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PVEX vs. ESN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PVEX vs. ESN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares ConVequity ETF (PVEX) and Essential 40 Stock ETF (ESN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PVEX achieves a 7.08% return, which is significantly lower than ESN's 13.84% return.


PVEX

1D
-0.28%
1M
-0.96%
YTD
7.08%
6M
6.55%
1Y
3Y*
5Y*
10Y*

ESN

1D
-0.17%
1M
-0.55%
YTD
13.84%
6M
13.50%
1Y
24.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PVEX vs. ESN - Yearly Performance Comparison


2026 (YTD)2025
PVEX
TrueShares ConVequity ETF
7.08%13.68%
ESN
Essential 40 Stock ETF
13.84%8.57%

Correlation

The correlation between PVEX and ESN is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 30, 2025

0.73

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Return for Risk

PVEX vs. ESN — Risk / Return Rank

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

PVEX

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


ESN
ESN Risk / Return Rank: 8383
Overall Rank
ESN Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ESN Sortino Ratio Rank: 8585
Sortino Ratio Rank
ESN Omega Ratio Rank: 8080
Omega Ratio Rank
ESN Calmar Ratio Rank: 8181
Calmar Ratio Rank
ESN Martin Ratio Rank: 8383
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.

PVEX vs. ESN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares ConVequity ETF (PVEX) and Essential 40 Stock ETF (ESN). 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.


PVEXESNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.90

Martin ratioReturn relative to average drawdown

15.29

PVEX vs. ESN - Sharpe Ratio Comparison


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Drawdowns

PVEX vs. ESN - Drawdown Comparison

The maximum PVEX drawdown since its inception was -7.63%, smaller than the maximum ESN drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for PVEX and ESN.


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Drawdown Indicators


PVEXESNDifference

Max Drawdown

Largest peak-to-trough decline

-7.63%

-13.60%

+5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

Current Drawdown

Current decline from peak

-3.17%

-1.78%

-1.39%

Average Drawdown

Average peak-to-trough decline

-1.95%

-1.86%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

Volatility

PVEX vs. ESN - Volatility Comparison


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Volatility by Period


PVEXESNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

10.02%

+5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

13.27%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

13.27%

+2.00%

PVEX vs. ESN - Expense Ratio Comparison

PVEX has a 0.82% expense ratio, which is higher than ESN's 0.70% expense ratio.


Dividends

PVEX vs. ESN - Dividend Comparison

PVEX's dividend yield for the trailing twelve months is around 0.18%, less than ESN's 0.80% yield.


PositionTTM20252024
ESN
Essential 40 Stock ETF
0.80%0.91%0.76%
PVEX
TrueShares ConVequity ETF
0.18%0.19%0.00%

Frequently Asked Questions


PVEX and ESN have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESN is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESN is cheaper with a 0.70% expense ratio, compared with 0.82% for PVEX.

ESN has the higher dividend yield at 0.80%, compared with 0.18% for PVEX.

They also come from different issuers: TrueShares and KKM Financial. Their fees differ too: 0.82% for PVEX and 0.70% for ESN.

Portfolio Optimizer

Find the right allocation for PVEX and ESN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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