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ESPO vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESPO vs. SCHD

Last updated Jun 13, 2026

ESPO (VanEck Vectors Video Gaming and eSports ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - ESPO is a Large Cap Growth Equities fund tracking the MVIS Global Video Gaming and eSports Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 5 years, ESPO returned 5.49%/yr vs 8.75%/yr for SCHD. At a 0.42 correlation, their price movements are largely independent. ESPO charges 0.55%/yr vs 0.06%/yr for SCHD.

Performance

ESPO vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and Schwab U.S. Dividend Equity ETF (SCHD). 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 SCHD's 20.66% return.

ESPO

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

SCHD

1D
0.89%
1M
3.37%
YTD
20.66%
6M
19.57%
1Y
26.16%
3Y*
14.90%
5Y*
8.75%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPO vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF		20.66%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-7.58%

Correlation

The correlation between ESPO and SCHD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.35

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

0.41

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

0.42

Over the past year, the correlation between ESPO and SCHD has dropped to 0.13 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

ESPO vs. SCHD - Sectors Allocation Comparison

Sectors
ESPO
SCHD

Communication Services

78.1%
6.3%

Consumer Cyclical

13.8%
6.3%

Technology

8.2%
16.4%

Basic Materials

-

1.2%

Consumer Defensive

-

19.2%

Energy

-

16.2%

Financial Services

-

9.3%

Healthcare

-

18.8%

Industrials

-

7.5%

Real Estate

-

-

Utilities

-

0.0%

Communication Services

ESPO
78.1%
SCHD
6.3%

Consumer Cyclical

ESPO
13.8%
SCHD
6.3%

Technology

ESPO
8.2%
SCHD
16.4%

Basic Materials

ESPO

-

SCHD
1.2%

Consumer Defensive

ESPO

-

SCHD
19.2%

Energy

ESPO

-

SCHD
16.2%

Financial Services

ESPO

-

SCHD
9.3%

Healthcare

ESPO

-

SCHD
18.8%

Industrials

ESPO

-

SCHD
7.5%

Real Estate

ESPO

-

SCHD

-

Utilities

ESPO

-

SCHD
0.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

VanEck Vectors Video Gaming and eSports ETF

Schwab U.S. Dividend Equity ETF

Often compared with ESPO:
ESPO vs. HEROESPO vs. ESGB.LESPO vs. GAMRESPO vs. NERDESPO vs. VGTESPO vs. MDLZESPO vs. SNSR
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

ESPO vs. SCHD — 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
SCHD
SCHD Risk / Return Rank: 8787
Overall Rank
SCHD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 9090
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8383
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9393
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8181
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Schwab U.S. Dividend Equity ETF (SCHD). 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.

ESPOSCHDDifference
Sharpe ratioReturn per unit of total volatility
-0.80
2.41

-3.20

Sortino ratioReturn per unit of downside risk
-1.02
3.72

-4.74

Omega ratioGain probability vs. loss probability

0.88

1.43

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.54

5.70

-6.23

Martin ratioReturn relative to average drawdown

-0.94

13.97

-14.90

ESPO vs. SCHD - Sharpe Ratio Comparison

The current ESPO Sharpe Ratio is -0.80, which is lower than the SCHD Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of ESPO and SCHD, 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. SCHD - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ESPO and SCHD.

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Drawdown Indicators

ESPOSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-33.37%

-17.62%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-4.61%

-23.20%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-16.13%

-11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

-16.85%

-31.48%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.37%

—

Current Drawdown

Current decline from peak

-27.19%

-0.03%

-27.16%

Average Drawdown

Average peak-to-trough decline

-15.06%

-3.31%

-11.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.95%

1.89%

+14.06%

Volatility

ESPO vs. SCHD - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 4.42% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.05%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESPOSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

3.05%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

7.53%

+7.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

10.93%

+7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.10%

14.38%

+10.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.71%

16.72%

+8.99%

ESPO vs. SCHD - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

ESPO vs. SCHD - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 1.47%, less than SCHD's 3.22% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SCHD
Schwab U.S. Dividend Equity ETF		3.22%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions

ESPO and SCHD have a correlation of 0.13, 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 SCHD (3.05%). In terms of maximum drawdown, ESPO dropped -50.99% vs SCHD's -33.37%.

On 5-year performance, SCHD leads with 8.75% vs 5.49% for ESPO. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHD has performed better with a 8.75% return vs 5.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.55% for ESPO.

SCHD has the higher dividend yield at 3.22%, compared with 1.47% for ESPO.

ESPO is categorized as Large Cap Growth Equities, while SCHD is Dividend. ESPO tracks MVIS Global Video Gaming and eSports Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: VanEck and Charles Schwab. Their fees differ too: 0.55% for ESPO and 0.06% for SCHD.

SCHD currently has the higher Sharpe Ratio (2.41 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

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