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

Performance

ESPO vs. SNSR - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.58%
-3.84%
ESPO
SNSR

Returns By Period

In the year-to-date period, ESPO achieves a 45.14% return, which is significantly higher than SNSR's 0.35% return.


ESPO

YTD

45.14%

1M

12.00%

6M

27.76%

1Y

49.91%

5Y (annualized)

19.54%

10Y (annualized)

N/A

SNSR

YTD

0.35%

1M

2.64%

6M

-2.71%

1Y

12.03%

5Y (annualized)

10.05%

10Y (annualized)

N/A

Key characteristics


ESPOSNSR
Sharpe Ratio2.380.57
Sortino Ratio3.360.92
Omega Ratio1.401.11
Calmar Ratio1.670.60
Martin Ratio14.631.69
Ulcer Index3.44%7.07%
Daily Std Dev21.18%20.83%
Max Drawdown-50.99%-38.46%
Current Drawdown0.00%-10.48%

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ESPO vs. SNSR - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is lower than SNSR's 0.68% expense ratio.


SNSR
Global X Internet of Things ETF
Expense ratio chart for SNSR: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for ESPO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Correlation

-0.50.00.51.00.7

The correlation between ESPO and SNSR is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

ESPO vs. SNSR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Global X Internet of Things ETF (SNSR). 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.


Sharpe ratio
The chart of Sharpe ratio for ESPO, currently valued at 2.38, compared to the broader market0.002.004.002.380.57
The chart of Sortino ratio for ESPO, currently valued at 3.36, compared to the broader market-2.000.002.004.006.008.0010.003.360.92
The chart of Omega ratio for ESPO, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.11
The chart of Calmar ratio for ESPO, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.670.60
The chart of Martin ratio for ESPO, currently valued at 14.63, compared to the broader market0.0020.0040.0060.0080.00100.0014.631.69
ESPO
SNSR

The current ESPO Sharpe Ratio is 2.38, which is higher than the SNSR Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ESPO and SNSR, 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.38
0.57
ESPO
SNSR

Dividends

ESPO vs. SNSR - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 0.66%, more than SNSR's 0.62% yield.


TTM20232022202120202019201820172016
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%
SNSR
Global X Internet of Things ETF
0.62%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%

Drawdowns

ESPO vs. SNSR - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than SNSR's maximum drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for ESPO and SNSR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-10.48%
ESPO
SNSR

Volatility

ESPO vs. SNSR - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 7.48% compared to Global X Internet of Things ETF (SNSR) at 5.78%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than SNSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.48%
5.78%
ESPO
SNSR