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ESPO vs. MDLZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESPO and MDLZ is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ESPO vs. MDLZ - Performance Comparison

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

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
222.33%
85.35%
ESPO
MDLZ

Key characteristics

Sharpe Ratio

ESPO:

2.28

MDLZ:

-0.23

Sortino Ratio

ESPO:

3.03

MDLZ:

-0.18

Omega Ratio

ESPO:

1.38

MDLZ:

0.98

Calmar Ratio

ESPO:

2.56

MDLZ:

-0.19

Martin Ratio

ESPO:

11.51

MDLZ:

-0.40

Ulcer Index

ESPO:

4.91%

MDLZ:

11.86%

Daily Std Dev

ESPO:

24.82%

MDLZ:

20.66%

Max Drawdown

ESPO:

-50.99%

MDLZ:

-46.04%

Current Drawdown

ESPO:

-3.35%

MDLZ:

-11.92%

Returns By Period

In the year-to-date period, ESPO achieves a 11.69% return, which is significantly higher than MDLZ's 10.58% return.


ESPO

YTD

11.69%

1M

1.93%

6M

27.31%

1Y

56.15%

5Y*

18.32%

10Y*

N/A

MDLZ

YTD

10.58%

1M

-0.42%

6M

-3.84%

1Y

-4.76%

5Y*

7.53%

10Y*

8.28%

*Annualized

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Risk-Adjusted Performance

ESPO vs. MDLZ — Risk-Adjusted Performance Rank

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

ESPO
The Risk-Adjusted Performance Rank of ESPO is 9595
Overall Rank
The Sharpe Ratio Rank of ESPO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ESPO is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ESPO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ESPO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ESPO is 9494
Martin Ratio Rank

MDLZ
The Risk-Adjusted Performance Rank of MDLZ is 3737
Overall Rank
The Sharpe Ratio Rank of MDLZ is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of MDLZ is 3232
Sortino Ratio Rank
The Omega Ratio Rank of MDLZ is 3232
Omega Ratio Rank
The Calmar Ratio Rank of MDLZ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of MDLZ is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ESPO, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.00
ESPO: 2.28
MDLZ: -0.23
The chart of Sortino ratio for ESPO, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.00
ESPO: 3.03
MDLZ: -0.18
The chart of Omega ratio for ESPO, currently valued at 1.38, compared to the broader market0.501.001.502.002.50
ESPO: 1.38
MDLZ: 0.98
The chart of Calmar ratio for ESPO, currently valued at 2.56, compared to the broader market0.002.004.006.008.0010.0012.00
ESPO: 2.56
MDLZ: -0.19
The chart of Martin ratio for ESPO, currently valued at 11.51, compared to the broader market0.0020.0040.0060.00
ESPO: 11.51
MDLZ: -0.40

The current ESPO Sharpe Ratio is 2.28, which is higher than the MDLZ Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of ESPO and MDLZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.28
-0.23
ESPO
MDLZ

Dividends

ESPO vs. MDLZ - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 0.39%, less than MDLZ's 2.80% yield.


TTM20242023202220212020201920182017201620152014
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.39%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%0.00%
MDLZ
Mondelez International, Inc.
2.80%3.00%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%

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 -46.04%. Use the drawdown chart below to compare losses from any high point for ESPO and MDLZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.35%
-11.92%
ESPO
MDLZ

Volatility

ESPO vs. MDLZ - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 12.05% compared to Mondelez International, Inc. (MDLZ) at 8.00%. 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.05%
8.00%
ESPO
MDLZ