ESP0.DE vs. ^NDX
ESP0.DE (VanEck Video Gaming and eSports UCITS ETF) is Technology Equities fund tracking the MarketVector Global Video Gaming and eSports ESG, while ^NDX (NASDAQ 100 Index) is an index. Over the past 5 years, ESP0.DE returned 7.55%/yr vs 18.26%/yr for ^NDX. At a 0.50 correlation, their price movements are largely independent.
Performance
ESP0.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
ESP0.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESP0.DE achieves a -13.12% return, which is significantly lower than ^NDX's 21.80% return.
ESP0.DE
- 1D
- -0.62%
- 1M
- -0.41%
- YTD
- -13.12%
- 6M
- -16.53%
- 1Y
- -13.94%
- 3Y*
- 16.64%
- 5Y*
- 7.55%
- 10Y*
- —
^NDX
- 1D
- -0.67%
- 1M
- 9.26%
- YTD
- 21.80%
- 6M
- 19.18%
- 1Y
- 37.64%
- 3Y*
- 24.43%
- 5Y*
- 18.26%
- 10Y*
- 20.72%
ESP0.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESP0.DE VanEck Video Gaming and eSports UCITS ETF | -13.12% | 13.28% | 57.80% | 28.86% | -30.20% | 6.12% | 65.73% | 18.39% |
^NDX NASDAQ 100 Index | 21.80% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 16.16% |
Correlation
The correlation between ESP0.DE and ^NDX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2019 | 0.50 |
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Return for Risk
ESP0.DE vs. ^NDX — Risk / Return Rank
ESP0.DE
^NDX
ESP0.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) and NASDAQ 100 Index (^NDX). 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.
| ESP0.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.40 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 3.38 | -3.91 |
| Martin ratioReturn relative to average drawdown | -0.93 | 10.55 | -11.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESP0.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.81 | 2.32 | -3.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.82 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.73 | -0.02 |
Drawdowns
ESP0.DE vs. ^NDX - Drawdown Comparison
The maximum ESP0.DE drawdown since its inception was -40.11%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for ESP0.DE and ^NDX.
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Drawdown Indicators
| ESP0.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.11% | -46.44% | +6.33% |
Max Drawdown (1Y)Largest decline over 1 year | -26.09% | -11.19% | -14.90% |
Max Drawdown (3Y)Largest decline over 3 years | -26.09% | -27.30% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -40.11% | -31.53% | -8.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -24.82% | -0.69% | -24.13% |
Average DrawdownAverage peak-to-trough decline | -12.75% | -8.00% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.94% | 3.58% | +11.36% |
Volatility
ESP0.DE vs. ^NDX - Volatility Comparison
VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) has a higher volatility of 4.55% compared to NASDAQ 100 Index (^NDX) at 3.80%. This indicates that ESP0.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESP0.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 3.80% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.06% | 11.58% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 16.31% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 22.24% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.16% | 22.83% | +0.33% |
Frequently Asked Questions
ESP0.DE and ^NDX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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