ESGP.DE vs. EMQQ.DE
ESGP.DE (Gold Miners Screened UCITS ETF) and EMQQ.DE (HANetf EMQQ Emerging Markets Internet & Ecommerce UCITS ETF) are both exchange-traded funds - ESGP.DE is a Gold fund tracking the VettaFi Gold Miners Screened Index, while EMQQ.DE is a Technology Equities fund tracking the EMQQ Emerging Markets Internet & Ecommerce. Both are passively managed. Over the past 3 years, ESGP.DE returned 10.79%/yr vs 3.46%/yr for EMQQ.DE. A 0.58 correlation means they provide meaningful diversification when combined. ESGP.DE charges 0.60%/yr vs 0.86%/yr for EMQQ.DE.
Performance
ESGP.DE vs. EMQQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESGP.DE achieves a 11.07% return, which is significantly higher than EMQQ.DE's -12.54% return.
ESGP.DE
- 1D
- 0.00%
- 1M
- 3.62%
- 6M
- 9.14%
- YTD
- 11.07%
- 1Y
- 15.42%
- 3Y*
- 10.79%
- 5Y*
- —
- 10Y*
- —
EMQQ.DE
- 1D
- 2.78%
- 1M
- 7.92%
- 6M
- -13.56%
- YTD
- -12.54%
- 1Y
- -13.22%
- 3Y*
- 3.46%
- 5Y*
- -9.02%
- 10Y*
- —
ESGP.DE vs. EMQQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESGP.DE Gold Miners Screened UCITS ETF | 11.07% | 5.79% | 12.94% | 2.10% | -2.36% | 2.90% |
EMQQ.DE HANetf EMQQ Emerging Markets Internet & Ecommerce UCITS ETF | -12.54% | 5.41% | 20.12% | 1.14% | -23.94% | -17.59% |
Correlation
The correlation between ESGP.DE and EMQQ.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2021 | 0.58 |
The correlation between ESGP.DE and EMQQ.DE has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.
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Return for Risk
ESGP.DE vs. EMQQ.DE — Risk / Return Rank
ESGP.DE
EMQQ.DE
ESGP.DE vs. EMQQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Miners Screened UCITS ETF (ESGP.DE) and HANetf EMQQ Emerging Markets Internet & Ecommerce UCITS ETF (EMQQ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESGP.DE | EMQQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.91 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | -0.42 | +2.87 |
| Martin ratioReturn relative to average drawdown | 6.94 | -0.74 | +7.68 |
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Drawdowns
ESGP.DE vs. EMQQ.DE - Drawdown Comparison
The maximum ESGP.DE drawdown since its inception was -20.50%, smaller than the maximum EMQQ.DE drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and EMQQ.DE.
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Drawdown Indicators
| ESGP.DE | EMQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -67.92% | +47.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -31.36% | +25.05% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | -31.36% | +10.86% |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.72% | — |
Current DrawdownCurrent decline from peak | 0.00% | -53.78% | +53.78% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -36.80% | +31.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 17.89% | -15.66% |
Volatility
ESGP.DE vs. EMQQ.DE - Volatility Comparison
The current volatility for Gold Miners Screened UCITS ETF (ESGP.DE) is 2.19%, while HANetf EMQQ Emerging Markets Internet & Ecommerce UCITS ETF (EMQQ.DE) has a volatility of 6.45%. This indicates that ESGP.DE experiences smaller price fluctuations and is considered to be less risky than EMQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGP.DE | EMQQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 6.45% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 15.96% | -6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 20.54% | -8.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 31.01% | -16.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 31.15% | -16.71% |
ESGP.DE vs. EMQQ.DE - Expense Ratio Comparison
ESGP.DE has a 0.60% expense ratio, which is lower than EMQQ.DE's 0.86% expense ratio.
Dividends
ESGP.DE vs. EMQQ.DE - Dividend Comparison
Neither ESGP.DE nor EMQQ.DE has paid dividends to shareholders.
Frequently Asked Questions
ESGP.DE and EMQQ.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESGP.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGP.DE is cheaper with a 0.60% expense ratio, compared with 0.86% for EMQQ.DE.
ESGP.DE is categorized as Gold, while EMQQ.DE is Technology Equities. ESGP.DE tracks VettaFi Gold Miners Screened Index, while EMQQ.DE tracks EMQQ Emerging Markets Internet & Ecommerce. Their fees differ too: 0.60% for ESGP.DE and 0.86% for EMQQ.DE.
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