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TSGB.L vs. JEDG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSGB.L vs. JEDG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) and VanEck Space Innovators UCITS ETF (JEDG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSGB.L achieves a 12.96% return, which is significantly lower than JEDG.L's 29.59% return.


TSGB.L

1D
-1.07%
1M
-0.80%
6M
10.50%
YTD
12.96%
1Y
25.36%
3Y*
17.46%
5Y*
11.23%
10Y*
-2.53%

JEDG.L

1D
0.00%
1M
-13.18%
6M
9.63%
YTD
29.59%
1Y
75.85%
3Y*
50.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSGB.L vs. JEDG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSGB.L
VanEck Sustainable World Equal Weight UCITS ETF A
12.96%19.05%11.64%13.73%5.98%
JEDG.L
VanEck Space Innovators UCITS ETF
29.59%80.38%46.13%6.44%-11.57%

Correlation

The correlation between TSGB.L and JEDG.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2022

0.51

The correlation between TSGB.L and JEDG.L has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

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Return for Risk

TSGB.L vs. JEDG.L — Risk / Return Rank

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

TSGB.L
TSGB.L Risk / Return Rank: 7575
Overall Rank
TSGB.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TSGB.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
TSGB.L Omega Ratio Rank: 7777
Omega Ratio Rank
TSGB.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
TSGB.L Martin Ratio Rank: 7373
Martin Ratio Rank

JEDG.L
JEDG.L Risk / Return Rank: 5353
Overall Rank
JEDG.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JEDG.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
JEDG.L Omega Ratio Rank: 5252
Omega Ratio Rank
JEDG.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
JEDG.L Martin Ratio Rank: 4747
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.

TSGB.L vs. JEDG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) and VanEck Space Innovators UCITS ETF (JEDG.L). 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.


TSGB.LJEDG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.10

Calmar ratioReturn relative to maximum drawdown

2.86

2.06

+0.80

Martin ratioReturn relative to average drawdown

10.81

6.25

+4.56

TSGB.L vs. JEDG.L - Sharpe Ratio Comparison

The current TSGB.L Sharpe Ratio is 1.97, which is comparable to the JEDG.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of TSGB.L and JEDG.L, 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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Drawdowns

TSGB.L vs. JEDG.L - Drawdown Comparison

The maximum TSGB.L drawdown since its inception was -80.10%, which is greater than JEDG.L's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for TSGB.L and JEDG.L.


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Drawdown Indicators


TSGB.LJEDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-80.10%

-37.10%

-43.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-37.10%

+28.27%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-37.10%

+20.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

Max Drawdown (10Y)

Largest decline over 10 years

-80.10%

Current Drawdown

Current decline from peak

-40.28%

-36.20%

-4.08%

Average Drawdown

Average peak-to-trough decline

-38.11%

-9.43%

-28.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

12.17%

-9.83%

Volatility

TSGB.L vs. JEDG.L - Volatility Comparison

The current volatility for VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) is 4.18%, while VanEck Space Innovators UCITS ETF (JEDG.L) has a volatility of 14.59%. This indicates that TSGB.L experiences smaller price fluctuations and is considered to be less risky than JEDG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSGB.LJEDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

14.59%

-10.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

37.17%

-26.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

47.89%

-35.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

34.05%

-20.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.24%

34.05%

-5.81%

TSGB.L vs. JEDG.L - Expense Ratio Comparison

TSGB.L has a 0.20% expense ratio, which is lower than JEDG.L's 0.55% expense ratio.


Dividends

TSGB.L vs. JEDG.L - Dividend Comparison

TSGB.L's dividend yield for the trailing twelve months is around 1.83%, while JEDG.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
JEDG.L
VanEck Space Innovators UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSGB.L
VanEck Sustainable World Equal Weight UCITS ETF A
1.83%1.90%2.22%2.20%2.28%4.27%7.57%9.63%2.18%1.84%

Frequently Asked Questions


TSGB.L and JEDG.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSGB.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSGB.L is cheaper with a 0.20% expense ratio, compared with 0.55% for JEDG.L.

TSGB.L is categorized as Global Equities, while JEDG.L is Industrials Equities. TSGB.L tracks MSCI ACWI NR USD, while JEDG.L tracks MSCI World/Materials NR USD. Their fees differ too: 0.20% for TSGB.L and 0.55% for JEDG.L.

Portfolio Optimizer

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