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VAGF.DE vs. ESPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGF.DE vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VAGF.DE is traded in EUR, while ESPO is traded in USD. To make them comparable, the ESPO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VAGF.DE achieves a -0.46% return, which is significantly higher than ESPO's -13.79% return.


VAGF.DE

1D
0.47%
1M
0.21%
YTD
-0.46%
6M
-0.42%
1Y
1.28%
3Y*
2.14%
5Y*
-1.75%
10Y*

ESPO

1D
-0.21%
1M
-1.88%
YTD
-13.79%
6M
-14.93%
1Y
-14.14%
3Y*
14.27%
5Y*
6.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGF.DE vs. ESPO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.46%3.03%0.83%4.52%-14.84%-2.98%5.07%1.00%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-13.79%10.87%57.36%29.64%-30.66%5.19%68.77%20.05%

Correlation

The correlation between VAGF.DE and ESPO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.09

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

0.08

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Return for Risk

VAGF.DE vs. ESPO — Risk / Return Rank

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

VAGF.DE
VAGF.DE Risk / Return Rank: 1212
Overall Rank
VAGF.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VAGF.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VAGF.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VAGF.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VAGF.DE Martin Ratio Rank: 1414
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 44
Overall Rank
ESPO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 44
Sortino Ratio Rank
ESPO Omega Ratio Rank: 44
Omega Ratio Rank
ESPO Calmar Ratio Rank: 55
Calmar Ratio Rank
ESPO 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.

VAGF.DE vs. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) 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.

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.


VAGF.DEESPODifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.04

0.87

+0.16

Calmar ratioReturn relative to maximum drawdown

0.35

-0.56

+0.91

Martin ratioReturn relative to average drawdown

0.86

-0.95

+1.81

VAGF.DE vs. ESPO - Sharpe Ratio Comparison

The current VAGF.DE Sharpe Ratio is 0.19, which is higher than the ESPO Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of VAGF.DE 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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Drawdowns

VAGF.DE vs. ESPO - Drawdown Comparison

The maximum VAGF.DE drawdown since its inception was -19.56%, smaller than the maximum ESPO drawdown of -40.76%. Use the drawdown chart below to compare losses from any high point for VAGF.DE and ESPO.


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Drawdown Indicators


VAGF.DEESPODifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-40.76%

+21.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-26.46%

+23.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.43%

-26.46%

+22.03%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

-40.76%

+21.96%

Current Drawdown

Current decline from peak

-10.70%

-26.04%

+15.34%

Average Drawdown

Average peak-to-trough decline

-8.98%

-12.07%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

15.55%

-14.41%

Volatility

VAGF.DE vs. ESPO - Volatility Comparison

The current volatility for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) is 1.56%, while VanEck Vectors Video Gaming and eSports ETF (ESPO) has a volatility of 4.01%. This indicates that VAGF.DE experiences smaller price fluctuations and is considered to be less risky 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


VAGF.DEESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

4.01%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

13.60%

-9.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.21%

18.00%

-12.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.18%

23.75%

-18.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

24.98%

-20.06%

VAGF.DE vs. ESPO - Expense Ratio Comparison

VAGF.DE has a 0.10% expense ratio, which is lower than ESPO's 0.55% expense ratio.


Dividends

VAGF.DE vs. ESPO - Dividend Comparison

VAGF.DE has not paid dividends to shareholders, while ESPO's dividend yield for the trailing twelve months is around 1.47%.


PositionTTM20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.47%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VAGF.DE and ESPO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGF.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGF.DE is cheaper with a 0.10% expense ratio, compared with 0.55% for ESPO.

VAGF.DE is categorized as Global Bonds, while ESPO is Large Cap Growth Equities. VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while ESPO tracks MVIS Global Video Gaming and eSports Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.10% for VAGF.DE and 0.55% for ESPO.

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