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VOO vs. ESP0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. ESP0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VOO is traded in USD, while ESP0.DE is traded in EUR. To make them comparable, the ESP0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VOO achieves a 9.08% return, which is significantly higher than ESP0.DE's -15.66% return.


VOO

1D
0.55%
1M
-0.84%
YTD
9.08%
6M
9.44%
1Y
25.76%
3Y*
20.95%
5Y*
13.43%
10Y*
15.50%

ESP0.DE

1D
0.69%
1M
-2.95%
YTD
-15.66%
6M
-16.04%
1Y
-13.74%
3Y*
17.41%
5Y*
5.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. ESP0.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VOO
Vanguard S&P 500 ETF
9.08%17.82%24.98%26.32%-18.17%28.79%18.32%10.61%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
-15.66%27.88%48.77%32.91%-34.03%-2.24%81.89%1.98%

Correlation

The correlation between VOO and ESP0.DE 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

0.49

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2019

0.48

The correlation between VOO and ESP0.DE has been stable across timeframes, ranging from 0.48 to 0.51 - a consistent structural relationship.

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Return for Risk

VOO vs. ESP0.DE — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7676
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: 55
Calmar Ratio Rank
ESP0.DE 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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.

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.


VOOESP0.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.76

Sortino ratioReturn per unit of downside risk

+3.69

Omega ratioGain probability vs. loss probability

1.36

0.89

+0.48

Calmar ratioReturn relative to maximum drawdown

2.75

-0.50

+3.25

Martin ratioReturn relative to average drawdown

12.42

-0.87

+13.29

VOO vs. ESP0.DE - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.99, which is higher than the ESP0.DE Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of VOO 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.


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Drawdowns

VOO vs. ESP0.DE - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum ESP0.DE drawdown of -50.73%. Use the drawdown chart below to compare losses from any high point for VOO and ESP0.DE.


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Drawdown Indicators


VOOESP0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-50.73%

+16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-27.43%

+18.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-27.43%

+8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-47.43%

+22.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-2.34%

-26.92%

+24.58%

Average Drawdown

Average peak-to-trough decline

-3.68%

-16.86%

+13.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

15.76%

-13.79%

Volatility

VOO vs. ESP0.DE - Volatility Comparison

Vanguard S&P 500 ETF (VOO) and VanEck Video Gaming and eSports UCITS ETF (ESP0.DE) have volatilities of 4.34% and 4.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOESP0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

4.35%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

13.92%

-4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

17.86%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

24.07%

-7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

24.75%

-6.72%

VOO vs. ESP0.DE - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than ESP0.DE's 0.55% expense ratio.


Dividends

VOO vs. ESP0.DE - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.05%, while ESP0.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


VOO and ESP0.DE 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.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.55% for ESP0.DE.

VOO is categorized as S&P 500, while ESP0.DE is Technology Equities. VOO tracks S&P 500 Index, while ESP0.DE tracks MarketVector Global Video Gaming and eSports ESG. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.03% for VOO and 0.55% for ESP0.DE.

Portfolio Optimizer

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