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

Correlation

The correlation between ESPO and SOXX is 0.73, 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.


-0.50.00.51.00.7

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.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
191.47%
296.62%
ESPO
SOXX

Key characteristics

Sharpe Ratio

ESPO:

2.34

SOXX:

0.50

Sortino Ratio

ESPO:

3.19

SOXX:

0.89

Omega Ratio

ESPO:

1.39

SOXX:

1.11

Calmar Ratio

ESPO:

1.80

SOXX:

0.69

Martin Ratio

ESPO:

14.58

SOXX:

1.53

Ulcer Index

ESPO:

3.55%

SOXX:

11.36%

Daily Std Dev

ESPO:

22.10%

SOXX:

34.58%

Max Drawdown

ESPO:

-50.99%

SOXX:

-70.21%

Current Drawdown

ESPO:

-5.18%

SOXX:

-18.76%

Returns By Period

In the year-to-date period, ESPO achieves a 49.09% return, which is significantly higher than SOXX's 12.57% return.


ESPO

YTD

49.09%

1M

2.73%

6M

28.56%

1Y

49.07%

5Y*

18.78%

10Y*

N/A

SOXX

YTD

12.57%

1M

-0.43%

6M

-13.65%

1Y

13.80%

5Y*

21.82%

10Y*

22.60%

Compare stocks, funds, or ETFs

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


ESPO vs. SOXX - Expense Ratio Comparison

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


ESPO
VanEck Vectors Video Gaming and eSports ETF
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%
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

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.


Sharpe ratio
The chart of Sharpe ratio for ESPO, currently valued at 2.34, compared to the broader market0.002.004.002.340.50
The chart of Sortino ratio for ESPO, currently valued at 3.19, compared to the broader market-2.000.002.004.006.008.0010.003.190.89
The chart of Omega ratio for ESPO, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.11
The chart of Calmar ratio for ESPO, currently valued at 1.80, compared to the broader market0.005.0010.0015.001.800.69
The chart of Martin ratio for ESPO, currently valued at 14.58, compared to the broader market0.0020.0040.0060.0080.00100.0014.581.53
ESPO
SOXX

The current ESPO Sharpe Ratio is 2.34, which is higher than the SOXX Sharpe Ratio of 0.50. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.34
0.50
ESPO
SOXX

Dividends

ESPO vs. SOXX - Dividend Comparison

ESPO has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.67%.


TTM20232022202120202019201820172016201520142013
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.00%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
0.67%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.18%
-18.76%
ESPO
SOXX

Volatility

ESPO vs. SOXX - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports ETF (ESPO) is 7.76%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 8.33%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.76%
8.33%
ESPO
SOXX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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