ESGB.L vs. DGIT.L

Last updated Jun 26, 2026

ESGB.L (VanEck Vectors Video Gaming and eSports UCITS ETF A USD) and DGIT.L (iShares Digitalisation UCITS Acc) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from VanEck and iShares respectively. Both are passively managed. Over the past 5 years, ESGB.L returned 6.37%/yr vs -0.10%/yr for DGIT.L. A 0.74 correlation means they provide meaningful diversification when combined. ESGB.L charges 0.55%/yr vs 0.40%/yr for DGIT.L.

Performance

ESGB.L vs. DGIT.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 iShares Digitalisation UCITS Acc (DGIT.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ESGB.L is traded in GBP, while DGIT.L is traded in GBp. To make them comparable, the DGIT.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 -16.50% return, which is significantly lower than DGIT.L's -1.53% return.

ESGB.L

• 1D: -1.66%
• 1M: -2.11%
• YTD: -16.50%
• 6M: -16.04%
• 1Y: -16.05%
• 3Y*: 16.42%
• 5Y*: 6.37%
• 10Y*: —

DGIT.L

• 1D: -1.05%
• 1M: -0.12%
• YTD: -1.53%
• 6M: -1.56%
• 1Y: -4.04%
• 3Y*: 11.13%
• 5Y*: -0.10%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ESGB.L VanEck Vectors Video Gaming and eSports UCITS ETF A USD	-16.50%	18.62%	51.10%	25.90%	-27.12%	-1.36%	80.84%	9.90%
DGIT.L iShares Digitalisation UCITS Acc	-1.53%	-2.47%	24.03%	25.52%	-28.82%	2.05%	37.30%	-1.55%

Correlation

The correlation between ESGB.L and DGIT.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jun 28, 2019	0.74

Over the past year, the correlation between ESGB.L and DGIT.L has dropped to 0.51 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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

Sectors	ESGB.L	DGIT.L
Communication Services	75.9%	19.6%
Consumer Cyclical	14.4%	16.0%
Technology	9.7%	42.9%
Basic Materials	-	-
Consumer Defensive	-	0.0%
Energy	-	-
Financial Services	-	5.5%
Healthcare	-	0.1%
Industrials	-	10.1%
Real Estate	-	5.8%
Utilities	-	-

Return for Risk

ESGB.L vs. DGIT.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: 3
ESGB.L Sharpe Ratio Rank: 2
ESGB.L Sortino Ratio Rank: 3
ESGB.L Omega Ratio Rank: 3
ESGB.L Calmar Ratio Rank: 5
ESGB.L Martin Ratio Rank: 5

DGIT.L

DGIT.L Risk / Return Rank: 7
DGIT.L Sharpe Ratio Rank: 7
DGIT.L Sortino Ratio Rank: 7
DGIT.L Omega Ratio Rank: 7
DGIT.L Calmar Ratio Rank: 8
DGIT.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.

ESGB.L vs. DGIT.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 iShares Digitalisation UCITS Acc (DGIT.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.

	ESGB.L	DGIT.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.96	-0.24	-0.71
Sortino ratio: Return per unit of downside risk	-1.26	-0.23	-1.04
Omega ratio: Gain probability vs. loss probability	0.85	0.97	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.58	-0.18	-0.40
Martin ratio: Return relative to average drawdown	-0.98	-0.38	-0.61

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

The current ESGB.L Sharpe Ratio is -0.96, which is lower than the DGIT.L Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of ESGB.L and DGIT.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

ESGB.L vs. DGIT.L - Drawdown Comparison

The maximum ESGB.L drawdown since its inception was -39.40%, roughly equal to the maximum DGIT.L drawdown of -37.95%. Use the drawdown chart below to compare losses from any high point for ESGB.L and DGIT.L.

Drawdown Indicators

	ESGB.L	DGIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-39.40%	-37.95%	-1.45%
Max Drawdown (1Y) Largest decline over 1 year	-27.68%	-22.83%	-4.85%
Max Drawdown (3Y) Largest decline over 3 years	-27.68%	-24.88%	-2.80%
Max Drawdown (5Y) Largest decline over 5 years	-37.60%	-37.95%	+0.35%
Current Drawdown Current decline from peak	-27.68%	-12.15%	-15.53%
Average Drawdown Average peak-to-trough decline	-13.21%	-13.47%	+0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.30%	10.71%	+5.59%

Volatility

ESGB.L vs. DGIT.L - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L) is 4.10%, while iShares Digitalisation UCITS Acc (DGIT.L) has a volatility of 5.91%. This indicates that ESGB.L experiences smaller price fluctuations and is considered to be less risky than DGIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGB.L	DGIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.10%	5.91%	-1.81%
Volatility (6M) Calculated over the trailing 6-month period	13.17%	13.68%	-0.51%
Volatility (1Y) Calculated over the trailing 1-year period	16.74%	16.63%	+0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.97%	23.68%	-1.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.73%	22.95%	-0.22%

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

ESGB.L has a 0.55% expense ratio, which is higher than DGIT.L's 0.40% expense ratio.

Dividends

ESGB.L vs. DGIT.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

ESGB.L and DGIT.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

On fees, DGIT.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

DGIT.L is cheaper with a 0.40% expense ratio, compared with 0.55% for ESGB.L.

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

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.55% for ESGB.L and 0.40% for DGIT.L.