ESPO vs. SOXX
Compare and contrast key facts about VanEck Vectors Video Gaming and eSports ETF (ESPO) and iShares PHLX Semiconductor ETF (SOXX).
ESPO and SOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESPO is a passively managed fund by VanEck that tracks the performance of the MVIS Global Video Gaming and eSports Index. It was launched on Oct 16, 2018. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. Both ESPO and SOXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESPO or SOXX.
Performance
ESPO vs. SOXX - Performance Comparison
Returns By Period
In the year-to-date period, ESPO achieves a 39.19% return, which is significantly higher than SOXX's 10.51% return.
ESPO
39.19%
7.14%
18.59%
44.56%
18.51%
N/A
SOXX
10.51%
-7.10%
-7.12%
24.59%
22.96%
23.12%
Key characteristics
| ESPO | SOXX | |
|---|---|---|
| Sharpe Ratio | 2.07 | 0.72 |
| Sortino Ratio | 3.00 | 1.15 |
| Omega Ratio | 1.35 | 1.15 |
| Calmar Ratio | 1.45 | 0.99 |
| Martin Ratio | 12.70 | 2.48 |
| Ulcer Index | 3.44% | 9.94% |
| Daily Std Dev | 21.16% | 34.29% |
| Max Drawdown | -50.99% | -70.21% |
| Current Drawdown | -2.36% | -20.25% |
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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.
Correlation
The correlation between ESPO and SOXX is 0.74, 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. 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.
Dividends
ESPO vs. SOXX - Dividend Comparison
ESPO's dividend yield for the trailing twelve months is around 0.69%, which matches SOXX's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESPO VanEck Vectors Video Gaming and eSports ETF | 0.69% | 0.96% | 0.91% | 3.37% | 0.12% | 0.22% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.69% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
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.
Volatility
ESPO vs. SOXX - Volatility Comparison
The current volatility for VanEck Vectors Video Gaming and eSports ETF (ESPO) is 7.54%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 8.72%. 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.