ESPO.L vs. DGIT.L

Last updated Jun 6, 2026

ESPO.L (VanEck Vectors Video Gaming and eSports UCITS ETF A USD) and DGIT.L (iShares Digitalisation UCITS Acc) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from VanEck and iShares respectively. Both are passively managed. Over the past 5 years, ESPO.L returned 6.26%/yr vs 0.52%/yr for DGIT.L. A 0.77 correlation means they provide meaningful diversification when combined. ESPO.L charges 0.55%/yr vs 0.40%/yr for DGIT.L.

Performance

ESPO.L vs. DGIT.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 iShares Digitalisation UCITS Acc (DGIT.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ESPO.L achieves a -15.10% return, which is significantly lower than DGIT.L's -0.69% return.

ESPO.L

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

DGIT.L

• 1D: -2.47%
• 1M: 6.30%
• YTD: -0.69%
• 6M: -1.73%
• 1Y: -3.35%
• 3Y*: 13.48%
• 5Y*: 0.52%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ESPO.L VanEck Vectors Video Gaming and eSports UCITS ETF A USD	-15.10%	27.33%	48.71%	33.19%	-34.90%	-2.44%	86.70%	15.05%
DGIT.L iShares Digitalisation UCITS Acc	-0.69%	4.89%	21.96%	32.15%	-36.43%	1.12%	41.50%	1.65%

Correlation

The correlation between ESPO.L and DGIT.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jun 25, 2019	0.77

The correlation between ESPO.L and DGIT.L shifts across timeframes, from 0.58 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

ESPO.L vs. DGIT.L - Sectors Allocation Comparison

Sectors	ESPO.L	DGIT.L
Technology	56.1%	42.7%
Communication Services	29.3%	19.1%
Consumer Cyclical	14.1%	16.0%
Basic Materials	-	-
Consumer Defensive	-	0.1%
Energy	-	-
Financial Services	-	5.5%
Healthcare	-	0.1%
Industrials	-	10.6%
Real Estate	-	5.9%
Utilities	-	-

Return for Risk

ESPO.L vs. DGIT.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

DGIT.L

DGIT.L Risk / Return Rank: 8
DGIT.L Sharpe Ratio Rank: 8
DGIT.L Sortino Ratio Rank: 8
DGIT.L Omega Ratio Rank: 8
DGIT.L Calmar Ratio Rank: 9
DGIT.L Martin Ratio Rank: 9

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. DGIT.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 iShares Digitalisation UCITS Acc (DGIT.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	DGIT.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.77	-0.19	-0.57
Sortino ratio: Return per unit of downside risk	-1.00	-0.15	-0.85
Omega ratio: Gain probability vs. loss probability	0.88	0.98	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.50	-0.14	-0.36
Martin ratio: Return relative to average drawdown	-0.90	-0.32	-0.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ESPO.L Sharpe Ratio is -0.77, which is lower than the DGIT.L Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of ESPO.L and DGIT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESPO.L	DGIT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.77	-0.19	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.02	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.22	+0.46

Drawdowns

ESPO.L vs. DGIT.L - Drawdown Comparison

The maximum ESPO.L drawdown since its inception was -50.84%, which is greater than DGIT.L's maximum drawdown of -46.83%. Use the drawdown chart below to compare losses from any high point for ESPO.L and DGIT.L.

Drawdown Indicators

	ESPO.L	DGIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-50.84%	-46.83%	-4.01%
Max Drawdown (1Y) Largest decline over 1 year	-27.42%	-23.91%	-3.51%
Max Drawdown (3Y) Largest decline over 3 years	-27.42%	-23.91%	-3.51%
Max Drawdown (5Y) Largest decline over 5 years	-47.52%	-46.83%	-0.69%
Current Drawdown Current decline from peak	-26.54%	-8.88%	-17.66%
Average Drawdown Average peak-to-trough decline	-16.26%	-15.42%	-0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.27%	10.55%	+4.72%

Volatility

ESPO.L vs. DGIT.L - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESPO.L) is 4.82%, while iShares Digitalisation UCITS Acc (DGIT.L) has a volatility of 6.19%. This indicates that ESPO.L experiences smaller price fluctuations and is considered to be less risky than DGIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESPO.L	DGIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	6.19%	-1.37%
Volatility (6M) Calculated over the trailing 6-month period	13.97%	14.01%	-0.04%
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	17.40%	+0.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.13%	25.18%	-1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.57%	24.00%	+0.57%

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

ESPO.L has a 0.55% expense ratio, which is higher than DGIT.L's 0.40% expense ratio.

Dividends

ESPO.L vs. DGIT.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ESPO.L and DGIT.L in my portfolio?

ESPO.L and DGIT.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

On fees, DGIT.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

DGIT.L is cheaper with a 0.40% expense ratio, compared with 0.55% for ESPO.L.

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

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.55% for ESPO.L and 0.40% for DGIT.L.