ESPO.L vs. BKCG.L

Last updated Jun 6, 2026

ESPO.L (VanEck Vectors Video Gaming and eSports UCITS ETF A USD) and BKCG.L (Global X Blockchain UCITS ETF USD Accumulating) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from VanEck and Global X respectively. Both are passively managed. ESPO.L charges 0.55%/yr vs 0.50%/yr for BKCG.L.

Performance

ESPO.L vs. BKCG.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 Global X Blockchain UCITS ETF USD Accumulating (BKCG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ESPO.L is traded in USD, while BKCG.L is traded in GBP. To make them comparable, the BKCG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

ESPO.L

• 1D: -1.42%
• 1M: -3.09%
• YTD: -15.10%
• 6M: -17.66%
• 1Y: -13.80%
• 3Y*: 18.77%
• 5Y*: 6.26%
• 10Y*: —

BKCG.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ESPO.L vs. BKCG.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: 4
ESPO.L Sharpe Ratio Rank: 3
ESPO.L Sortino Ratio Rank: 3
ESPO.L Omega Ratio Rank: 3
ESPO.L Calmar Ratio Rank: 5
ESPO.L Martin Ratio Rank: 5

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. BKCG.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 Global X Blockchain UCITS ETF USD Accumulating (BKCG.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.L	BKCG.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.77	—	—
Sortino ratio: Return per unit of downside risk	-1.00	—	—
Omega ratio: Gain probability vs. loss probability	0.88	—	—
Calmar ratio: Return relative to maximum drawdown	-0.50	—	—
Martin ratio: Return relative to average drawdown	-0.90	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ESPO.L	BKCG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.77	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	—	—

Drawdowns

Drawdown Indicators

	ESPO.L	BKCG.L	Difference
Max Drawdown Largest peak-to-trough decline	-50.84%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-27.42%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-27.42%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-47.52%	—	—
Current Drawdown Current decline from peak	-26.54%	—	—
Average Drawdown Average peak-to-trough decline	-16.26%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	15.27%	—	—

Volatility

Volatility by Period

	ESPO.L	BKCG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.13%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.57%	—	—

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

ESPO.L has a 0.55% expense ratio, which is higher than BKCG.L's 0.50% expense ratio.

Dividends

ESPO.L vs. BKCG.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, ESPO.L or BKCG.L?

On fees, BKCG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESPO.L or BKCG.L?

BKCG.L is cheaper with a 0.50% expense ratio, compared with 0.55% for ESPO.L.

What is the main difference between ESPO.L and BKCG.L?

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: VanEck and Global X. Their fees differ too: 0.55% for ESPO.L and 0.50% for BKCG.L.