PortfoliosLab logoPortfoliosLab logo
ESP0.DE vs. NKE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESP0.DE vs. NKE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) and NIKE, Inc. (NKE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ESP0.DE is traded in EUR, while NKE is traded in USD. To make them comparable, the NKE 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 -14.34% return, which is significantly higher than NKE's -27.27% return.


ESP0.DE

1D
0.80%
1M
-1.49%
YTD
-14.34%
6M
-14.78%
1Y
-13.87%
3Y*
14.73%
5Y*
6.78%
10Y*

NKE

1D
-2.16%
1M
8.42%
YTD
-27.27%
6M
-31.36%
1Y
-26.36%
3Y*
-25.25%
5Y*
-17.29%
10Y*
-0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESP0.DE vs. NKE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
-14.34%13.28%57.80%28.83%-30.18%6.13%65.70%3.80%
NKE
NIKE, Inc.
-27.27%-24.05%-24.43%-8.83%-24.64%27.58%29.35%20.60%

Correlation

The correlation between ESP0.DE and NKE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

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

0.14

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2019

0.25

The correlation between ESP0.DE and NKE shifts across timeframes, from 0.13 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

ESP0.DE vs. NKE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESP0.DE
ESP0.DE Risk / Return Rank: 44
Overall Rank
ESP0.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESP0.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
ESP0.DE Omega Ratio Rank: 33
Omega Ratio Rank
ESP0.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
ESP0.DE Martin Ratio Rank: 66
Martin Ratio Rank

NKE
NKE Risk / Return Rank: 1717
Overall Rank
NKE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
NKE Sortino Ratio Rank: 1515
Sortino Ratio Rank
NKE Omega Ratio Rank: 1515
Omega Ratio Rank
NKE Calmar Ratio Rank: 2222
Calmar Ratio Rank
NKE Martin Ratio Rank: 2020
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.

ESP0.DE vs. NKE - 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 NIKE, Inc. (NKE). 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.


ESP0.DENKEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

0.88

0.89

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.51

-0.57

+0.06

Martin ratioReturn relative to average drawdown

-0.88

-1.07

+0.19

ESP0.DE vs. NKE - Sharpe Ratio Comparison

The current ESP0.DE Sharpe Ratio is -0.79, which is comparable to the NKE Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of ESP0.DE and NKE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ESP0.DE vs. NKE - Drawdown Comparison

The maximum ESP0.DE drawdown since its inception was -40.10%, smaller than the maximum NKE drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for ESP0.DE and NKE.


Loading charts...

Drawdown Indicators


ESP0.DENKEDifference

Max Drawdown

Largest peak-to-trough decline

-40.10%

-75.07%

+34.97%

Max Drawdown (1Y)

Largest decline over 1 year

-26.47%

-46.44%

+19.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-66.25%

+39.78%

Max Drawdown (5Y)

Largest decline over 5 years

-40.10%

-75.07%

+34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-75.07%

Current Drawdown

Current decline from peak

-25.88%

-72.85%

+46.97%

Average Drawdown

Average peak-to-trough decline

-13.10%

-17.18%

+4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.47%

24.77%

-9.30%

Volatility

ESP0.DE vs. NKE - Volatility Comparison

The current volatility for VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) is 4.38%, while NIKE, Inc. (NKE) has a volatility of 9.92%. This indicates that ESP0.DE experiences smaller price fluctuations and is considered to be less risky than NKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESP0.DENKEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

9.92%

-5.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

29.50%

-16.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

38.17%

-21.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.48%

35.56%

-13.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.50%

32.43%

-8.93%

Dividends

ESP0.DE vs. NKE - Dividend Comparison

ESP0.DE has not paid dividends to shareholders, while NKE's dividend yield for the trailing twelve months is around 3.63%.


PositionTTM20252024202320222021202020192018201720162015
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NKE
NIKE, Inc.
3.63%2.53%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%

Frequently Asked Questions


ESP0.DE and NKE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ESP0.DE and NKE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer