ODDS vs. VGT

Last updated Jun 24, 2026

ODDS (Pacer BlueStar Digital Entertainment ETF) and VGT (Vanguard Information Technology ETF) are both Technology Equities funds - ODDS tracks the BlueStar Global Online Gambling, Video Gaming and eSports Index while VGT tracks the MSCI USA IMI Information Technology 25/50 Index. Both are passively managed. Over the past 3 years, ODDS returned 7.05%/yr vs 30.13%/yr for VGT. A 0.67 correlation means they provide meaningful diversification when combined. ODDS charges 0.63%/yr vs 0.09%/yr for VGT.

Performance

ODDS vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer BlueStar Digital Entertainment ETF (ODDS) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ODDS achieves a -18.34% return, which is significantly lower than VGT's 23.32% return.

ODDS

• 1D: -1.21%
• 1M: -2.24%
• YTD: -18.34%
• 6M: -17.81%
• 1Y: -19.58%
• 3Y*: 7.05%
• 5Y*: —
• 10Y*: —

VGT

• 1D: -3.68%
• 1M: 0.28%
• YTD: 23.32%
• 6M: 21.50%
• 1Y: 46.82%
• 3Y*: 30.13%
• 5Y*: 19.51%
• 10Y*: 25.49%

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

ODDS vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ODDS Pacer BlueStar Digital Entertainment ETF	-18.34%	16.71%	27.61%	25.03%	-15.18%
VGT Vanguard Information Technology ETF	23.32%	21.77%	29.30%	52.66%	-19.13%

Correlation

The correlation between ODDS and VGT is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (All Time) Calculated using the full available price history since Apr 11, 2022	0.67

The correlation between ODDS and VGT shifts across timeframes, from 0.50 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

ODDS vs. VGT - Sectors Allocation Comparison

Sectors	ODDS	VGT
Consumer Cyclical	50.1%	0.1%
Communication Services	43.2%	0.5%
Technology	6.7%	98.5%
Basic Materials	-	0.0%
Consumer Defensive	-	-
Energy	-	0.3%
Financial Services	-	0.5%
Healthcare	-	0.0%
Industrials	-	0.4%
Real Estate	-	-
Utilities	-	-

Return for Risk

ODDS vs. VGT — Risk / Return Rank

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

ODDS

ODDS Risk / Return Rank: 3
ODDS Sharpe Ratio Rank: 2
ODDS Sortino Ratio Rank: 2
ODDS Omega Ratio Rank: 2
ODDS Calmar Ratio Rank: 4
ODDS Martin Ratio Rank: 5

VGT

VGT Risk / Return Rank: 58
VGT Sharpe Ratio Rank: 65
VGT Sortino Ratio Rank: 56
VGT Omega Ratio Rank: 58
VGT Calmar Ratio Rank: 60
VGT Martin Ratio Rank: 52

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.

ODDS vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer BlueStar Digital Entertainment ETF (ODDS) and Vanguard Information Technology ETF (VGT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ODDS	VGT	Difference
Sharpe ratio: Return per unit of total volatility	-0.95	2.07	-3.02
Sortino ratio: Return per unit of downside risk	-1.23	2.61	-3.84
Omega ratio: Gain probability vs. loss probability	0.85	1.35	-0.50
Calmar ratio: Return relative to maximum drawdown	-0.56	2.87	-3.43
Martin ratio: Return relative to average drawdown	-0.94	8.76	-9.70

ODDS vs. VGT - Sharpe Ratio Comparison

The current ODDS Sharpe Ratio is -0.95, which is lower than the VGT Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of ODDS and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ODDS vs. VGT - Drawdown Comparison

The maximum ODDS drawdown since its inception was -35.09%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ODDS and VGT.

Drawdown Indicators

	ODDS	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-35.09%	-54.63%	+19.54%
Max Drawdown (1Y) Largest decline over 1 year	-35.09%	-16.40%	-18.69%
Max Drawdown (3Y) Largest decline over 3 years	-35.09%	-27.23%	-7.86%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.07%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.07%	—
Current Drawdown Current decline from peak	-31.89%	-7.71%	-24.18%
Average Drawdown Average peak-to-trough decline	-9.40%	-7.95%	-1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.90%	5.36%	+15.54%

Volatility

ODDS vs. VGT - Volatility Comparison

The current volatility for Pacer BlueStar Digital Entertainment ETF (ODDS) is 6.79%, while Vanguard Information Technology ETF (VGT) has a volatility of 11.39%. This indicates that ODDS experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ODDS	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	11.39%	-4.60%
Volatility (6M) Calculated over the trailing 6-month period	16.66%	18.58%	-1.92%
Volatility (1Y) Calculated over the trailing 1-year period	20.69%	22.72%	-2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.86%	25.55%	-0.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.86%	24.77%	+0.09%

ODDS vs. VGT - Expense Ratio Comparison

ODDS has a 0.63% expense ratio, which is higher than VGT's 0.09% expense ratio.

Dividends

ODDS vs. VGT - Dividend Comparison

ODDS's dividend yield for the trailing twelve months is around 0.75%, more than VGT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ODDS Pacer BlueStar Digital Entertainment ETF	0.75%	2.59%	0.56%	0.66%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both ODDS and VGT in my portfolio?

ODDS and VGT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ODDS or VGT?

VGT has higher volatility (11.39%) compared to ODDS (6.79%). In terms of maximum drawdown, ODDS dropped -35.09% vs VGT's -54.63%.

Which ETF is better, ODDS or VGT?

On 3-year performance, VGT leads with 30.13% vs 7.05% for ODDS. On fees, VGT is cheaper at 0.09% per year. On volatility, ODDS has been the lower-risk option at 6.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ODDS or VGT?

Over the 3-year period, VGT has performed better with a 30.13% return vs 7.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ODDS or VGT?

VGT is cheaper with a 0.09% expense ratio, compared with 0.63% for ODDS.

Which ETF pays a higher dividend yield, ODDS or VGT?

ODDS has the higher dividend yield at 0.75%, compared with 0.33% for VGT.

What is the main difference between ODDS and VGT?

ODDS tracks BlueStar Global Online Gambling, Video Gaming and eSports Index, while VGT tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.63% for ODDS and 0.09% for VGT.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (2.07 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.