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

Correlation

The correlation between ESPO and VGT is 0.70, 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.


Performance

ESPO vs. VGT - 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 Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ESPO:

2.33

VGT:

0.36

Sortino Ratio

ESPO:

2.82

VGT:

0.70

Omega Ratio

ESPO:

1.36

VGT:

1.10

Calmar Ratio

ESPO:

2.78

VGT:

0.40

Martin Ratio

ESPO:

10.54

VGT:

1.29

Ulcer Index

ESPO:

4.83%

VGT:

8.42%

Daily Std Dev

ESPO:

23.97%

VGT:

30.17%

Max Drawdown

ESPO:

-50.99%

VGT:

-54.63%

Current Drawdown

ESPO:

-0.83%

VGT:

-7.93%

Returns By Period

In the year-to-date period, ESPO achieves a 19.48% return, which is significantly higher than VGT's -4.17% return.


ESPO

YTD

19.48%

1M

7.40%

6M

20.73%

1Y

53.81%

3Y*

27.18%

5Y*

17.57%

10Y*

N/A

VGT

YTD

-4.17%

1M

10.53%

6M

-4.02%

1Y

9.73%

3Y*

21.61%

5Y*

19.21%

10Y*

19.68%

*Annualized

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ESPO vs. VGT - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ESPO vs. VGT — 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

VGT
The Risk-Adjusted Performance Rank of VGT is 4747
Overall Rank
The Sharpe Ratio Rank of VGT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4646
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. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Video Gaming and eSports ETF (ESPO) and Vanguard Information Technology ETF (VGT). 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 current ESPO Sharpe Ratio is 2.33, which is higher than the VGT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ESPO and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ESPO vs. VGT - Dividend Comparison

ESPO's dividend yield for the trailing twelve months is around 0.37%, less than VGT's 0.54% yield.


TTM20242023202220212020201920182017201620152014
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.37%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.54%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

ESPO vs. VGT - Drawdown Comparison

The maximum ESPO drawdown since its inception was -50.99%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ESPO and VGT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ESPO vs. VGT - Volatility Comparison

The current volatility for VanEck Vectors Video Gaming and eSports ETF (ESPO) is 4.59%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.37%. This indicates that ESPO experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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