ESPO vs. MDLZ
Compare and contrast key facts about VanEck Vectors Video Gaming and eSports ETF (ESPO) and Mondelez International, Inc. (MDLZ).
ESPO is a passively managed fund by VanEck that tracks the performance of the MVIS Global Video Gaming and eSports Index. It was launched on Oct 16, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESPO or MDLZ.
Performance
ESPO vs. MDLZ - Performance Comparison
Returns By Period
In the year-to-date period, ESPO achieves a 45.13% return, which is significantly higher than MDLZ's -9.37% return.
ESPO
45.13%
11.20%
25.18%
50.29%
19.55%
N/A
MDLZ
-9.37%
-8.53%
-7.08%
-6.96%
6.90%
7.38%
Key characteristics
| ESPO | MDLZ | |
|---|---|---|
| Sharpe Ratio | 2.30 | -0.41 |
| Sortino Ratio | 3.28 | -0.47 |
| Omega Ratio | 1.39 | 0.95 |
| Calmar Ratio | 1.62 | -0.44 |
| Martin Ratio | 14.21 | -0.85 |
| Ulcer Index | 3.44% | 8.09% |
| Daily Std Dev | 21.21% | 16.97% |
| Max Drawdown | -50.99% | -38.16% |
| Current Drawdown | 0.00% | -14.77% |
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Correlation
The correlation between ESPO and MDLZ is 0.23, 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.
Risk-Adjusted Performance
ESPO vs. MDLZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Mondelez International, Inc. (MDLZ). 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.
Dividends
ESPO vs. MDLZ - Dividend Comparison
ESPO's dividend yield for the trailing twelve months is around 0.66%, less than MDLZ's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESPO VanEck Vectors Video Gaming and eSports ETF | 0.66% | 0.96% | 0.91% | 3.37% | 0.12% | 0.22% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDLZ Mondelez International, Inc. | 2.71% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
Drawdowns
ESPO vs. MDLZ - Drawdown Comparison
The maximum ESPO drawdown since its inception was -50.99%, which is greater than MDLZ's maximum drawdown of -38.16%. Use the drawdown chart below to compare losses from any high point for ESPO and MDLZ. For additional features, visit the drawdowns tool.
Volatility
ESPO vs. MDLZ - Volatility Comparison
VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 7.60% compared to Mondelez International, Inc. (MDLZ) at 5.35%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.