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HERO vs. FDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HERO vs. FDD

Last updated Jun 13, 2026

HERO (Global X Video Games & Esports ETF) and FDD (First Trust STOXX European Select Dividend Index Fund) are both exchange-traded funds - HERO is a Large Cap Growth Equities fund tracking the Solactive Video Games & Esports Index, while FDD is a Europe Equities fund tracking the STOXX Europe Select Dividend 30. Both are passively managed. Over the past 5 years, HERO returned -4.76%/yr vs 11.32%/yr for FDD. At a 0.49 correlation, their price movements are largely independent. HERO charges 0.50%/yr vs 0.58%/yr for FDD.

Performance

HERO vs. FDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Video Games & Esports ETF (HERO) and First Trust STOXX European Select Dividend Index Fund (FDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HERO achieves a -17.16% return, which is significantly lower than FDD's 13.65% return.

HERO

1D
0.30%
1M
-5.24%
YTD
-17.16%
6M
-17.60%
1Y
-19.33%
3Y*
7.42%
5Y*
-4.76%
10Y*
—

FDD

1D
0.81%
1M
1.80%
YTD
13.65%
6M
17.76%
1Y
33.97%
3Y*
26.21%
5Y*
11.32%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HERO vs. FDD - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
HERO
Global X Video Games & Esports ETF		-17.16%28.74%17.65%8.36%-33.42%-8.37%91.02%9.12%
FDD
First Trust STOXX European Select Dividend Index Fund		13.65%62.50%0.28%14.16%-16.14%16.03%-3.80%5.03%

Correlation

The correlation between HERO and FDD is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2019

0.49

The correlation between HERO and FDD has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

HERO vs. FDD - Sectors Allocation Comparison

Sectors
HERO
FDD

Communication Services

93.0%
2.1%

Technology

5.6%

-

Industrials

1.4%
12.5%

Basic Materials

-

2.9%

Consumer Cyclical

-

12.3%

Consumer Defensive

-

3.7%

Energy

-

10.8%

Financial Services

-

52.2%

Healthcare

-

-

Real Estate

-

3.5%

Utilities

-

6.0%

Communication Services

HERO
93.0%
FDD
2.1%

Technology

HERO
5.6%
FDD

-

Industrials

HERO
1.4%
FDD
12.5%

Basic Materials

HERO

-

FDD
2.9%

Consumer Cyclical

HERO

-

FDD
12.3%

Consumer Defensive

HERO

-

FDD
3.7%

Energy

HERO

-

FDD
10.8%

Financial Services

HERO

-

FDD
52.2%

Healthcare

HERO

-

FDD

-

Real Estate

HERO

-

FDD
3.5%

Utilities

HERO

-

FDD
6.0%

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Global X Video Games & Esports ETF

First Trust STOXX European Select Dividend Index Fund

Often compared with HERO:
HERO vs. ESPOHERO vs. NERDHERO vs. GAMRHERO vs. FVALHERO vs. FINXHERO vs. ESPO.LHERO vs. XOM
Often compared with FDD:
FDD vs. EUFNFDD vs. FLAXFDD vs. VTIFDD vs. RFEUFDD vs. IQDFFDD vs. DVYFDD vs. IEUR

Return for Risk

HERO vs. FDD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HERO
HERO Risk / Return Rank: 22
Overall Rank
HERO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HERO Sortino Ratio Rank: 22
Sortino Ratio Rank
HERO Omega Ratio Rank: 22
Omega Ratio Rank
HERO Calmar Ratio Rank: 44
Calmar Ratio Rank
HERO Martin Ratio Rank: 33
Martin Ratio Rank
FDD
FDD Risk / Return Rank: 7575
Overall Rank
FDD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 7575
Sortino Ratio Rank
FDD Omega Ratio Rank: 7171
Omega Ratio Rank
FDD Calmar Ratio Rank: 7979
Calmar Ratio Rank
FDD Martin Ratio Rank: 7373
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. FDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports ETF (HERO) and First Trust STOXX European Select Dividend Index Fund (FDD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

HEROFDDDifference
Sharpe ratioReturn per unit of total volatility
-1.01
2.11

-3.13

Sortino ratioReturn per unit of downside risk
-1.34
2.91

-4.24

Omega ratioGain probability vs. loss probability

0.84

1.36

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.70

3.58

-4.28

Martin ratioReturn relative to average drawdown

-1.33

11.88

-13.20

HERO vs. FDD - Sharpe Ratio Comparison

The current HERO Sharpe Ratio is -1.01, which is lower than the FDD Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of HERO and FDD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

HERO vs. FDD - Drawdown Comparison

The maximum HERO drawdown since its inception was -54.02%, smaller than the maximum FDD drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for HERO and FDD.

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Drawdown Indicators

HEROFDDDifference

Max Drawdown

Largest peak-to-trough decline

-54.02%

-74.77%

+20.75%

Max Drawdown (1Y)

Largest decline over 1 year

-28.08%

-9.39%

-18.69%

Max Drawdown (3Y)

Largest decline over 3 years

-28.08%

-13.06%

-15.02%

Max Drawdown (5Y)

Largest decline over 5 years

-48.06%

-35.11%

-12.95%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.43%

—

Current Drawdown

Current decline from peak

-30.29%

-0.40%

-29.89%

Average Drawdown

Average peak-to-trough decline

-25.97%

-35.41%

+9.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.82%

2.83%

+11.99%

Volatility

HERO vs. FDD - Volatility Comparison

The current volatility for Global X Video Games & Esports ETF (HERO) is 4.45%, while First Trust STOXX European Select Dividend Index Fund (FDD) has a volatility of 5.91%. This indicates that HERO experiences smaller price fluctuations and is considered to be less risky than FDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HEROFDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

5.91%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

12.98%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

15.93%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

18.48%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.46%

20.16%

+4.30%

HERO vs. FDD - Expense Ratio Comparison

HERO has a 0.50% expense ratio, which is lower than FDD's 0.58% expense ratio.

Dividends

HERO vs. FDD - Dividend Comparison

HERO's dividend yield for the trailing twelve months is around 1.96%, less than FDD's 3.48% yield.

PositionTTM20252024202320222021202020192018201720162015
FDD
First Trust STOXX European Select Dividend Index Fund		3.48%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%
HERO
Global X Video Games & Esports ETF		1.96%1.62%1.06%0.73%0.28%0.79%0.71%0.17%0.00%0.00%0.00%0.00%

Frequently Asked Questions

HERO and FDD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDD has higher volatility (5.91%) compared to HERO (4.45%). In terms of maximum drawdown, HERO dropped -54.02% vs FDD's -74.77%.

On 5-year performance, FDD leads with 11.32% vs -4.76% for HERO. On fees, HERO is cheaper at 0.50% per year. On volatility, HERO has been the lower-risk option at 4.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FDD has performed better with a 11.32% return vs -4.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HERO is cheaper with a 0.50% expense ratio, compared with 0.58% for FDD.

FDD has the higher dividend yield at 3.48%, compared with 1.96% for HERO.

HERO is categorized as Large Cap Growth Equities, while FDD is Europe Equities. HERO tracks Solactive Video Games & Esports Index, while FDD tracks STOXX Europe Select Dividend 30. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.50% for HERO and 0.58% for FDD.

FDD currently has the higher Sharpe Ratio (2.11 vs -1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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