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IXN vs. ESP0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXN vs. ESP0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). The values are adjusted to include any dividend payments, if applicable.

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IXN vs. ESP0.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IXN
iShares Global Tech ETF
-3.18%25.25%24.84%52.98%-29.86%29.58%43.62%18.66%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
-12.46%27.88%48.77%32.93%-34.04%-2.25%81.92%16.61%
Different Trading Currencies

IXN is traded in USD, while ESP0.DE is traded in EUR. To make them comparable, the ESP0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IXN achieves a -3.18% return, which is significantly higher than ESP0.DE's -12.46% return.


IXN

1D
1.69%
1M
-4.96%
YTD
-3.18%
6M
-1.58%
1Y
34.63%
3Y*
24.07%
5Y*
15.01%
10Y*
20.80%

ESP0.DE

1D
2.65%
1M
-1.23%
YTD
-12.46%
6M
-24.15%
1Y
7.01%
3Y*
21.65%
5Y*
7.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IXN vs. ESP0.DE - Expense Ratio Comparison

IXN has a 0.46% expense ratio, which is lower than ESP0.DE's 0.55% expense ratio.


Return for Risk

IXN vs. ESP0.DE — Risk / Return Rank

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

IXN
IXN Risk / Return Rank: 7474
Overall Rank
IXN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 7373
Sortino Ratio Rank
IXN Omega Ratio Rank: 6969
Omega Ratio Rank
IXN Calmar Ratio Rank: 8383
Calmar Ratio Rank
IXN Martin Ratio Rank: 7575
Martin Ratio Rank

ESP0.DE
ESP0.DE Risk / Return Rank: 1111
Overall Rank
ESP0.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ESP0.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ESP0.DE Omega Ratio Rank: 1111
Omega Ratio Rank
ESP0.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ESP0.DE Martin Ratio Rank: 1111
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.

IXN vs. ESP0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). 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.


IXNESP0.DEDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.33

+0.96

Sortino ratio

Return per unit of downside risk

1.90

0.62

+1.28

Omega ratio

Gain probability vs. loss probability

1.26

1.08

+0.18

Calmar ratio

Return relative to maximum drawdown

2.48

0.20

+2.29

Martin ratio

Return relative to average drawdown

8.21

0.48

+7.73

IXN vs. ESP0.DE - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 1.29, which is higher than the ESP0.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of IXN and ESP0.DE, 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


IXNESP0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.33

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.29

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.72

-0.24

Correlation

The correlation between IXN and ESP0.DE is 0.53, 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

IXN vs. ESP0.DE - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 1.08%, while ESP0.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IXN
iShares Global Tech ETF
1.08%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IXN vs. ESP0.DE - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, which is greater than ESP0.DE's maximum drawdown of -50.73%. Use the drawdown chart below to compare losses from any high point for IXN and ESP0.DE.


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Drawdown Indicators


IXNESP0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-40.11%

-15.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.37%

-26.09%

+11.72%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-40.11%

+3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

Current Drawdown

Current decline from peak

-8.48%

-23.26%

+14.78%

Average Drawdown

Average peak-to-trough decline

-11.34%

-12.47%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

11.11%

-6.76%

Volatility

IXN vs. ESP0.DE - Volatility Comparison

iShares Global Tech ETF (IXN) has a higher volatility of 9.16% compared to VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) at 6.82%. This indicates that IXN's price experiences larger fluctuations and is considered to be riskier than ESP0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXNESP0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

6.82%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

17.16%

13.07%

+4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

27.06%

21.30%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.57%

24.25%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

24.56%

-0.37%