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

Correlation

The correlation between SNSR and ESPO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

SNSR vs. ESPO - Performance Comparison

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

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
67.41%
193.99%
SNSR
ESPO

Key characteristics

Sharpe Ratio

SNSR:

-0.62

ESPO:

1.51

Sortino Ratio

SNSR:

-0.77

ESPO:

2.15

Omega Ratio

SNSR:

0.90

ESPO:

1.27

Calmar Ratio

SNSR:

-0.60

ESPO:

1.52

Martin Ratio

SNSR:

-2.03

ESPO:

7.87

Ulcer Index

SNSR:

8.86%

ESPO:

4.73%

Daily Std Dev

SNSR:

28.96%

ESPO:

24.74%

Max Drawdown

SNSR:

-38.46%

ESPO:

-50.99%

Current Drawdown

SNSR:

-25.19%

ESPO:

-11.85%

Returns By Period

In the year-to-date period, SNSR achieves a -15.76% return, which is significantly lower than ESPO's 1.87% return.


SNSR

YTD

-15.76%

1M

-13.17%

6M

-14.45%

1Y

-15.83%

5Y*

9.36%

10Y*

N/A

ESPO

YTD

1.87%

1M

-2.60%

6M

14.35%

1Y

39.10%

5Y*

17.76%

10Y*

N/A

*Annualized

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SNSR vs. ESPO - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is higher than ESPO's 0.55% expense ratio.


Expense ratio chart for SNSR: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SNSR: 0.68%
Expense ratio chart for ESPO: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ESPO: 0.55%

Risk-Adjusted Performance

SNSR vs. ESPO — Risk-Adjusted Performance Rank

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

SNSR
The Risk-Adjusted Performance Rank of SNSR is 99
Overall Rank
The Sharpe Ratio Rank of SNSR is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SNSR is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SNSR is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SNSR is 66
Calmar Ratio Rank
The Martin Ratio Rank of SNSR is 77
Martin Ratio Rank

ESPO
The Risk-Adjusted Performance Rank of ESPO is 9393
Overall Rank
The Sharpe Ratio Rank of ESPO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ESPO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ESPO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ESPO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ESPO is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNSR vs. ESPO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) 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.


The chart of Sharpe ratio for SNSR, currently valued at -0.62, compared to the broader market-1.000.001.002.003.004.00
SNSR: -0.62
ESPO: 1.51
The chart of Sortino ratio for SNSR, currently valued at -0.77, compared to the broader market-2.000.002.004.006.008.00
SNSR: -0.77
ESPO: 2.15
The chart of Omega ratio for SNSR, currently valued at 0.90, compared to the broader market0.501.001.502.002.50
SNSR: 0.90
ESPO: 1.27
The chart of Calmar ratio for SNSR, currently valued at -0.60, compared to the broader market0.002.004.006.008.0010.0012.00
SNSR: -0.60
ESPO: 1.52
The chart of Martin ratio for SNSR, currently valued at -2.03, compared to the broader market0.0020.0040.0060.00
SNSR: -2.03
ESPO: 7.87

The current SNSR Sharpe Ratio is -0.62, which is lower than the ESPO Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SNSR 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.62
1.51
SNSR
ESPO

Dividends

SNSR vs. ESPO - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.86%, more than ESPO's 0.43% yield.


TTM202420232022202120202019201820172016
SNSR
Global X Internet of Things ETF
0.86%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%
ESPO
VanEck Vectors Video Gaming and eSports ETF
0.43%0.44%0.96%0.91%3.37%0.12%0.22%0.04%0.00%0.00%

Drawdowns

SNSR vs. ESPO - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, smaller than the maximum ESPO drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for SNSR and ESPO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.19%
-11.85%
SNSR
ESPO

Volatility

SNSR vs. ESPO - Volatility Comparison

Global X Internet of Things ETF (SNSR) has a higher volatility of 20.61% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 11.90%. This indicates that SNSR's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.61%
11.90%
SNSR
ESPO