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ESPO vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESPO vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESPO achieves a -15.10% return, which is significantly lower than BND's 0.52% return.


ESPO

1D
-0.29%
1M
-3.31%
YTD
-15.10%
6M
-16.17%
1Y
-14.92%
3Y*
16.96%
5Y*
5.49%
10Y*

BND

1D
-0.12%
1M
0.42%
YTD
0.52%
6M
0.91%
1Y
4.40%
3Y*
4.17%
5Y*
0.03%
10Y*
1.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPO vs. BND - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF
-15.10%25.79%47.61%33.64%-34.71%-2.13%83.93%42.36%-12.49%
BND
Vanguard Total Bond Market ETF
0.52%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%2.22%

Correlation

The correlation between ESPO and BND is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

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

0.24

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2018

0.13

The correlation between ESPO and BND shifts across timeframes, from 0.13 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ESPO vs. BND — Risk / Return Rank

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

ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO Martin Ratio Rank: 55
Martin Ratio Rank

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3838
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
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 vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Vanguard Total Bond Market ETF (BND). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESPOBNDDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.80

Omega ratioGain probability vs. loss probability

0.88

1.21

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.54

1.65

-2.19

Martin ratioReturn relative to average drawdown

-0.94

4.81

-5.74

ESPO vs. BND - Sharpe Ratio Comparison

The current ESPO Sharpe Ratio is -0.80, which is lower than the BND Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of ESPO and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESPO vs. BND - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for ESPO and BND.


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Drawdown Indicators


ESPOBNDDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-18.58%

-32.41%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-2.68%

-25.13%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-5.92%

-21.89%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

-17.91%

-30.42%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-27.19%

-2.12%

-25.07%

Average Drawdown

Average peak-to-trough decline

-15.06%

-3.06%

-12.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.95%

0.92%

+15.03%

Volatility

ESPO vs. BND - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 4.42% compared to Vanguard Total Bond Market ETF (BND) at 1.28%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESPOBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

1.28%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

2.74%

+11.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

3.75%

+15.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.10%

6.03%

+19.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.71%

5.53%

+20.18%

ESPO vs. BND - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

ESPO vs. BND - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 1.47%, less than BND's 3.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.47%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%

Frequently Asked Questions


ESPO and BND have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESPO has higher volatility (4.42%) compared to BND (1.28%). In terms of maximum drawdown, ESPO dropped -50.99% vs BND's -18.58%.

On 5-year performance, ESPO leads with 5.49% vs 0.03% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ESPO has performed better with a 5.49% return vs 0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.55% for ESPO.

BND has the higher dividend yield at 3.96%, compared with 1.47% for ESPO.

ESPO is categorized as Large Cap Growth Equities, while BND is Total Bond Market. ESPO tracks MVIS Global Video Gaming and eSports Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.55% for ESPO and 0.03% for BND.

BND currently has the higher Sharpe Ratio (1.18 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ESPO and BND

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

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