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

ESGB.L vs. VWRL.L

Last updated Jun 5, 2026

ESGB.L (VanEck Vectors Video Gaming and eSports UCITS ETF A USD) and VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - ESGB.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while VWRL.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, ESGB.L returned 7.72%/yr vs 12.45%/yr for VWRL.L. A 0.69 correlation means they provide meaningful diversification when combined. ESGB.L charges 0.55%/yr vs 0.19%/yr for VWRL.L.

Performance

ESGB.L vs. VWRL.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 Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGB.L achieves a -13.64% return, which is significantly lower than VWRL.L's 11.87% 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*
—

VWRL.L

1D
-0.06%
1M
3.77%
YTD
11.87%
6M
11.82%
1Y
29.76%
3Y*
17.97%
5Y*
12.45%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGB.L vs. VWRL.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%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing		11.87%13.99%19.59%15.61%-8.44%20.04%12.13%5.33%

Correlation

The correlation between ESGB.L and VWRL.L is 0.54, 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

0.54

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

0.67

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

0.68

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

0.69

The correlation between ESGB.L and VWRL.L shifts across timeframes, from 0.54 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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

Sectors
ESGB.L
VWRL.L

Communication Services

76.9%
8.8%

Consumer Cyclical

14.2%
9.4%

Technology

8.9%
29.0%

Basic Materials

-

3.8%

Consumer Defensive

-

5.0%

Energy

-

4.2%

Financial Services

-

16.1%

Healthcare

-

8.0%

Industrials

-

11.0%

Real Estate

-

1.9%

Utilities

-

2.7%

Communication Services

ESGB.L
76.9%
VWRL.L
8.8%

Consumer Cyclical

ESGB.L
14.2%
VWRL.L
9.4%

Technology

ESGB.L
8.9%
VWRL.L
29.0%

Basic Materials

ESGB.L

-

VWRL.L
3.8%

Consumer Defensive

ESGB.L

-

VWRL.L
5.0%

Energy

ESGB.L

-

VWRL.L
4.2%

Financial Services

ESGB.L

-

VWRL.L
16.1%

Healthcare

ESGB.L

-

VWRL.L
8.0%

Industrials

ESGB.L

-

VWRL.L
11.0%

Real Estate

ESGB.L

-

VWRL.L
1.9%

Utilities

ESGB.L

-

VWRL.L
2.7%

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VanEck Vectors Video Gaming and eSports UCITS ETF A USD

Vanguard FTSE All-World UCITS ETF Distributing

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 VWRL.L:
VWRL.L vs. ACWIVWRL.L vs. VHYL.ASVWRL.L vs. VHVG.LVWRL.L vs. VUSA.LVWRL.L vs. VOOVWRL.L vs. VHYG.LVWRL.L vs. VEVE.L

Return for Risk

ESGB.L vs. VWRL.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
VWRL.L
VWRL.L Risk / Return Rank: 8686
Overall Rank
VWRL.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VWRL.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VWRL.L Omega Ratio Rank: 8989
Omega Ratio Rank
VWRL.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRL.L Martin Ratio Rank: 8484
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. VWRL.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 Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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.LVWRL.LDifference
Sharpe ratioReturn per unit of total volatility
-0.68
2.88

-3.56

Sortino ratioReturn per unit of downside risk
-0.86
3.96

-4.82

Omega ratioGain probability vs. loss probability

0.90

1.55

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.43

4.20

-4.63

Martin ratioReturn relative to average drawdown

-0.76

17.09

-17.86

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. VWRL.L - Sharpe Ratio Comparison

The current ESGB.L Sharpe Ratio is -0.68, which is lower than the VWRL.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of ESGB.L and VWRL.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.

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Sharpe Ratios by Period

ESGB.LVWRL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

2.88

-3.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.97

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.95

-0.25

Drawdowns

ESGB.L vs. VWRL.L - Drawdown Comparison

The maximum ESGB.L drawdown since its inception was -39.40%, which is greater than VWRL.L's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for ESGB.L and VWRL.L.

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Drawdown Indicators

ESGB.LVWRL.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.40%

-24.98%

-14.42%

Max Drawdown (1Y)

Largest decline over 1 year

-26.63%

-7.08%

-19.55%

Max Drawdown (3Y)

Largest decline over 3 years

-26.63%

-17.48%

-9.15%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-17.48%

-20.12%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.98%

—

Current Drawdown

Current decline from peak

-25.21%

-0.48%

-24.73%

Average Drawdown

Average peak-to-trough decline

-13.09%

-3.30%

-9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.99%

1.74%

+13.25%

Volatility

ESGB.L vs. VWRL.L - Volatility Comparison

VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L) has a higher volatility of 3.96% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 2.97%. This indicates that ESGB.L's price experiences larger fluctuations and is considered to be riskier than VWRL.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.LVWRL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

2.97%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

13.09%

7.64%

+5.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

10.34%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.02%

12.86%

+9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

14.25%

+8.56%

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

ESGB.L has a 0.55% expense ratio, which is higher than VWRL.L's 0.19% expense ratio.

Dividends

ESGB.L vs. VWRL.L - Dividend Comparison

ESGB.L has not paid dividends to shareholders, while VWRL.L's dividend yield for the trailing twelve months is around 1.24%.

PositionTTM20252024202320222021202020192018201720162015
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%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing		1.24%1.39%1.49%1.72%2.03%1.45%1.58%1.95%2.22%1.90%1.85%2.00%

Frequently Asked Questions

ESGB.L and VWRL.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRL.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRL.L is cheaper with a 0.19% expense ratio, compared with 0.55% for ESGB.L.

ESGB.L is categorized as Technology Equities, while VWRL.L is Global Equities. ESGB.L tracks MSCI World/Information Tech NR USD, while VWRL.L tracks FTSE All-World Index. They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.55% for ESGB.L and 0.19% for VWRL.L.

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