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

Performance

ESPO.L vs. JEDI - 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 Defiance Drone & Modern Warfare ETF (JEDI). The values are adjusted to include any dividend payments, if applicable.

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ESPO.L vs. JEDI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ESPO.L achieves a -14.53% return, which is significantly lower than JEDI's 8.03% 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*

JEDI

1D
2.50%
1M
-3.18%
YTD
8.03%
6M
-1.22%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESPO.L vs. JEDI - Expense Ratio Comparison

ESPO.L has a 0.55% expense ratio, which is lower than JEDI's 0.69% expense ratio.


Return for Risk

ESPO.L vs. JEDI — 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

JEDI
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. JEDI - 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 Defiance Drone & Modern Warfare ETF (JEDI). 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.LJEDIDifference

Sharpe ratio

Return per unit of total volatility

0.29

Sortino ratio

Return per unit of downside risk

0.56

Omega ratio

Gain probability vs. loss probability

1.07

Calmar ratio

Return relative to maximum drawdown

0.15

Martin ratio

Return relative to average drawdown

0.36

ESPO.L vs. JEDI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESPO.LJEDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.22

+0.48

Correlation

The correlation between ESPO.L and JEDI is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ESPO.L vs. JEDI - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ESPO.L vs. JEDI - Drawdown Comparison

The maximum ESPO.L drawdown since its inception was -50.84%, which is greater than JEDI's maximum drawdown of -21.67%. Use the drawdown chart below to compare losses from any high point for ESPO.L and JEDI.


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Drawdown Indicators


ESPO.LJEDIDifference

Max Drawdown

Largest peak-to-trough decline

-50.84%

-21.67%

-29.17%

Max Drawdown (1Y)

Largest decline over 1 year

-27.42%

Max Drawdown (5Y)

Largest decline over 5 years

-47.52%

Current Drawdown

Current decline from peak

-26.05%

-13.19%

-12.86%

Average Drawdown

Average peak-to-trough decline

-16.08%

-10.27%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.37%

Volatility

ESPO.L vs. JEDI - Volatility Comparison


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Volatility by Period


ESPO.LJEDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

35.94%

-15.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.27%

35.94%

-11.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

35.94%

-11.24%