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ESPO vs. FCVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESPO vs. FCVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and First Trust SSI Strategic Convertible Securities ETF (FCVT). The values are adjusted to include any dividend payments, if applicable.

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ESPO vs. FCVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF
-12.65%25.79%47.61%33.64%-34.71%-2.13%83.93%42.36%-12.57%
FCVT
First Trust SSI Strategic Convertible Securities ETF
2.96%19.60%11.92%7.12%-20.88%4.23%51.02%22.30%-6.41%

Returns By Period

In the year-to-date period, ESPO achieves a -12.65% return, which is significantly lower than FCVT's 2.96% return.


ESPO

1D
3.58%
1M
-3.50%
YTD
-12.65%
6M
-24.42%
1Y
6.19%
3Y*
20.67%
5Y*
6.68%
10Y*

FCVT

1D
2.83%
1M
-3.42%
YTD
2.96%
6M
3.95%
1Y
28.88%
3Y*
13.46%
5Y*
3.16%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESPO vs. FCVT - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is lower than FCVT's 0.95% expense ratio.


Return for Risk

ESPO vs. FCVT — Risk / Return Rank

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

ESPO
ESPO Risk / Return Rank: 1919
Overall Rank
ESPO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 2222
Sortino Ratio Rank
ESPO Omega Ratio Rank: 2121
Omega Ratio Rank
ESPO Calmar Ratio Rank: 1616
Calmar Ratio Rank
ESPO Martin Ratio Rank: 1515
Martin Ratio Rank

FCVT
FCVT Risk / Return Rank: 8888
Overall Rank
FCVT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FCVT Sortino Ratio Rank: 8787
Sortino Ratio Rank
FCVT Omega Ratio Rank: 8383
Omega Ratio Rank
FCVT Calmar Ratio Rank: 9292
Calmar Ratio Rank
FCVT Martin Ratio Rank: 9090
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. FCVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and First Trust SSI Strategic Convertible Securities ETF (FCVT). 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.


ESPOFCVTDifference

Sharpe ratio

Return per unit of total volatility

0.29

1.81

-1.52

Sortino ratio

Return per unit of downside risk

0.56

2.38

-1.82

Omega ratio

Gain probability vs. loss probability

1.07

1.32

-0.25

Calmar ratio

Return relative to maximum drawdown

0.16

3.37

-3.21

Martin ratio

Return relative to average drawdown

0.39

11.45

-11.06

ESPO vs. FCVT - Sharpe Ratio Comparison

The current ESPO Sharpe Ratio is 0.29, which is lower than the FCVT Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ESPO and FCVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESPOFCVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

1.81

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.23

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.57

+0.08

Correlation

The correlation between ESPO and FCVT is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ESPO vs. FCVT - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 1.42%, less than FCVT's 1.65% yield.


TTM20252024202320222021202020192018201720162015
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.42%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%
FCVT
First Trust SSI Strategic Convertible Securities ETF
1.65%1.98%1.30%1.76%3.71%23.07%1.72%1.60%1.85%2.18%1.88%0.59%

Drawdowns

ESPO vs. FCVT - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than FCVT's maximum drawdown of -31.79%. Use the drawdown chart below to compare losses from any high point for ESPO and FCVT.


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Drawdown Indicators


ESPOFCVTDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-31.79%

-19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-8.47%

-19.34%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

-30.43%

-17.90%

Max Drawdown (10Y)

Largest decline over 10 years

-31.79%

Current Drawdown

Current decline from peak

-25.09%

-5.88%

-19.21%

Average Drawdown

Average peak-to-trough decline

-14.80%

-10.52%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.38%

2.49%

+8.89%

Volatility

ESPO vs. FCVT - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 8.19% compared to First Trust SSI Strategic Convertible Securities ETF (FCVT) at 7.16%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than FCVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESPOFCVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

7.16%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

12.93%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

21.57%

16.06%

+5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.25%

13.94%

+11.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.90%

16.94%

+8.96%