WRB vs. ESPO
WRB (W. R. Berkley Corporation) is a stock, while ESPO (VanEck Vectors Video Gaming and eSports ETF) is Large Cap Growth Equities fund tracking the MVIS Global Video Gaming and eSports Index. Over the past 5 years, WRB returned 17.90%/yr vs 5.49%/yr for ESPO. At a 0.13 correlation, their price movements are largely independent.
Performance
WRB vs. ESPO - Performance Comparison
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Returns By Period
In the year-to-date period, WRB achieves a -2.51% return, which is significantly higher than ESPO's -15.10% return.
WRB
- 1D
- 1.08%
- 1M
- 2.74%
- YTD
- -2.51%
- 6M
- 0.17%
- 1Y
- -4.36%
- 3Y*
- 24.41%
- 5Y*
- 17.90%
- 10Y*
- 17.92%
ESPO
- 1D
- -0.29%
- 1M
- -2.74%
- YTD
- -15.10%
- 6M
- -16.17%
- 1Y
- -14.01%
- 3Y*
- 16.96%
- 5Y*
- 5.49%
- 10Y*
- —
WRB vs. ESPO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | -2.51% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | -0.26% |
ESPO VanEck Vectors Video Gaming and eSports ETF | -15.10% | 25.79% | 47.61% | 33.64% | -34.71% | -2.13% | 83.93% | 42.36% | -12.49% |
Correlation
The correlation between WRB and ESPO is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.13 |
The correlation between WRB and ESPO shifts across timeframes, from -0.11 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WRB vs. ESPO — Risk / Return Rank
WRB
ESPO
WRB vs. ESPO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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.
| WRB | ESPO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.88 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.54 | +0.25 |
| Martin ratioReturn relative to average drawdown | -0.54 | -0.94 | +0.40 |
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Drawdowns
WRB vs. ESPO - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.33%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for WRB and ESPO.
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Drawdown Indicators
| WRB | ESPO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.33% | -50.99% | -18.34% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -27.81% | +10.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -27.81% | +10.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -48.33% | +22.04% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | — | — |
Current DrawdownCurrent decline from peak | -11.49% | -27.19% | +15.70% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -15.06% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 15.95% | -6.66% |
Volatility
WRB vs. ESPO - Volatility Comparison
W. R. Berkley Corporation (WRB) has a higher volatility of 7.63% compared to VanEck Vectors Video Gaming and eSports ETF (ESPO) at 4.42%. This indicates that WRB'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
| WRB | ESPO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 4.42% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 14.67% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 18.83% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 25.10% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.56% | 25.71% | -1.15% |
Dividends
WRB vs. ESPO - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 2.72%, more than ESPO's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
WRB W. R. Berkley Corporation | 2.72% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Frequently Asked Questions
WRB and ESPO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WRB has higher volatility (7.63%) compared to ESPO (4.42%). In terms of maximum drawdown, WRB dropped -69.33% vs ESPO's -50.99%.
WRB currently has the higher Sharpe Ratio (-0.24 vs -0.80), 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.
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