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HERO vs. SGRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HERO vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Video Games & Esports ETF (HERO) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

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HERO vs. SGRT - Yearly Performance Comparison


2026 (YTD)2025
HERO
Global X Video Games & Esports ETF
-11.99%-8.15%
SGRT
SMART Earnings Growth 30 ETF
9.56%25.25%

Returns By Period

In the year-to-date period, HERO achieves a -11.99% return, which is significantly lower than SGRT's 9.56% return.


HERO

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

SGRT

1D
2.70%
1M
-6.90%
YTD
9.56%
6M
15.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HERO vs. SGRT - Expense Ratio Comparison

HERO has a 0.50% expense ratio, which is lower than SGRT's 0.59% expense ratio.


Return for Risk

HERO vs. SGRT — 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

SGRT
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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports ETF (HERO) and SMART Earnings Growth 30 ETF (SGRT). 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.


HEROSGRTDifference

Sharpe ratio

Return per unit of total volatility

0.23

Sortino ratio

Return per unit of downside risk

0.47

Omega ratio

Gain probability vs. loss probability

1.06

Calmar ratio

Return relative to maximum drawdown

0.25

Martin ratio

Return relative to average drawdown

0.64

HERO vs. SGRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HEROSGRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

2.09

-1.68

Correlation

The correlation between HERO and SGRT is 0.49, 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

HERO vs. SGRT - Dividend Comparison

HERO's dividend yield for the trailing twelve months is around 1.84%, more than SGRT's 0.15% yield.


TTM2025202420232022202120202019
HERO
Global X Video Games & Esports ETF
1.84%1.62%1.06%0.73%0.28%0.79%0.71%0.17%
SGRT
SMART Earnings Growth 30 ETF
0.15%0.16%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HERO vs. SGRT - Drawdown Comparison

The maximum HERO drawdown since its inception was -54.02%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for HERO and SGRT.


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Drawdown Indicators


HEROSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-54.02%

-17.87%

-36.15%

Max Drawdown (1Y)

Largest decline over 1 year

-26.64%

Max Drawdown (5Y)

Largest decline over 5 years

-49.09%

Current Drawdown

Current decline from peak

-25.94%

-7.09%

-18.85%

Average Drawdown

Average peak-to-trough decline

-25.97%

-3.52%

-22.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.44%

Volatility

HERO vs. SGRT - Volatility Comparison


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Volatility by Period


HEROSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

Volatility (1Y)

Calculated over the trailing 1-year period

21.72%

32.60%

-10.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.42%

32.60%

-9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.63%

32.60%

-7.97%