PortfoliosLab logoPortfoliosLab logo
ESGB.L vs. XLKQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESGB.L vs. XLKQ.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 Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ESGB.L vs. XLKQ.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%10.77%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
-7.67%15.76%44.03%51.84%-20.58%36.28%37.93%12.91%
Different Trading Currencies

ESGB.L is traded in GBP, while XLKQ.L is traded in GBp. To make them comparable, the XLKQ.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 XLKQ.L's -7.67% 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*

XLKQ.L

1D
2.98%
1M
-2.23%
YTD
-7.67%
6M
-5.59%
1Y
27.35%
3Y*
25.65%
5Y*
19.64%
10Y*
23.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

ESGB.L has a 0.55% expense ratio, which is higher than XLKQ.L's 0.14% expense ratio.


Return for Risk

ESGB.L vs. XLKQ.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

XLKQ.L
XLKQ.L Risk / Return Rank: 5959
Overall Rank
XLKQ.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 5959
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 4444
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. XLKQ.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 Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.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.LXLKQ.LDifference

Sharpe ratio

Return per unit of total volatility

0.18

1.17

-0.99

Sortino ratio

Return per unit of downside risk

0.38

1.72

-1.34

Omega ratio

Gain probability vs. loss probability

1.05

1.23

-0.18

Calmar ratio

Return relative to maximum drawdown

0.09

1.59

-1.51

Martin ratio

Return relative to average drawdown

0.21

4.30

-4.09

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

The current ESGB.L Sharpe Ratio is 0.18, which is lower than the XLKQ.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ESGB.L and XLKQ.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.


Loading graphics...

Sharpe Ratios by Period


ESGB.LXLKQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.17

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.90

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.19

-0.45

Correlation

The correlation between ESGB.L and XLKQ.L is 0.66, 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. XLKQ.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ESGB.L vs. XLKQ.L - Drawdown Comparison

The maximum ESGB.L drawdown since its inception was -39.40%, which is greater than XLKQ.L's maximum drawdown of -28.74%. Use the drawdown chart below to compare losses from any high point for ESGB.L and XLKQ.L.


Loading graphics...

Drawdown Indicators


ESGB.LXLKQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.40%

-28.74%

-10.66%

Max Drawdown (1Y)

Largest decline over 1 year

-26.63%

-16.76%

-9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-28.74%

-8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-23.37%

-13.73%

-9.64%

Average Drawdown

Average peak-to-trough decline

-12.81%

-5.08%

-7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.14%

6.21%

+4.93%

Volatility

ESGB.L vs. XLKQ.L - Volatility Comparison

VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L) has a higher volatility of 6.05% compared to Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) at 5.24%. This indicates that ESGB.L's price experiences larger fluctuations and is considered to be riskier than XLKQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ESGB.LXLKQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

5.24%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

14.59%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

23.32%

-4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.23%

21.93%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

21.55%

+1.39%