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

Performance

JEDI vs. ESPO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Drone & Modern Warfare ETF (JEDI) 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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JEDI vs. ESPO.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEDI achieves a 8.03% return, which is significantly higher than ESPO.L's -14.53% return.


JEDI

1D
2.50%
1M
-3.18%
YTD
8.03%
6M
-1.22%
1Y
3Y*
5Y*
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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JEDI vs. ESPO.L - Expense Ratio Comparison

JEDI has a 0.69% expense ratio, which is higher than ESPO.L's 0.55% expense ratio.


Return for Risk

JEDI vs. ESPO.L — Risk / Return Rank

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

JEDI

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.

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

This table presents a comparison of risk-adjusted performance metrics for Defiance Drone & Modern Warfare ETF (JEDI) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JEDI vs. ESPO.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JEDIESPO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.70

-0.48

Correlation

The correlation between JEDI and ESPO.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JEDI vs. ESPO.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

JEDI vs. ESPO.L - Drawdown Comparison

The maximum JEDI drawdown since its inception was -21.67%, smaller than the maximum ESPO.L drawdown of -50.84%. Use the drawdown chart below to compare losses from any high point for JEDI and ESPO.L.


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Drawdown Indicators


JEDIESPO.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-50.84%

+29.17%

Max Drawdown (1Y)

Largest decline over 1 year

-27.42%

Max Drawdown (5Y)

Largest decline over 5 years

-47.52%

Current Drawdown

Current decline from peak

-13.19%

-26.05%

+12.86%

Average Drawdown

Average peak-to-trough decline

-10.27%

-16.08%

+5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.37%

Volatility

JEDI vs. ESPO.L - Volatility Comparison


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Volatility by Period


JEDIESPO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

Volatility (1Y)

Calculated over the trailing 1-year period

35.94%

20.46%

+15.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.94%

24.27%

+11.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.94%

24.70%

+11.24%