ESP0.DE vs. ^NDX
Compare and contrast key facts about VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) and NASDAQ 100 (^NDX).
ESP0.DE is a passively managed fund by VanEck that tracks the performance of the MarketVector Global Video Gaming and eSports ESG. It was launched on Jun 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESP0.DE or ^NDX.
Key characteristics
| ESP0.DE | ^NDX | |
|---|---|---|
| YTD Return | 45.87% | 25.23% |
| 1Y Return | 48.20% | 36.09% |
| 3Y Return (Ann) | 5.78% | 9.20% |
| 5Y Return (Ann) | 19.72% | 20.68% |
| Sharpe Ratio | 2.72 | 2.04 |
| Sortino Ratio | 3.76 | 2.70 |
| Omega Ratio | 1.47 | 1.37 |
| Calmar Ratio | 2.20 | 2.63 |
| Martin Ratio | 18.13 | 9.50 |
| Ulcer Index | 2.83% | 3.76% |
| Daily Std Dev | 18.87% | 17.54% |
| Max Drawdown | -40.11% | -82.90% |
| Current Drawdown | -0.95% | -0.22% |
Correlation
The correlation between ESP0.DE and ^NDX is 0.54, 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.
Performance
ESP0.DE vs. ^NDX - Performance Comparison
In the year-to-date period, ESP0.DE achieves a 45.87% return, which is significantly higher than ^NDX's 25.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
ESP0.DE vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) and NASDAQ 100 (^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.
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 -82.90%. Use the drawdown chart below to compare losses from any high point for ESP0.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
ESP0.DE vs. ^NDX - Volatility Comparison
VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) has a higher volatility of 6.54% compared to NASDAQ 100 (^NDX) at 5.15%. 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.