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ESPO vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESPO vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and SMART Earnings Growth 30 ETF (SGRT). 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 lower than SGRT's 51.46% return.


ESPO

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

SGRT

1D
0.03%
1M
14.68%
YTD
51.46%
6M
56.17%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPO vs. SGRT - Yearly Performance Comparison


Correlation

The correlation between ESPO and SGRT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 21, 2025

0.49

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Return for Risk

ESPO vs. SGRT — 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

SGRT
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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and SMART Earnings Growth 30 ETF (SGRT). 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.


ESPOSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.42

Martin ratioReturn relative to average drawdown

-0.76

ESPO vs. SGRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESPOSGRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

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

3.81

-3.17

Drawdowns

ESPO vs. SGRT - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for ESPO and SGRT.


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Drawdown Indicators


ESPOSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-17.87%

-33.12%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

Current Drawdown

Current decline from peak

-25.66%

0.00%

-25.66%

Average Drawdown

Average peak-to-trough decline

-15.03%

-3.11%

-11.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.30%

Volatility

ESPO vs. SGRT - Volatility Comparison


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Volatility by Period


ESPOSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

33.41%

-14.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.12%

33.41%

-8.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.75%

33.41%

-7.66%

ESPO vs. SGRT - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is lower than SGRT's 0.59% expense ratio.


Dividends

ESPO vs. SGRT - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 1.44%, more than SGRT's 0.11% 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%
SGRT
SMART Earnings Growth 30 ETF
0.11%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESPO and SGRT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESPO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESPO is cheaper with a 0.55% expense ratio, compared with 0.59% for SGRT.

ESPO has the higher dividend yield at 1.44%, compared with 0.11% for SGRT.

Their fees differ too: 0.55% for ESPO and 0.59% for SGRT.

Portfolio Optimizer

Find the right allocation for ESPO and SGRT

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