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IYG vs. ESPO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IYGESPO
YTD Return23.66%30.76%
1Y Return42.15%40.60%
3Y Return (Ann)4.92%3.24%
5Y Return (Ann)10.71%17.48%
Sharpe Ratio3.282.22
Sortino Ratio4.283.12
Omega Ratio1.561.37
Calmar Ratio2.131.42
Martin Ratio21.6213.17
Ulcer Index2.06%3.43%
Daily Std Dev13.50%20.15%
Max Drawdown-81.84%-50.99%
Current Drawdown-2.76%-3.91%

Correlation

-0.50.00.51.00.5

The correlation between IYG and ESPO is 0.50, 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

IYG vs. ESPO - Performance Comparison

In the year-to-date period, IYG achieves a 23.66% return, which is significantly lower than ESPO's 30.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.28%
16.61%
IYG
ESPO

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IYG vs. ESPO - Expense Ratio Comparison

IYG has a 0.42% expense ratio, which is lower than ESPO's 0.55% expense ratio.


ESPO
VanEck Vectors Video Gaming and eSports ETF
Expense ratio chart for ESPO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for IYG: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

IYG vs. ESPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) 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.


IYG
Sharpe ratio
The chart of Sharpe ratio for IYG, currently valued at 3.28, compared to the broader market0.002.004.006.003.28
Sortino ratio
The chart of Sortino ratio for IYG, currently valued at 4.28, compared to the broader market0.005.0010.004.28
Omega ratio
The chart of Omega ratio for IYG, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for IYG, currently valued at 2.13, compared to the broader market0.005.0010.0015.0020.002.13
Martin ratio
The chart of Martin ratio for IYG, currently valued at 21.62, compared to the broader market0.0020.0040.0060.0080.00100.00120.0021.62
ESPO
Sharpe ratio
The chart of Sharpe ratio for ESPO, currently valued at 2.22, compared to the broader market0.002.004.006.002.22
Sortino ratio
The chart of Sortino ratio for ESPO, currently valued at 3.12, compared to the broader market0.005.0010.003.12
Omega ratio
The chart of Omega ratio for ESPO, currently valued at 1.37, compared to the broader market1.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for ESPO, currently valued at 1.42, compared to the broader market0.005.0010.0015.0020.001.42
Martin ratio
The chart of Martin ratio for ESPO, currently valued at 13.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.17

IYG vs. ESPO - Sharpe Ratio Comparison

The current IYG Sharpe Ratio is 3.28, which is higher than the ESPO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of IYG and ESPO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.28
2.22
IYG
ESPO

Dividends

IYG vs. ESPO - Dividend Comparison

IYG's dividend yield for the trailing twelve months is around 1.25%, more than ESPO's 0.73% yield.


TTM20232022202120202019201820172016201520142013
IYG
iShares U.S. Financial Services ETF
1.25%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%1.14%1.04%
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.73%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IYG vs. ESPO - Drawdown Comparison

The maximum IYG drawdown since its inception was -81.84%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for IYG and ESPO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.76%
-3.91%
IYG
ESPO

Volatility

IYG vs. ESPO - Volatility Comparison

The current volatility for iShares U.S. Financial Services ETF (IYG) is 3.95%, while VanEck Vectors Video Gaming and eSports ETF (ESPO) has a volatility of 4.71%. This indicates that IYG 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.95%
4.71%
IYG
ESPO