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ESGB.L vs. EQQQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESGB.L vs. EQQQ.DE - 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 Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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ESGB.L vs. EQQQ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESGB.L
VanEck Vectors Video Gaming and eSports UCITS ETF A USD
-12.22%18.62%51.06%25.92%-27.12%-1.36%80.84%10.77%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
-4.09%12.50%27.84%48.30%-26.28%29.60%42.17%11.57%
Different Trading Currencies

ESGB.L is traded in GBP, while EQQQ.DE is traded in EUR. To make them comparable, the EQQQ.DE 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 -12.22% return, which is significantly lower than EQQQ.DE's -4.09% return.


ESGB.L

1D
-25.28%
1M
0.61%
YTD
-12.22%
6M
-23.83%
1Y
1.51%
3Y*
18.05%
5Y*
7.82%
10Y*

EQQQ.DE

1D
0.00%
1M
-1.61%
YTD
-4.09%
6M
-1.84%
1Y
21.21%
3Y*
20.33%
5Y*
13.96%
10Y*
19.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESGB.L vs. EQQQ.DE - Expense Ratio Comparison

ESGB.L has a 0.55% expense ratio, which is higher than EQQQ.DE's 0.30% expense ratio.


Return for Risk

ESGB.L vs. EQQQ.DE — 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: 1616
Overall Rank
ESGB.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ESGB.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ESGB.L Omega Ratio Rank: 2222
Omega Ratio Rank
ESGB.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
ESGB.L Martin Ratio Rank: 1515
Martin Ratio Rank

EQQQ.DE
EQQQ.DE Risk / Return Rank: 4949
Overall Rank
EQQQ.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EQQQ.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
EQQQ.DE Omega Ratio Rank: 3737
Omega Ratio Rank
EQQQ.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQQ.DE Martin Ratio Rank: 6060
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. EQQQ.DE - 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 Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). 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.LEQQQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.03

1.07

-1.04

Sortino ratio

Return per unit of downside risk

0.42

1.59

-1.17

Omega ratio

Gain probability vs. loss probability

1.09

1.22

-0.13

Calmar ratio

Return relative to maximum drawdown

0.23

2.49

-2.26

Martin ratio

Return relative to average drawdown

0.56

7.37

-6.81

ESGB.L vs. EQQQ.DE - Sharpe Ratio Comparison

The current ESGB.L Sharpe Ratio is 0.03, which is lower than the EQQQ.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ESGB.L and EQQQ.DE, 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.LEQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

1.07

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.71

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.87

-0.28

Correlation

The correlation between ESGB.L and EQQQ.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ESGB.L vs. EQQQ.DE - Dividend Comparison

ESGB.L has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.29%.


TTM20252024202320222021202020192018201720162015
ESGB.L
VanEck Vectors Video Gaming and eSports UCITS ETF A USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
0.29%0.29%0.37%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%

Drawdowns

ESGB.L vs. EQQQ.DE - Drawdown Comparison

The maximum ESGB.L drawdown since its inception was -39.40%, which is greater than EQQQ.DE's maximum drawdown of -32.94%. Use the drawdown chart below to compare losses from any high point for ESGB.L and EQQQ.DE.


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Drawdown Indicators


ESGB.LEQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.40%

-47.04%

+7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-26.63%

-10.05%

-16.58%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-31.30%

-6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

Current Drawdown

Current decline from peak

-25.28%

-7.53%

-17.75%

Average Drawdown

Average peak-to-trough decline

-12.80%

-7.40%

-5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.15%

3.36%

+7.79%

Volatility

ESGB.L vs. EQQQ.DE - Volatility Comparison

VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L) has a higher volatility of 43.08% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 4.61%. This indicates that ESGB.L's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGB.LEQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.08%

4.61%

+38.47%

Volatility (6M)

Calculated over the trailing 6-month period

43.76%

11.72%

+32.04%

Volatility (1Y)

Calculated over the trailing 1-year period

46.88%

19.71%

+27.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.37%

19.50%

+9.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.25%

19.62%

+8.63%