MDLZ vs. ESPO

Last updated Apr 1, 2026

Compare and contrast key facts about Mondelez International, Inc. (MDLZ) and VanEck Vectors Video Gaming and eSports ETF (ESPO).

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.

Performance

MDLZ vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mondelez International, Inc. (MDLZ) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

MDLZ vs. ESPO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MDLZ Mondelez International, Inc.	8.00%	-7.03%	-15.30%	11.17%	2.92%	15.87%	8.58%	40.42%	-2.11%
ESPO VanEck Vectors Video Gaming and eSports ETF	-12.65%	25.79%	47.61%	33.64%	-34.71%	-2.13%	83.93%	42.36%	-12.57%

Returns By Period

In the year-to-date period, MDLZ achieves a 8.00% return, which is significantly higher than ESPO's -12.65% return.

MDLZ

• 1D: -0.19%
• 1M: -5.59%
• YTD: 8.00%
• 6M: -6.08%
• 1Y: -12.22%
• 3Y*: -3.49%
• 5Y*: 2.33%
• 10Y*: 5.84%

ESPO

• 1D: 3.58%
• 1M: -3.50%
• YTD: -12.65%
• 6M: -24.42%
• 1Y: 6.19%
• 3Y*: 20.67%
• 5Y*: 6.68%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MDLZ vs. ESPO — Risk / Return Rank

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

MDLZ

MDLZ Risk / Return Rank: 22
MDLZ Sharpe Ratio Rank: 18
MDLZ Sortino Ratio Rank: 18
MDLZ Omega Ratio Rank: 18
MDLZ Calmar Ratio Rank: 28
MDLZ Martin Ratio Rank: 29

ESPO

ESPO Risk / Return Rank: 19
ESPO Sharpe Ratio Rank: 21
ESPO Sortino Ratio Rank: 22
ESPO Omega Ratio Rank: 21
ESPO Calmar Ratio Rank: 16
ESPO Martin Ratio Rank: 15

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.

MDLZ vs. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) 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.

	MDLZ	ESPO	Difference
Sharpe ratio Return per unit of total volatility	-0.55	0.29	-0.84
Sortino ratio Return per unit of downside risk	-0.64	0.56	-1.20
Omega ratio Gain probability vs. loss probability	0.92	1.07	-0.15
Calmar ratio Return relative to maximum drawdown	-0.44	0.16	-0.60
Martin ratio Return relative to average drawdown	-0.85	0.39	-1.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MDLZ vs. ESPO - Sharpe Ratio Comparison

The current MDLZ Sharpe Ratio is -0.55, which is lower than the ESPO Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of MDLZ 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.

Sharpe Ratios by Period

	MDLZ	ESPO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.55	0.29	-0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.27	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.65	-0.32

Correlation

The correlation between MDLZ and ESPO is 0.19, 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

MDLZ vs. ESPO - Dividend Comparison

MDLZ's dividend yield for the trailing twelve months is around 3.42%, more than ESPO's 1.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MDLZ Mondelez International, Inc.	3.42%	3.60%	3.00%	2.24%	2.21%	2.01%	2.05%	1.98%	2.40%	1.92%	1.62%	1.43%
ESPO VanEck Vectors Video Gaming and eSports ETF	1.42%	1.24%	0.44%	0.96%	0.91%	3.36%	0.12%	0.22%	0.04%	0.00%	0.00%	0.00%

Drawdowns

MDLZ vs. ESPO - Drawdown Comparison

The maximum MDLZ drawdown since its inception was -42.52%, smaller than the maximum ESPO drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for MDLZ and ESPO.

Drawdown Indicators

	MDLZ	ESPO	Difference
Max Drawdown Largest peak-to-trough decline	-42.52%	-50.99%	+8.47%
Max Drawdown (1Y) Largest decline over 1 year	-25.93%	-27.81%	+1.88%
Max Drawdown (5Y) Largest decline over 5 years	-29.14%	-48.33%	+19.19%
Max Drawdown (10Y) Largest decline over 10 years	-29.74%	—	—
Current Drawdown Current decline from peak	-20.02%	-25.09%	+5.07%
Average Drawdown Average peak-to-trough decline	-10.99%	-14.80%	+3.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.53%	11.38%	+2.15%

Volatility

MDLZ vs. ESPO - Volatility Comparison

The current volatility for Mondelez International, Inc. (MDLZ) is 7.49%, while VanEck Vectors Video Gaming and eSports ETF (ESPO) has a volatility of 8.19%. This indicates that MDLZ 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.

Volatility by Period

	MDLZ	ESPO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.49%	8.19%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	16.33%	14.32%	+2.01%
Volatility (1Y) Calculated over the trailing 1-year period	22.47%	21.57%	+0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.22%	25.25%	-6.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.02%	25.90%	-4.88%