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

Performance

ESGB.L vs. XSTC.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 Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L). The values are adjusted to include any dividend payments, if applicable.

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ESGB.L vs. XSTC.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%
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
-7.90%14.31%39.50%48.82%-22.54%33.47%41.54%12.34%
Different Trading Currencies

ESGB.L is traded in GBP, while XSTC.L is traded in GBp. To make them comparable, the XSTC.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 XSTC.L's -7.90% 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*

XSTC.L

1D
2.97%
1M
-2.09%
YTD
-7.90%
6M
-6.04%
1Y
25.64%
3Y*
22.91%
5Y*
17.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ESGB.L has a 0.55% expense ratio, which is higher than XSTC.L's 0.12% expense ratio.


Return for Risk

ESGB.L vs. XSTC.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

XSTC.L
XSTC.L Risk / Return Rank: 5353
Overall Rank
XSTC.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XSTC.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
XSTC.L Omega Ratio Rank: 5454
Omega Ratio Rank
XSTC.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSTC.L Martin Ratio Rank: 3939
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. XSTC.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 Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.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.LXSTC.LDifference

Sharpe ratio

Return per unit of total volatility

0.18

1.08

-0.90

Sortino ratio

Return per unit of downside risk

0.38

1.60

-1.22

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratio

Return relative to maximum drawdown

0.09

1.42

-1.34

Martin ratio

Return relative to average drawdown

0.21

3.80

-3.59

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

The current ESGB.L Sharpe Ratio is 0.18, which is lower than the XSTC.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ESGB.L and XSTC.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.


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Sharpe Ratios by Period


ESGB.LXSTC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.08

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.78

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.96

-0.23

Correlation

The correlation between ESGB.L and XSTC.L is 0.67, 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. XSTC.L - Dividend Comparison

ESGB.L has not paid dividends to shareholders, while XSTC.L's dividend yield for the trailing twelve months is around 0.34%.


TTM2025202420232022202120202019
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%
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.34%0.33%0.37%0.53%1.08%0.53%0.63%0.60%

Drawdowns

ESGB.L vs. XSTC.L - Drawdown Comparison

The maximum ESGB.L drawdown since its inception was -39.40%, which is greater than XSTC.L's maximum drawdown of -29.30%. Use the drawdown chart below to compare losses from any high point for ESGB.L and XSTC.L.


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Drawdown Indicators


ESGB.LXSTC.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.40%

-29.30%

-10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-26.63%

-17.49%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-29.30%

-8.30%

Current Drawdown

Current decline from peak

-23.37%

-14.27%

-9.10%

Average Drawdown

Average peak-to-trough decline

-12.81%

-6.36%

-6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.14%

6.55%

+4.59%

Volatility

ESGB.L vs. XSTC.L - Volatility Comparison

VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESGB.L) has a higher volatility of 6.05% compared to Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) at 5.21%. This indicates that ESGB.L's price experiences larger fluctuations and is considered to be riskier than XSTC.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.LXSTC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

5.21%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

14.94%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

23.77%

-4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.23%

22.13%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

22.42%

+0.52%