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

Performance

HERU.L vs. ESPO.L - Performance Comparison

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

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


2026 (YTD)202520242023202220212020
HERU.L
Global X Video Games & Esports UCITS ETF Acc USD
-11.41%24.71%18.11%6.15%-35.25%-9.81%1.78%
ESPO.L
VanEck Vectors Video Gaming and eSports UCITS ETF A USD
-14.53%27.34%48.69%33.19%-34.90%-2.44%0.64%

Returns By Period

In the year-to-date period, HERU.L achieves a -11.41% return, which is significantly higher than ESPO.L's -14.53% return.


HERU.L

1D
2.27%
1M
-2.65%
YTD
-11.41%
6M
-21.97%
1Y
3.25%
3Y*
8.63%
5Y*
-4.54%
10Y*

ESPO.L

1D
1.64%
1M
-3.50%
YTD
-14.53%
6M
-26.05%
1Y
4.09%
3Y*
20.52%
5Y*
6.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

HERU.L vs. ESPO.L — Risk / Return Rank

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

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

ESPO.L
ESPO.L Risk / Return Rank: 1717
Overall Rank
ESPO.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ESPO.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
ESPO.L Omega Ratio Rank: 1919
Omega Ratio Rank
ESPO.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
ESPO.L Martin Ratio Rank: 1414
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.

HERU.L vs. ESPO.L - Risk-Adjusted Trends Comparison

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


HERU.LESPO.LDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.29

-0.13

Sortino ratio

Return per unit of downside risk

0.37

0.56

-0.19

Omega ratio

Gain probability vs. loss probability

1.05

1.07

-0.03

Calmar ratio

Return relative to maximum drawdown

0.10

0.15

-0.05

Martin ratio

Return relative to average drawdown

0.24

0.36

-0.12

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

The current HERU.L Sharpe Ratio is 0.16, which is lower than the ESPO.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of HERU.L and ESPO.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


HERU.LESPO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.29

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.28

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.70

-0.87

Correlation

The correlation between HERU.L and ESPO.L is 0.81, 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

HERU.L vs. ESPO.L - Dividend Comparison

Neither HERU.L nor ESPO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HERU.L vs. ESPO.L - Drawdown Comparison

The maximum HERU.L drawdown since its inception was -55.72%, which is greater than ESPO.L's maximum drawdown of -50.84%. Use the drawdown chart below to compare losses from any high point for HERU.L and ESPO.L.


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Drawdown Indicators


HERU.LESPO.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.72%

-50.84%

-4.88%

Max Drawdown (1Y)

Largest decline over 1 year

-26.06%

-27.42%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-49.96%

-47.52%

-2.44%

Current Drawdown

Current decline from peak

-32.45%

-26.05%

-6.40%

Average Drawdown

Average peak-to-trough decline

-34.04%

-16.08%

-17.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.46%

11.37%

-0.91%

Volatility

HERU.L vs. ESPO.L - Volatility Comparison

Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) has a higher volatility of 8.24% compared to VanEck Vectors Video Gaming and eSports UCITS ETF A USD (ESPO.L) at 7.00%. This indicates that HERU.L's price experiences larger fluctuations and is considered to be riskier than ESPO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HERU.LESPO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

7.00%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

12.83%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

20.41%

20.46%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.60%

24.27%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

24.70%

-0.99%