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ESPO vs. ODDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESPO vs. ODDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and Pacer BlueStar Digital Entertainment ETF (ODDS). 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 -13.31% return, which is significantly higher than ODDS's -16.40% return.


ESPO

1D
-2.20%
1M
-1.23%
YTD
-13.31%
6M
-16.99%
1Y
-11.55%
3Y*
19.46%
5Y*
6.23%
10Y*

ODDS

1D
-2.39%
1M
-0.02%
YTD
-16.40%
6M
-17.80%
1Y
-13.71%
3Y*
7.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPO vs. ODDS - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESPO
VanEck Vectors Video Gaming and eSports ETF
-13.31%25.79%47.61%33.64%-22.31%
ODDS
Pacer BlueStar Digital Entertainment ETF
-16.40%16.71%27.61%25.03%-14.96%

Correlation

The correlation between ESPO and ODDS is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.80

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2022

0.82

The correlation between ESPO and ODDS has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

ESPO vs. ODDS - Sectors Allocation Comparison


Sectors
ESPO
ODDS

Communication Services

78.1%
44.0%

Consumer Cyclical

13.8%
49.9%

Technology

8.2%
6.1%

Basic Materials

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Communication Services

ESPO
78.1%
ODDS
44.0%

Consumer Cyclical

ESPO
13.8%
ODDS
49.9%

Technology

ESPO
8.2%
ODDS
6.1%

Basic Materials

ESPO

-

ODDS

-

Consumer Defensive

ESPO

-

ODDS

-

Energy

ESPO

-

ODDS

-

Financial Services

ESPO

-

ODDS

-

Healthcare

ESPO

-

ODDS

-

Industrials

ESPO

-

ODDS

-

Real Estate

ESPO

-

ODDS

-

Utilities

ESPO

-

ODDS

-

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Return for Risk

ESPO vs. ODDS — 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: 44
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

ODDS
ODDS Risk / Return Rank: 44
Overall Rank
ODDS Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ODDS Sortino Ratio Rank: 44
Sortino Ratio Rank
ODDS Omega Ratio Rank: 33
Omega Ratio Rank
ODDS Calmar Ratio Rank: 55
Calmar Ratio Rank
ODDS Martin Ratio Rank: 66
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. ODDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Pacer BlueStar Digital Entertainment ETF (ODDS). 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.


ESPOODDSDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

0.91

0.90

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.39

-0.02

Martin ratioReturn relative to average drawdown

-0.76

-0.69

-0.06

ESPO vs. ODDS - Sharpe Ratio Comparison

The current ESPO Sharpe Ratio is -0.62, which is comparable to the ODDS Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of ESPO and ODDS, 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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Sharpe Ratios by Period


ESPOODDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

-0.68

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.28

+0.35

Drawdowns

ESPO vs. ODDS - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than ODDS's maximum drawdown of -35.09%. Use the drawdown chart below to compare losses from any high point for ESPO and ODDS.


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Drawdown Indicators


ESPOODDSDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-35.09%

-15.90%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-35.09%

+7.28%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-35.09%

+7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

Current Drawdown

Current decline from peak

-25.66%

-30.27%

+4.61%

Average Drawdown

Average peak-to-trough decline

-15.03%

-9.16%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.30%

19.81%

-4.51%

Volatility

ESPO vs. ODDS - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 5.00% compared to Pacer BlueStar Digital Entertainment ETF (ODDS) at 4.69%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than ODDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESPOODDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.69%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.58%

15.74%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

20.36%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.12%

24.87%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.75%

24.87%

+0.88%

ESPO vs. ODDS - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is lower than ODDS's 0.63% expense ratio.


Dividends

ESPO vs. ODDS - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 1.44%, less than ODDS's 2.91% yield.


PositionTTM20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.44%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%
ODDS
Pacer BlueStar Digital Entertainment ETF
2.91%2.59%0.56%0.66%0.42%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESPO and ODDS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESPO has higher volatility (5.00%) compared to ODDS (4.69%). In terms of maximum drawdown, ESPO dropped -50.99% vs ODDS's -35.09%.

On 3-year performance, ESPO leads with 19.46% vs 7.66% for ODDS. On fees, ESPO is cheaper at 0.55% per year. On volatility, ODDS has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ESPO has performed better with a 19.46% return vs 7.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESPO is cheaper with a 0.55% expense ratio, compared with 0.63% for ODDS.

ODDS has the higher dividend yield at 2.91%, compared with 1.44% for ESPO.

ESPO is categorized as Large Cap Growth Equities, while ODDS is Technology Equities. ESPO tracks MVIS Global Video Gaming and eSports Index, while ODDS tracks BlueStar Global Online Gambling, Video Gaming and eSports Index. They also come from different issuers: VanEck and Pacer. Their fees differ too: 0.55% for ESPO and 0.63% for ODDS.

ESPO currently has the higher Sharpe Ratio (-0.62 vs -0.68), 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 ODDS

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