PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ESPO.L vs. PIGI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESPO.L vs. PIGI.L

Last updated Jun 6, 2026

ESPO.L (VanEck Vectors Video Gaming and eSports UCITS ETF A USD) and PIGI.L (HANetf Digital Infrastructure and Connectivity UCITS ETF) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from VanEck and HANetf respectively. Both are passively managed. A 0.65 correlation means they provide meaningful diversification when combined. ESPO.L charges 0.55%/yr vs 0.69%/yr for PIGI.L.

Performance

ESPO.L vs. PIGI.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 HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ESPO.L is traded in USD, while PIGI.L is traded in GBp. To make them comparable, the PIGI.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*
—

PIGI.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
ESPO.L
VanEck Vectors Video Gaming and eSports UCITS ETF A USD		-15.10%27.33%48.71%33.19%-34.90%-2.44%11.93%
PIGI.L
HANetf Digital Infrastructure and Connectivity UCITS ETF		0.00%0.00%12.92%26.22%-31.99%18.92%10.62%

Correlation

The correlation between ESPO.L and PIGI.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2020

0.65

The correlation between ESPO.L and PIGI.L shifts across timeframes, from 0.45 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.

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

Sectors
ESPO.L
PIGI.L

Technology

56.1%
19.1%

Communication Services

29.3%
11.5%

Consumer Cyclical

14.1%
6.8%

Basic Materials

-

5.3%

Consumer Defensive

-

7.4%

Energy

-

4.9%

Financial Services

-

8.6%

Healthcare

-

17.3%

Industrials

-

13.0%

Real Estate

-

6.1%

Utilities

-

-

Technology

ESPO.L
56.1%
PIGI.L
19.1%

Communication Services

ESPO.L
29.3%
PIGI.L
11.5%

Consumer Cyclical

ESPO.L
14.1%
PIGI.L
6.8%

Basic Materials

ESPO.L

-

PIGI.L
5.3%

Consumer Defensive

ESPO.L

-

PIGI.L
7.4%

Energy

ESPO.L

-

PIGI.L
4.9%

Financial Services

ESPO.L

-

PIGI.L
8.6%

Healthcare

ESPO.L

-

PIGI.L
17.3%

Industrials

ESPO.L

-

PIGI.L
13.0%

Real Estate

ESPO.L

-

PIGI.L
6.1%

Utilities

ESPO.L

-

PIGI.L

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

VanEck Vectors Video Gaming and eSports UCITS ETF A USD

HANetf Digital Infrastructure and Connectivity UCITS ETF

Often compared with ESPO.L:
ESPO.L vs. HERU.LESPO.L vs. HEROESPO.L vs. CBUN.DEESPO.L vs. QNTMESPO.L vs. JEDIESPO.L vs. ANXU.LESPO.L vs. JEDI.DE
Often compared with PIGI.L:
PIGI.L vs. SMGB.LPIGI.L vs. EMQQ.LPIGI.L vs. SHLG.LPIGI.L vs. EMQP.LPIGI.L vs. KLWD.LPIGI.L vs. HNSS.LPIGI.L vs. FDN.L

Return for Risk

ESPO.L vs. PIGI.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: 44
Overall Rank
ESPO.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESPO.L Sortino Ratio Rank: 33
Sortino Ratio Rank
ESPO.L Omega Ratio Rank: 33
Omega Ratio Rank
ESPO.L Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO.L Martin Ratio Rank: 55
Martin Ratio Rank
PIGI.L
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. PIGI.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 HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.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.LPIGI.LDifference
Sharpe ratioReturn per unit of total volatility
-0.77

—

—

Sortino ratioReturn per unit of downside risk
-1.00

—

—

Omega ratioGain probability vs. loss probability

0.88

—

—

Calmar ratioReturn relative to maximum drawdown

-0.50

—

—

Martin ratioReturn 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.

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

Loading charts...

Sharpe Ratios by Period

ESPO.LPIGI.LDifference

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

ESPO.L vs. PIGI.L - Drawdown Comparison

Loading charts...

Drawdown Indicators

ESPO.LPIGI.LDifference

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

ESPO.L vs. PIGI.L - Volatility Comparison

Loading charts...

Volatility by Period

ESPO.LPIGI.LDifference

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. PIGI.L - Expense Ratio Comparison

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

Dividends

ESPO.L vs. PIGI.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

ESPO.L and PIGI.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESPO.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESPO.L is cheaper with a 0.55% expense ratio, compared with 0.69% for PIGI.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: VanEck and HANetf. Their fees differ too: 0.55% for ESPO.L and 0.69% for PIGI.L.

Portfolio Optimizer

Find the right allocation for ESPO.L and PIGI.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer