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HERO vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HERO and VGT is 0.63, 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.


Performance

HERO vs. VGT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

HERO:

1.71

VGT:

0.39

Sortino Ratio

HERO:

2.34

VGT:

0.73

Omega Ratio

HERO:

1.29

VGT:

1.10

Calmar Ratio

HERO:

0.88

VGT:

0.43

Martin Ratio

HERO:

9.22

VGT:

1.39

Ulcer Index

HERO:

4.22%

VGT:

8.33%

Daily Std Dev

HERO:

22.89%

VGT:

29.76%

Max Drawdown

HERO:

-54.02%

VGT:

-54.63%

Current Drawdown

HERO:

-21.19%

VGT:

-11.63%

Returns By Period

In the year-to-date period, HERO achieves a 20.57% return, which is significantly higher than VGT's -8.02% return.


HERO

YTD

20.57%

1M

15.17%

6M

19.29%

1Y

38.83%

5Y*

9.43%

10Y*

N/A

VGT

YTD

-8.02%

1M

7.01%

6M

-8.30%

1Y

11.53%

5Y*

18.78%

10Y*

19.37%

*Annualized

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HERO vs. VGT - Expense Ratio Comparison

HERO has a 0.50% expense ratio, which is higher than VGT's 0.10% expense ratio.


Risk-Adjusted Performance

HERO vs. VGT — Risk-Adjusted Performance Rank

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

HERO
The Risk-Adjusted Performance Rank of HERO is 9090
Overall Rank
The Sharpe Ratio Rank of HERO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of HERO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of HERO is 9090
Omega Ratio Rank
The Calmar Ratio Rank of HERO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of HERO is 9393
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5151
Overall Rank
The Sharpe Ratio Rank of VGT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HERO vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports ETF (HERO) and Vanguard Information Technology ETF (VGT). 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.


The current HERO Sharpe Ratio is 1.71, which is higher than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of HERO and VGT, 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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Dividends

HERO vs. VGT - Dividend Comparison

HERO's dividend yield for the trailing twelve months is around 0.88%, more than VGT's 0.56% yield.


TTM20242023202220212020201920182017201620152014
HERO
Global X Video Games & Esports ETF
0.88%1.06%0.73%0.28%0.79%0.71%0.17%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

HERO vs. VGT - Drawdown Comparison

The maximum HERO drawdown since its inception was -54.02%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for HERO and VGT. For additional features, visit the drawdowns tool.


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Volatility

HERO vs. VGT - Volatility Comparison


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