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ESPO vs. VAGF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESPO vs. VAGF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Video Gaming and eSports ETF (ESPO) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESPO is traded in USD, while VAGF.DE is traded in EUR. To make them comparable, the VAGF.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESPO achieves a -15.10% return, which is significantly lower than VAGF.DE's -2.00% return.


ESPO

1D
-0.29%
1M
-2.74%
YTD
-15.10%
6M
-16.17%
1Y
-14.01%
3Y*
16.96%
5Y*
5.49%
10Y*

VAGF.DE

1D
0.36%
1M
-0.67%
YTD
-2.00%
6M
-1.89%
1Y
1.42%
3Y*
4.53%
5Y*
-2.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESPO vs. VAGF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESPO
VanEck Vectors Video Gaming and eSports ETF
-15.10%25.79%47.61%33.64%-34.71%-2.13%83.93%19.96%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-2.00%16.31%-4.94%7.82%-19.53%-10.63%15.34%1.05%

Correlation

The correlation between ESPO and VAGF.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

0.25

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Return for Risk

ESPO vs. VAGF.DE — 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: 33
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

VAGF.DE
VAGF.DE Risk / Return Rank: 1212
Overall Rank
VAGF.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VAGF.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VAGF.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VAGF.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VAGF.DE Martin Ratio Rank: 1414
Martin Ratio Rank
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. VAGF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESPOVAGF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

0.88

1.02

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.54

0.14

-0.68

Martin ratioReturn relative to average drawdown

-0.94

0.33

-1.27

ESPO vs. VAGF.DE - Sharpe Ratio Comparison

The current ESPO Sharpe Ratio is -0.80, which is lower than the VAGF.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of ESPO and VAGF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESPO vs. VAGF.DE - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, which is greater than VAGF.DE's maximum drawdown of -36.14%. Use the drawdown chart below to compare losses from any high point for ESPO and VAGF.DE.


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Drawdown Indicators


ESPOVAGF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-36.14%

-14.85%

Max Drawdown (1Y)

Largest decline over 1 year

-27.81%

-6.25%

-21.56%

Max Drawdown (3Y)

Largest decline over 3 years

-27.81%

-11.31%

-16.50%

Max Drawdown (5Y)

Largest decline over 5 years

-48.33%

-33.61%

-14.72%

Current Drawdown

Current decline from peak

-27.19%

-15.98%

-11.21%

Average Drawdown

Average peak-to-trough decline

-15.06%

-15.75%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.95%

2.62%

+13.33%

Volatility

ESPO vs. VAGF.DE - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 4.42% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 2.08%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than VAGF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESPOVAGF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

2.08%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

6.28%

+8.39%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

8.88%

+9.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.10%

10.02%

+15.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.71%

9.60%

+16.11%

ESPO vs. VAGF.DE - Expense Ratio Comparison

ESPO has a 0.55% expense ratio, which is higher than VAGF.DE's 0.10% expense ratio.


Dividends

ESPO vs. VAGF.DE - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 1.47%, while VAGF.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.47%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESPO and VAGF.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGF.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGF.DE is cheaper with a 0.10% expense ratio, compared with 0.55% for ESPO.

ESPO is categorized as Large Cap Growth Equities, while VAGF.DE is Global Bonds. ESPO tracks MVIS Global Video Gaming and eSports Index, while VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.55% for ESPO and 0.10% for VAGF.DE.

Portfolio Optimizer

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