGB.L has a 0.55% expense ratio, which is higher than AIAG.L's 0.49% expense ratio.


Return for Risk

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

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

ESGB.L
ESGB.L Risk / Return Rank: 1515
Overall Rank
ESGB.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ESGB.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ESGB.L Omega Ratio Rank: 1616
Omega Ratio Rank
ESGB.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
ESGB.L Martin Ratio Rank: 1313
Martin Ratio Rank

AIAG.L
AIAG.L Risk / Return Rank: 5959
Overall Rank
AIAG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AIAG.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
AIAG.L Omega Ratio Rank: 5555
Omega Ratio Rank
AIAG.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
AIAG.L Martin Ratio Rank: 5050
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L) and L&G Artificial Intelligence UCITS ETF (AIAG.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.


ESGB.LAIAG.LDifference

Sharpe ratio

Return per unit of total volatility

0.18

1.14

-0.95

Sortino ratio

Return per unit of downside risk

0.38

1.62

-1.24

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratio

Return relative to maximum drawdown

0.09

1.79

-1.70

Martin ratio

Return relative to average drawdown

0.21

4.96

-4.75

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

The current ESGB.L Sharpe Ratio is 0.18, which is lower than the AIAG.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of ESGB.L and AIAG.L, 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


ESGB.LAIAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.14

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.35

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.54

+0.19

Correlation

The correlation between ESGB.L and AIAG.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ESGB.L vs. AIAG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ESGB.L vs. AIAG.L - Drawdown Comparison

The maximum ESGB.L drawdown since its inception was -39.40%, smaller than the maximum AIAG.L drawdown of -41.56%. Use the drawdown chart below to compare losses from any high point for ESGB.L and AIAG.L.


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Drawdown Indicators


ESGB.LAIAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.40%

-41.56%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-26.63%

-16.80%

-9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-41.56%

+3.96%

Current Drawdown

Current decline from peak

-23.37%

-13.05%

-10.32%

Average Drawdown

Average peak-to-trough decline

-12.81%

-12.64%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.14%

6.07%

+5.07%

Volatility

ESGB.L vs. AIAG.L - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L) is 6.05%, while L&G Artificial Intelligence UCITS ETF (AIAG.L) has a volatility of 7.16%. This indicates that ESGB.L experiences smaller price fluctuations and is considered to be less risky than AIAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGB.LAIAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

7.16%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

18.64%

-5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

27.17%

-8.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.23%

26.28%

-4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

27.40%

-4.46%