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HERO vs. ESPO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HERO vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Video Games & Esports ETF (HERO) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

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HERO vs. ESPO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HERO
Global X Video Games & Esports ETF
-11.99%28.74%17.65%8.36%-33.42%-8.37%91.02%9.12%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-12.22%25.79%47.61%33.64%-34.71%-2.13%83.93%11.16%

Returns By Period

The year-to-date returns for both stocks are quite close, with HERO having a -11.99% return and ESPO slightly lower at -12.22%.


HERO

1D
1.79%
1M
-3.22%
YTD
-11.99%
6M
-22.29%
1Y
4.87%
3Y*
10.02%
5Y*
-3.15%
10Y*

ESPO

1D
0.49%
1M
-1.91%
YTD
-12.22%
6M
-24.60%
1Y
4.89%
3Y*
20.86%
5Y*
6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HERO vs. ESPO - Expense Ratio Comparison

HERO has a 0.50% expense ratio, which is lower than ESPO's 0.55% expense ratio.


Return for Risk

HERO vs. ESPO — Risk / Return Rank

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

HERO
HERO Risk / Return Rank: 1717
Overall Rank
HERO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HERO Sortino Ratio Rank: 1717
Sortino Ratio Rank
HERO Omega Ratio Rank: 1717
Omega Ratio Rank
HERO Calmar Ratio Rank: 1717
Calmar Ratio Rank
HERO Martin Ratio Rank: 1616
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 1717
Overall Rank
ESPO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 1818
Sortino Ratio Rank
ESPO Omega Ratio Rank: 1717
Omega Ratio Rank
ESPO Calmar Ratio Rank: 1717
Calmar Ratio Rank
ESPO Martin Ratio Rank: 1616
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.

HERO vs. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports ETF (HERO) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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.


HEROESPODifference

Sharpe ratio

Return per unit of total volatility

0.23

0.23

0.00

Sortino ratio

Return per unit of downside risk

0.47

0.48

-0.01

Omega ratio

Gain probability vs. loss probability

1.06

1.06

0.00

Calmar ratio

Return relative to maximum drawdown

0.25

0.24

+0.01

Martin ratio

Return relative to average drawdown

0.64

0.58

+0.05

HERO vs. ESPO - Sharpe Ratio Comparison

The current HERO Sharpe Ratio is 0.23, which is comparable to the ESPO Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of HERO and ESPO, 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


HEROESPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.23

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.27

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.65

-0.25

Correlation

The correlation between HERO and ESPO is 0.88, 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

HERO vs. ESPO - Dividend Comparison

HERO's dividend yield for the trailing twelve months is around 1.84%, more than ESPO's 1.42% yield.


TTM20252024202320222021202020192018
HERO
Global X Video Games & Esports ETF
1.84%1.62%1.06%0.73%0.28%0.79%0.71%0.17%0.00%
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.42%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%

Drawdowns

HERO vs. ESPO - Drawdown Comparison

The maximum HERO drawdown since its inception was -54.02%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for HERO and ESPO.


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Drawdown Indicators


HEROESPODifference

Max Drawdown

Largest peak-to-trough decline

-54.02%

-50.99%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-26.64%

-27.81%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-49.09%

-48.33%

-0.76%

Current Drawdown

Current decline from peak

-25.94%

-24.72%

-1.22%

Average Drawdown

Average peak-to-trough decline

-25.97%

-14.81%

-11.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.44%

11.48%

-1.04%

Volatility

HERO vs. ESPO - Volatility Comparison

Global X Video Games & Esports ETF (HERO) and VanEck Vectors Video Gaming and eSports ETF (ESPO) have volatilities of 7.63% and 7.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEROESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

7.97%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

14.33%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

21.72%

21.51%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.42%

25.22%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.63%

25.89%

-1.26%