PortfoliosLab logoPortfoliosLab logo
TSWE.DE vs. ESP0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSWE.DE vs. ESP0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TSWE.DE achieves a 13.30% return, which is significantly higher than ESP0.DE's -13.12% return.


TSWE.DE

1D
-0.01%
1M
4.64%
YTD
13.30%
6M
14.99%
1Y
25.60%
3Y*
17.12%
5Y*
11.66%
10Y*

ESP0.DE

1D
-0.62%
1M
-0.53%
YTD
-13.12%
6M
-16.57%
1Y
-13.84%
3Y*
16.64%
5Y*
7.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSWE.DE vs. ESP0.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A
13.30%13.87%16.42%16.27%-13.06%29.28%5.03%12.43%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
-13.12%13.28%57.80%28.86%-30.20%6.12%65.73%18.39%

Correlation

The correlation between TSWE.DE and ESP0.DE is 0.56, 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

0.56

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

0.66

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2019

0.67

The correlation between TSWE.DE and ESP0.DE shifts across timeframes, from 0.56 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TSWE.DE vs. ESP0.DE — Risk / Return Rank

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

TSWE.DE
TSWE.DE Risk / Return Rank: 6363
Overall Rank
TSWE.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TSWE.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
TSWE.DE Omega Ratio Rank: 6262
Omega Ratio Rank
TSWE.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
TSWE.DE Martin Ratio Rank: 6969
Martin Ratio Rank

ESP0.DE
ESP0.DE Risk / Return Rank: 44
Overall Rank
ESP0.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESP0.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
ESP0.DE Omega Ratio Rank: 33
Omega Ratio Rank
ESP0.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
ESP0.DE Martin Ratio Rank: 55
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.

TSWE.DE vs. ESP0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). 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.


TSWE.DEESP0.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.79

Sortino ratioReturn per unit of downside risk

+3.91

Omega ratioGain probability vs. loss probability

1.37

0.88

+0.49

Calmar ratioReturn relative to maximum drawdown

3.20

-0.53

+3.73

Martin ratioReturn relative to average drawdown

12.60

-0.93

+13.53

TSWE.DE vs. ESP0.DE - Sharpe Ratio Comparison

The current TSWE.DE Sharpe Ratio is 1.98, which is higher than the ESP0.DE Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of TSWE.DE and ESP0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TSWE.DEESP0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

-0.81

+2.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.33

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.71

+0.11

Drawdowns

TSWE.DE vs. ESP0.DE - Drawdown Comparison

The maximum TSWE.DE drawdown since its inception was -33.61%, smaller than the maximum ESP0.DE drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for TSWE.DE and ESP0.DE.


Loading charts...

Drawdown Indicators


TSWE.DEESP0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-40.11%

+6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-26.09%

+18.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.69%

-26.09%

+6.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.69%

-40.11%

+20.42%

Current Drawdown

Current decline from peak

-0.11%

-24.82%

+24.71%

Average Drawdown

Average peak-to-trough decline

-4.69%

-12.75%

+8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

14.94%

-12.90%

Volatility

TSWE.DE vs. ESP0.DE - Volatility Comparison

The current volatility for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) is 3.04%, while VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) has a volatility of 4.55%. This indicates that TSWE.DE experiences smaller price fluctuations and is considered to be less risky than ESP0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TSWE.DEESP0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

4.55%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

13.06%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

17.18%

-4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

22.48%

-8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.89%

23.16%

-7.27%

TSWE.DE vs. ESP0.DE - Expense Ratio Comparison

TSWE.DE has a 0.20% expense ratio, which is lower than ESP0.DE's 0.55% expense ratio.


Dividends

TSWE.DE vs. ESP0.DE - Dividend Comparison

TSWE.DE's dividend yield for the trailing twelve months is around 1.83%, while ESP0.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A
1.83%1.94%2.19%2.22%2.37%1.63%1.87%2.32%

Frequently Asked Questions


TSWE.DE and ESP0.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TSWE.DE is cheaper with a 0.20% expense ratio, compared with 0.55% for ESP0.DE.

TSWE.DE is categorized as Global Equities, while ESP0.DE is Technology Equities. TSWE.DE tracks Solactive Sustainable World Equity, while ESP0.DE tracks MarketVector Global Video Gaming and eSports ESG. Their fees differ too: 0.20% for TSWE.DE and 0.55% for ESP0.DE.

Portfolio Optimizer

Find the right allocation for TSWE.DE and ESP0.DE

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

Open Portfolio Optimizer