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

Correlation

The correlation between ESPO and VGT is 0.77, 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.


-0.50.00.51.00.8

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.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
191.47%
248.68%
ESPO
VGT

Key characteristics

Sharpe Ratio

ESPO:

2.34

VGT:

1.55

Sortino Ratio

ESPO:

3.19

VGT:

2.05

Omega Ratio

ESPO:

1.39

VGT:

1.28

Calmar Ratio

ESPO:

1.80

VGT:

2.18

Martin Ratio

ESPO:

14.58

VGT:

7.80

Ulcer Index

ESPO:

3.55%

VGT:

4.26%

Daily Std Dev

ESPO:

22.10%

VGT:

21.45%

Max Drawdown

ESPO:

-50.99%

VGT:

-54.63%

Current Drawdown

ESPO:

-5.18%

VGT:

-2.41%

Returns By Period

In the year-to-date period, ESPO achieves a 49.09% return, which is significantly higher than VGT's 31.34% return.


ESPO

YTD

49.09%

1M

2.73%

6M

28.56%

1Y

49.07%

5Y*

18.78%

10Y*

N/A

VGT

YTD

31.34%

1M

2.11%

6M

9.77%

1Y

31.45%

5Y*

22.00%

10Y*

20.77%

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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.


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 VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ESPO, currently valued at 2.34, compared to the broader market0.002.004.002.341.55
The chart of Sortino ratio for ESPO, currently valued at 3.19, compared to the broader market-2.000.002.004.006.008.0010.003.192.05
The chart of Omega ratio for ESPO, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.28
The chart of Calmar ratio for ESPO, currently valued at 1.80, compared to the broader market0.005.0010.0015.001.802.18
The chart of Martin ratio for ESPO, currently valued at 14.58, compared to the broader market0.0020.0040.0060.0080.00100.0014.587.80
ESPO
VGT

The current ESPO Sharpe Ratio is 2.34, which is higher than the VGT Sharpe Ratio of 1.55. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.34
1.55
ESPO
VGT

Dividends

ESPO vs. VGT - Dividend Comparison

ESPO has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.59%.


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%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.18%
-2.41%
ESPO
VGT

Volatility

ESPO vs. VGT - Volatility Comparison

VanEck Vectors Video Gaming and eSports ETF (ESPO) has a higher volatility of 7.76% compared to Vanguard Information Technology ETF (VGT) at 5.62%. This indicates that ESPO's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.76%
5.62%
ESPO
VGT
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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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