PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ESGB.L vs. TREG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGB.L vs. TREG.L

Last updated Jun 5, 2026

ESGB.L (VanEck Vectors Video Gaming and eSports UCITS ETF A USD) and TREG.L (VanEck Global Real Estate UCITS ETF) are both exchange-traded funds - ESGB.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while TREG.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 5 years, ESGB.L returned 7.72%/yr vs 3.44%/yr for TREG.L. At a 0.33 correlation, their price movements are largely independent. ESGB.L charges 0.55%/yr vs 0.25%/yr for TREG.L.

Performance

ESGB.L vs. TREG.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 VanEck Global Real Estate UCITS ETF (TREG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESGB.L achieves a -13.64% return, which is significantly lower than TREG.L's 4.19% return.

ESGB.L

1D
-0.17%
1M
-0.16%
YTD
-13.64%
6M
-17.38%
1Y
-11.52%
3Y*
16.72%
5Y*
7.72%
10Y*
—

TREG.L

1D
0.12%
1M
-3.04%
YTD
4.19%
6M
3.31%
1Y
12.34%
3Y*
7.92%
5Y*
3.44%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
ESGB.L
VanEck Vectors Video Gaming and eSports UCITS ETF A USD		-13.64%18.62%51.06%25.92%-27.12%-1.36%80.84%10.77%
TREG.L
VanEck Global Real Estate UCITS ETF		4.19%6.62%2.78%7.64%-16.77%31.33%-10.04%0.99%

Correlation

The correlation between ESGB.L and TREG.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.17

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

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2019

0.33

The correlation between ESGB.L and TREG.L shifts across timeframes, from 0.17 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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

Sectors
ESGB.L
TREG.L

Communication Services

76.9%

-

Consumer Cyclical

14.2%
0.1%

Technology

8.9%

-

Basic Materials

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

0.0%

Healthcare

-

-

Industrials

-

-

Real Estate

-

98.4%

Utilities

-

-

Communication Services

ESGB.L
76.9%
TREG.L

-

Consumer Cyclical

ESGB.L
14.2%
TREG.L
0.1%

Technology

ESGB.L
8.9%
TREG.L

-

Basic Materials

ESGB.L

-

TREG.L

-

Consumer Defensive

ESGB.L

-

TREG.L

-

Energy

ESGB.L

-

TREG.L

-

Financial Services

ESGB.L

-

TREG.L
0.0%

Healthcare

ESGB.L

-

TREG.L

-

Industrials

ESGB.L

-

TREG.L

-

Real Estate

ESGB.L

-

TREG.L
98.4%

Utilities

ESGB.L

-

TREG.L

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

VanEck Vectors Video Gaming and eSports UCITS ETF A USD

VanEck Global Real Estate UCITS ETF

Often compared with ESGB.L:
ESGB.L vs. ESPOESGB.L vs. DFNS.LESGB.L vs. XLKQ.LESGB.L vs. IITU.LESGB.L vs. ANRJ.LESGB.L vs. XSTC.LESGB.L vs. AIAG.L
Often compared with TREG.L:
TREG.L vs. HPRO.LTREG.L vs. IWDP.ASTREG.L vs. EPRA.LTREG.L vs. BCHS.LTREG.L vs. PFFRTREG.L vs. BBOX.LTREG.L vs. VOO

Return for Risk

ESGB.L vs. TREG.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: 44
Overall Rank
ESGB.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESGB.L Sortino Ratio Rank: 44
Sortino Ratio Rank
ESGB.L Omega Ratio Rank: 44
Omega Ratio Rank
ESGB.L Calmar Ratio Rank: 55
Calmar Ratio Rank
ESGB.L Martin Ratio Rank: 66
Martin Ratio Rank
TREG.L
TREG.L Risk / Return Rank: 2828
Overall Rank
TREG.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TREG.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
TREG.L Omega Ratio Rank: 2727
Omega Ratio Rank
TREG.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
TREG.L Martin Ratio Rank: 2929
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. TREG.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 VanEck Global Real Estate UCITS ETF (TREG.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.LTREG.LDifference
Sharpe ratioReturn per unit of total volatility
-0.68
1.03

-1.72

Sortino ratioReturn per unit of downside risk
-0.86
1.53

-2.39

Omega ratioGain probability vs. loss probability

0.90

1.18

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.43

1.25

-1.68

Martin ratioReturn relative to average drawdown

-0.76

4.06

-4.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ESGB.L Sharpe Ratio is -0.68, which is lower than the TREG.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of ESGB.L and TREG.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.

Loading charts...

Sharpe Ratios by Period

ESGB.LTREG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

1.03

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.23

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.24

+0.46

Drawdowns

ESGB.L vs. TREG.L - Drawdown Comparison

The maximum ESGB.L drawdown since its inception was -39.40%, which is greater than TREG.L's maximum drawdown of -35.66%. Use the drawdown chart below to compare losses from any high point for ESGB.L and TREG.L.

Loading charts...

Drawdown Indicators

ESGB.LTREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.40%

-35.66%

-3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-26.63%

-9.39%

-17.24%

Max Drawdown (3Y)

Largest decline over 3 years

-26.63%

-15.30%

-11.33%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-26.89%

-10.71%

Current Drawdown

Current decline from peak

-25.21%

-5.75%

-19.46%

Average Drawdown

Average peak-to-trough decline

-13.09%

-10.39%

-2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.99%

2.91%

+12.08%

Volatility

ESGB.L vs. TREG.L - Volatility Comparison

VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L) has a higher volatility of 3.96% compared to VanEck Global Real Estate UCITS ETF (TREG.L) at 3.52%. This indicates that ESGB.L's price experiences larger fluctuations and is considered to be riskier than TREG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

ESGB.LTREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.52%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.09%

9.13%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

11.41%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.02%

14.66%

+7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

16.96%

+5.85%

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

ESGB.L has a 0.55% expense ratio, which is higher than TREG.L's 0.25% expense ratio.

Dividends

ESGB.L vs. TREG.L - Dividend Comparison

ESGB.L has not paid dividends to shareholders, while TREG.L's dividend yield for the trailing twelve months is around 3.50%.

PositionTTM2025202420232022202120202019
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%
TREG.L
VanEck Global Real Estate UCITS ETF		3.50%3.57%3.48%3.64%4.54%1.82%4.49%3.41%

Frequently Asked Questions

ESGB.L and TREG.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TREG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TREG.L is cheaper with a 0.25% expense ratio, compared with 0.55% for ESGB.L.

ESGB.L is categorized as Technology Equities, while TREG.L is REIT. ESGB.L tracks MSCI World/Information Tech NR USD, while TREG.L tracks FTSE EPRA Nareit Global TR USD. Their fees differ too: 0.55% for ESGB.L and 0.25% for TREG.L.

Portfolio Optimizer

Find the right allocation for ESGB.L and TREG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer