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ESPO.L vs. ANXU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESPO.L vs. ANXU.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 (ESPO.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

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ESPO.L vs. ANXU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESPO.L
VanEck Vectors Video Gaming and eSports UCITS ETF A USD
-14.53%27.34%48.69%33.19%-34.90%-2.44%86.70%15.36%
ANXU.L
Amundi Nasdaq-100 UCITS USD
-5.21%19.86%26.74%56.50%-33.24%27.83%47.17%15.26%

Returns By Period

In the year-to-date period, ESPO.L achieves a -14.53% return, which is significantly lower than ANXU.L's -5.21% return.


ESPO.L

1D
1.64%
1M
-3.50%
YTD
-14.53%
6M
-26.05%
1Y
4.09%
3Y*
20.52%
5Y*
6.67%
10Y*

ANXU.L

1D
3.26%
1M
-3.04%
YTD
-5.21%
6M
-2.23%
1Y
24.88%
3Y*
23.24%
5Y*
13.21%
10Y*
18.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESPO.L vs. ANXU.L - Expense Ratio Comparison

ESPO.L has a 0.55% expense ratio, which is higher than ANXU.L's 0.13% expense ratio.


Return for Risk

ESPO.L vs. ANXU.L — Risk / Return Rank

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

ESPO.L
ESPO.L Risk / Return Rank: 1717
Overall Rank
ESPO.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ESPO.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
ESPO.L Omega Ratio Rank: 1919
Omega Ratio Rank
ESPO.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
ESPO.L Martin Ratio Rank: 1414
Martin Ratio Rank

ANXU.L
ANXU.L Risk / Return Rank: 7171
Overall Rank
ANXU.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 6565
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7171
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.

ESPO.L vs. ANXU.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 (ESPO.L) and Amundi Nasdaq-100 UCITS USD (ANXU.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.


ESPO.LANXU.LDifference

Sharpe ratio

Return per unit of total volatility

0.29

1.27

-0.98

Sortino ratio

Return per unit of downside risk

0.56

1.87

-1.31

Omega ratio

Gain probability vs. loss probability

1.07

1.25

-0.18

Calmar ratio

Return relative to maximum drawdown

0.15

2.17

-2.02

Martin ratio

Return relative to average drawdown

0.36

7.78

-7.42

ESPO.L vs. ANXU.L - Sharpe Ratio Comparison

The current ESPO.L Sharpe Ratio is 0.29, which is lower than the ANXU.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of ESPO.L and ANXU.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


ESPO.LANXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

1.27

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.64

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.09

-0.39

Correlation

The correlation between ESPO.L and ANXU.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ESPO.L vs. ANXU.L - Dividend Comparison

Neither ESPO.L nor ANXU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESPO.L vs. ANXU.L - Drawdown Comparison

The maximum ESPO.L drawdown since its inception was -50.84%, which is greater than ANXU.L's maximum drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for ESPO.L and ANXU.L.


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Drawdown Indicators


ESPO.LANXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.84%

-35.13%

-15.71%

Max Drawdown (1Y)

Largest decline over 1 year

-27.42%

-12.04%

-15.38%

Max Drawdown (5Y)

Largest decline over 5 years

-47.52%

-35.13%

-12.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.13%

Current Drawdown

Current decline from peak

-26.05%

-7.59%

-18.46%

Average Drawdown

Average peak-to-trough decline

-16.08%

-5.84%

-10.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.37%

3.07%

+8.30%

Volatility

ESPO.L vs. ANXU.L - Volatility Comparison

VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESPO.L) has a higher volatility of 7.00% compared to Amundi Nasdaq-100 UCITS USD (ANXU.L) at 6.12%. This indicates that ESPO.L's price experiences larger fluctuations and is considered to be riskier than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESPO.LANXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

6.12%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

11.98%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

19.63%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.27%

20.78%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

21.15%

+3.55%