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

Correlation

The correlation between ESPO and SOXX is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ESPO vs. SOXX - Performance Comparison

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

150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
222.33%
241.65%
ESPO
SOXX

Key characteristics

Sharpe Ratio

ESPO:

2.28

SOXX:

-0.22

Sortino Ratio

ESPO:

3.03

SOXX:

-0.03

Omega Ratio

ESPO:

1.38

SOXX:

1.00

Calmar Ratio

ESPO:

2.56

SOXX:

-0.23

Martin Ratio

ESPO:

11.51

SOXX:

-0.56

Ulcer Index

ESPO:

4.91%

SOXX:

17.37%

Daily Std Dev

ESPO:

24.82%

SOXX:

43.48%

Max Drawdown

ESPO:

-50.99%

SOXX:

-70.21%

Current Drawdown

ESPO:

-3.35%

SOXX:

-30.02%

Returns By Period

In the year-to-date period, ESPO achieves a 11.69% return, which is significantly higher than SOXX's -14.13% return.


ESPO

YTD

11.69%

1M

1.93%

6M

27.31%

1Y

56.15%

5Y*

18.32%

10Y*

N/A

SOXX

YTD

-14.13%

1M

-6.88%

6M

-19.27%

1Y

-12.42%

5Y*

20.27%

10Y*

20.74%

*Annualized

Compare stocks, funds, or ETFs

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ESPO vs. SOXX - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is higher than SOXX's 0.46% expense ratio.


Expense ratio chart for ESPO: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ESPO: 0.55%
Expense ratio chart for SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%

Risk-Adjusted Performance

ESPO vs. SOXX — 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

SOXX
The Risk-Adjusted Performance Rank of SOXX is 1111
Overall Rank
The Sharpe Ratio Rank of SOXX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 88
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 1010
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. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and iShares PHLX Semiconductor ETF (SOXX). 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
SOXX: -0.22
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
SOXX: -0.03
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
SOXX: 1.00
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
SOXX: -0.23
The chart of Martin ratio for ESPO, currently valued at 11.51, compared to the broader market0.0020.0040.0060.00
ESPO: 11.51
SOXX: -0.56

The current ESPO Sharpe Ratio is 2.28, which is higher than the SOXX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of ESPO and SOXX, 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
-0.22
ESPO
SOXX

Dividends

ESPO vs. SOXX - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 0.39%, less than SOXX's 0.80% 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%
SOXX
iShares PHLX Semiconductor ETF
0.80%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

ESPO vs. SOXX - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ESPO and SOXX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.35%
-30.02%
ESPO
SOXX

Volatility

ESPO vs. SOXX - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports ETF (ESPO) is 12.05%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 25.98%. This indicates that ESPO experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.05%
25.98%
ESPO
SOXX