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

Performance

HERG.L vs. HERU.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 Global X Video Games & Esports UCITS ETF Acc USD (HERU.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
HERG.L
Global X Video Games & Esports UCITS ETF Dist GBP
-10.54%15.10%20.65%0.14%-27.54%-8.40%-0.53%
HERU.L
Global X Video Games & Esports UCITS ETF Acc USD
-9.95%16.18%19.81%0.84%-27.55%-8.95%0.78%
Different Trading Currencies

HERG.L is traded in GBP, while HERU.L is traded in USD. To make them comparable, the HERU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HERG.L achieves a -10.54% return, which is significantly lower than HERU.L's -9.95% 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*

HERU.L

1D
2.03%
1M
-1.55%
YTD
-9.95%
6M
-20.65%
1Y
0.66%
3Y*
6.05%
5Y*
-3.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both HERG.L and HERU.L have an expense ratio of 0.50%.


Return for Risk

HERG.L vs. HERU.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

HERU.L
HERU.L Risk / Return Rank: 1414
Overall Rank
HERU.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HERU.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
HERU.L Omega Ratio Rank: 1515
Omega Ratio Rank
HERU.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
HERU.L Martin Ratio Rank: 1313
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. HERU.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 Global X Video Games & Esports UCITS ETF Acc USD (HERU.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.LHERU.LDifference

Sharpe ratio

Return per unit of total volatility

0.03

0.03

-0.01

Sortino ratio

Return per unit of downside risk

0.16

0.18

-0.02

Omega ratio

Gain probability vs. loss probability

1.02

1.02

0.00

Calmar ratio

Return relative to maximum drawdown

-0.01

0.02

-0.04

Martin ratio

Return relative to average drawdown

-0.04

0.06

-0.09

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

The current HERG.L Sharpe Ratio is 0.03, which is comparable to the HERU.L Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of HERG.L and HERU.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.LHERU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.03

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.19

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

-0.16

-0.02

Correlation

The correlation between HERG.L and HERU.L is 0.87, 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.


Dividends

HERG.L vs. HERU.L - Dividend Comparison

HERG.L's dividend yield for the trailing twelve months is around 0.93%, while HERU.L has not paid dividends to shareholders.


TTM20252024202320222021
HERG.L
Global X Video Games & Esports UCITS ETF Dist GBP
0.93%0.24%0.37%0.00%0.01%0.07%
HERU.L
Global X Video Games & Esports UCITS ETF Acc USD
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HERG.L vs. HERU.L - Drawdown Comparison

The maximum HERG.L drawdown since its inception was -48.02%, roughly equal to the maximum HERU.L drawdown of -48.15%. Use the drawdown chart below to compare losses from any high point for HERG.L and HERU.L.


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Drawdown Indicators


HERG.LHERU.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.02%

-55.72%

+7.70%

Max Drawdown (1Y)

Largest decline over 1 year

-24.96%

-26.06%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.92%

-49.96%

+8.04%

Current Drawdown

Current decline from peak

-29.69%

-32.45%

+2.76%

Average Drawdown

Average peak-to-trough decline

-30.34%

-34.04%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.79%

10.46%

-0.67%

Volatility

HERG.L vs. HERU.L - Volatility Comparison

The current volatility for Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L) is 7.55%, while Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) has a volatility of 8.30%. This indicates that HERG.L experiences smaller price fluctuations and is considered to be less risky than HERU.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.LHERU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

8.30%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

14.29%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

19.11%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

22.08%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

22.24%

-1.80%