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HERG.L vs. GCVG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HERG.L vs. GCVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L) and SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L). The values are adjusted to include any dividend payments, if applicable.

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HERG.L vs. GCVG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HERG.L
Global X Video Games & Esports UCITS ETF Dist GBP
-10.54%15.10%20.65%0.14%-21.87%
GCVG.L
SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF
5.31%22.98%9.45%13.81%-14.46%

Returns By Period

In the year-to-date period, HERG.L achieves a -10.54% return, which is significantly lower than GCVG.L's 5.31% return.


HERG.L

1D
1.37%
1M
-2.30%
YTD
-10.54%
6M
-20.94%
1Y
0.47%
3Y*
5.70%
5Y*
-3.95%
10Y*

GCVG.L

1D
3.31%
1M
-2.70%
YTD
5.31%
6M
9.45%
1Y
26.68%
3Y*
15.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HERG.L vs. GCVG.L - Expense Ratio Comparison

HERG.L has a 0.50% expense ratio, which is lower than GCVG.L's 0.55% expense ratio.


Return for Risk

HERG.L vs. GCVG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HERG.L
HERG.L Risk / Return Rank: 1212
Overall Rank
HERG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HERG.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
HERG.L Omega Ratio Rank: 1212
Omega Ratio Rank
HERG.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
HERG.L Martin Ratio Rank: 1212
Martin Ratio Rank

GCVG.L
GCVG.L Risk / Return Rank: 9595
Overall Rank
GCVG.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCVG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
GCVG.L Omega Ratio Rank: 9595
Omega Ratio Rank
GCVG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GCVG.L Martin Ratio Rank: 9696
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.

HERG.L vs. GCVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L) and SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L). 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.


HERG.LGCVG.LDifference

Sharpe ratio

Return per unit of total volatility

0.03

2.40

-2.37

Sortino ratio

Return per unit of downside risk

0.16

3.33

-3.17

Omega ratio

Gain probability vs. loss probability

1.02

1.48

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.01

4.12

-4.14

Martin ratio

Return relative to average drawdown

-0.04

18.05

-18.09

HERG.L vs. GCVG.L - Sharpe Ratio Comparison

The current HERG.L Sharpe Ratio is 0.03, which is lower than the GCVG.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of HERG.L and GCVG.L, 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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Sharpe Ratios by Period


HERG.LGCVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

2.40

-2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.82

-1.00

Correlation

The correlation between HERG.L and GCVG.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HERG.L vs. GCVG.L - Dividend Comparison

HERG.L's dividend yield for the trailing twelve months is around 0.93%, more than GCVG.L's 0.58% yield.


TTM20252024202320222021
HERG.L
Global X Video Games & Esports UCITS ETF Dist GBP
0.93%0.24%0.37%0.00%0.01%0.07%
GCVG.L
SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF
0.58%0.59%0.41%0.28%0.00%0.00%

Drawdowns

HERG.L vs. GCVG.L - Drawdown Comparison

The maximum HERG.L drawdown since its inception was -48.02%, which is greater than GCVG.L's maximum drawdown of -17.60%. Use the drawdown chart below to compare losses from any high point for HERG.L and GCVG.L.


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Drawdown Indicators


HERG.LGCVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.02%

-17.60%

-30.42%

Max Drawdown (1Y)

Largest decline over 1 year

-24.96%

-6.51%

-18.45%

Max Drawdown (5Y)

Largest decline over 5 years

-41.92%

Current Drawdown

Current decline from peak

-29.69%

-3.22%

-26.47%

Average Drawdown

Average peak-to-trough decline

-30.34%

-5.68%

-24.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.79%

1.49%

+8.30%

Volatility

HERG.L vs. GCVG.L - Volatility Comparison

Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L) has a higher volatility of 7.55% compared to SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) at 5.25%. This indicates that HERG.L's price experiences larger fluctuations and is considered to be riskier than GCVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HERG.LGCVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

5.25%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

9.28%

+4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

11.09%

+7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

9.77%

+10.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

9.77%

+10.67%