IH2O.L vs. ESPO
Compare and contrast key facts about iShares Global Water UCITS ETF (IH2O.L) and VanEck Vectors Video Gaming and eSports ETF (ESPO).
IH2O.L and ESPO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IH2O.L is a passively managed fund by iShares that tracks the performance of the S&P Global Water TR. It was launched on Mar 16, 2007. ESPO is a passively managed fund by VanEck that tracks the performance of the MVIS Global Video Gaming and eSports Index. It was launched on Oct 16, 2018. Both IH2O.L and ESPO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IH2O.L or ESPO.
Key characteristics
| IH2O.L | ESPO | |
|---|---|---|
| YTD Return | 10.44% | 40.03% |
| 1Y Return | 20.42% | 45.44% |
| 3Y Return (Ann) | 1.98% | 3.21% |
| 5Y Return (Ann) | 10.28% | 18.95% |
| Sharpe Ratio | 1.62 | 2.19 |
| Sortino Ratio | 2.40 | 3.14 |
| Omega Ratio | 1.28 | 1.37 |
| Calmar Ratio | 1.61 | 1.52 |
| Martin Ratio | 5.38 | 13.36 |
| Ulcer Index | 3.38% | 3.43% |
| Daily Std Dev | 11.28% | 20.98% |
| Max Drawdown | -35.40% | -50.99% |
| Current Drawdown | -2.21% | -1.77% |
Correlation
The correlation between IH2O.L and ESPO is 0.42, 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
IH2O.L vs. ESPO - Performance Comparison
In the year-to-date period, IH2O.L achieves a 10.44% return, which is significantly lower than ESPO's 40.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IH2O.L vs. ESPO - Expense Ratio Comparison
IH2O.L has a 0.65% expense ratio, which is higher than ESPO's 0.55% expense ratio.
Risk-Adjusted Performance
IH2O.L vs. ESPO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF (IH2O.L) 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.
Dividends
IH2O.L vs. ESPO - Dividend Comparison
IH2O.L's dividend yield for the trailing twelve months is around 1.52%, more than ESPO's 0.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IH2O.L iShares Global Water UCITS ETF | 1.52% | 1.51% | 1.32% | 2.25% | 1.29% | 1.84% | 2.30% | 1.98% | 2.17% | 2.45% | 2.68% | 2.78% |
ESPO VanEck Vectors Video Gaming and eSports ETF | 0.68% | 0.96% | 0.91% | 3.37% | 0.12% | 0.22% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IH2O.L vs. ESPO - Drawdown Comparison
The maximum IH2O.L drawdown since its inception was -35.40%, smaller than the maximum ESPO drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for IH2O.L and ESPO. For additional features, visit the drawdowns tool.
Volatility
IH2O.L vs. ESPO - Volatility Comparison
The current volatility for iShares Global Water UCITS ETF (IH2O.L) is 3.07%, while VanEck Vectors Video Gaming and eSports ETF (ESPO) has a volatility of 7.45%. This indicates that IH2O.L experiences smaller price fluctuations and is considered to be less risky than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.