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SNSR vs. ESPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, SNSR achieves a 45.58% return, which is significantly higher than ESPO's -11.36% return.


SNSR

1D
4.43%
1M
20.10%
YTD
45.58%
6M
46.86%
1Y
53.23%
3Y*
18.28%
5Y*
9.98%
10Y*

ESPO

1D
1.16%
1M
0.12%
YTD
-11.36%
6M
-15.55%
1Y
-9.94%
3Y*
20.34%
5Y*
7.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNSR vs. ESPO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SNSR
Global X Internet of Things ETF
45.58%6.46%-0.45%23.06%-25.50%23.66%35.05%47.90%-11.84%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-11.36%25.79%47.61%33.64%-34.71%-2.13%83.93%42.36%-12.57%

Correlation

The correlation between SNSR and ESPO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2018

0.68

The correlation between SNSR and ESPO shifts across timeframes, from 0.51 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

SNSR vs. ESPO - Sectors Allocation Comparison


Sectors
SNSR
ESPO

Technology

78.7%
8.2%

Industrials

15.7%

-

Healthcare

4.8%

-

Communication Services

0.8%
78.1%

Basic Materials

0.2%

-

Utilities

0.1%

-

Consumer Cyclical

-

13.8%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Real Estate

-

-

Technology

SNSR
78.7%
ESPO
8.2%

Industrials

SNSR
15.7%
ESPO

-

Healthcare

SNSR
4.8%
ESPO

-

Communication Services

SNSR
0.8%
ESPO
78.1%

Basic Materials

SNSR
0.2%
ESPO

-

Utilities

SNSR
0.1%
ESPO

-

Consumer Cyclical

SNSR

-

ESPO
13.8%

Consumer Defensive

SNSR

-

ESPO

-

Energy

SNSR

-

ESPO

-

Financial Services

SNSR

-

ESPO

-

Real Estate

SNSR

-

ESPO

-

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Return for Risk

SNSR vs. ESPO — Risk / Return Rank

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

SNSR
SNSR Risk / Return Rank: 6565
Overall Rank
SNSR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SNSR Sortino Ratio Rank: 6363
Sortino Ratio Rank
SNSR Omega Ratio Rank: 5959
Omega Ratio Rank
SNSR Calmar Ratio Rank: 7373
Calmar Ratio Rank
SNSR Martin Ratio Rank: 6363
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 55
Overall Rank
ESPO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 66
Calmar Ratio Rank
ESPO Martin Ratio Rank: 66
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.

SNSR vs. ESPO - Risk-Adjusted Trends 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.


SNSRESPODifference

Sharpe ratio

Return per unit of total volatility

2.24

-0.53

+2.77

Sortino ratio

Return per unit of downside risk

2.98

-0.63

+3.61

Omega ratio

Gain probability vs. loss probability

1.37

0.93

+0.44

Calmar ratio

Return relative to maximum drawdown

3.72

-0.29

+4.01

Martin ratio

Return relative to average drawdown

11.57

-0.54

+12.11

SNSR vs. ESPO - Sharpe Ratio Comparison

The current SNSR Sharpe Ratio is 2.24, which is higher than the ESPO Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SNSR and ESPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNSRESPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

-0.53

+2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.29

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.65

-0.05

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.


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Drawdown Indicators


SNSRESPODifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-50.99%

+12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-27.81%

+13.51%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

-27.81%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-48.33%

+10.30%

Current Drawdown

Current decline from peak

0.00%

-23.98%

+23.98%

Average Drawdown

Average peak-to-trough decline

-9.50%

-15.02%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

15.22%

-10.62%

Volatility

SNSR vs. ESPO - Volatility Comparison

Global X Internet of Things ETF (SNSR) has a higher volatility of 9.30% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 4.54%. 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.


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Volatility by Period


SNSRESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

4.54%

+4.76%

Volatility (6M)

Calculated over the trailing 6-month period

18.57%

14.43%

+4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

18.83%

+5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

25.11%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.68%

25.75%

-1.07%

SNSR vs. ESPO - Expense Ratio Comparison

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


Dividends

SNSR vs. ESPO - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.37%, less than ESPO's 1.40% yield.


PositionTTM2025202420232022202120202019201820172016
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.40%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%
SNSR
Global X Internet of Things ETF
0.37%0.54%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%

Frequently Asked Questions


SNSR and ESPO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNSR has higher volatility (9.30%) compared to ESPO (4.54%). In terms of maximum drawdown, SNSR dropped -38.46% vs ESPO's -50.99%.

On 5-year performance, SNSR leads with 9.98% vs 7.15% for ESPO. On fees, ESPO is cheaper at 0.55% per year. On volatility, ESPO has been the lower-risk option at 4.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SNSR has performed better with a 9.98% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESPO is cheaper with a 0.55% expense ratio, compared with 0.68% for SNSR.

ESPO has the higher dividend yield at 1.40%, compared with 0.37% for SNSR.

SNSR is categorized as Technology Equities, while ESPO is Large Cap Growth Equities. SNSR tracks Indxx Global Internet of Things Thematic Index, while ESPO tracks MVIS Global Video Gaming and eSports Index. They also come from different issuers: Global X and VanEck. Their fees differ too: 0.68% for SNSR and 0.55% for ESPO.

SNSR currently has the higher Sharpe Ratio (2.24 vs -0.53), 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.

Portfolio Optimizer

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