PortfoliosLab logoPortfoliosLab logo
XWTS.DE vs. ESPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWTS.DE vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XWTS.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, XWTS.DE achieves a 4.97% return, which is significantly higher than ESPO's -12.55% return.


XWTS.DE

1D
0.93%
1M
-0.66%
YTD
4.97%
6M
3.43%
1Y
22.43%
3Y*
23.40%
5Y*
11.82%
10Y*
10.59%

ESPO

1D
-0.40%
1M
-0.52%
YTD
-12.55%
6M
-16.77%
1Y
-14.84%
3Y*
15.94%
5Y*
7.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWTS.DE vs. ESPO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
4.97%14.73%42.15%42.40%-34.20%25.29%11.41%30.74%-3.90%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-12.55%10.87%57.36%29.64%-30.66%5.19%68.77%45.57%-12.30%

Correlation

The correlation between XWTS.DE and ESPO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.39

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

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2018

0.45

The correlation between XWTS.DE and ESPO shifts across timeframes, from 0.31 (1 year) to 0.45 (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

XWTS.DE vs. ESPO — Risk / Return Rank

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

XWTS.DE
XWTS.DE Risk / Return Rank: 4848
Overall Rank
XWTS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XWTS.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XWTS.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XWTS.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XWTS.DE Martin Ratio Rank: 5353
Martin Ratio Rank

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

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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.


XWTS.DEESPODifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+3.37

Omega ratioGain probability vs. loss probability

1.27

0.88

+0.40

Calmar ratioReturn relative to maximum drawdown

2.43

-0.56

+3.00

Martin ratioReturn relative to average drawdown

9.13

-0.99

+10.12

XWTS.DE vs. ESPO - Sharpe Ratio Comparison

The current XWTS.DE Sharpe Ratio is 1.61, which is higher than the ESPO Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of XWTS.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.


Loading charts...

Sharpe Ratios by Period


XWTS.DEESPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

-0.83

+2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.30

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.64

-0.01

Drawdowns

XWTS.DE vs. ESPO - Drawdown Comparison

The maximum XWTS.DE drawdown since its inception was -36.66%, smaller than the maximum ESPO drawdown of -40.76%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and ESPO.


Loading charts...

Drawdown Indicators


XWTS.DEESPODifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-40.76%

+4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-26.46%

+17.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.94%

-26.46%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-36.66%

-40.76%

+4.10%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

Current Drawdown

Current decline from peak

-3.18%

-24.98%

+21.80%

Average Drawdown

Average peak-to-trough decline

-8.67%

-12.03%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

15.03%

-12.58%

Volatility

XWTS.DE vs. ESPO - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while VanEck Vectors Video Gaming and eSports ETF (ESPO) has a volatility of 4.72%. This indicates that XWTS.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.


Loading charts...

Volatility by Period


XWTS.DEESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

4.72%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

13.65%

-3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

18.11%

-4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

23.77%

-5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

25.03%

-7.30%

XWTS.DE vs. ESPO - Expense Ratio Comparison

XWTS.DE has a 0.25% expense ratio, which is lower than ESPO's 0.55% expense ratio.


Dividends

XWTS.DE vs. ESPO - Dividend Comparison

XWTS.DE has not paid dividends to shareholders, while ESPO's dividend yield for the trailing twelve months is around 1.44%.


PositionTTM20252024202320222021202020192018
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.44%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XWTS.DE and ESPO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWTS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWTS.DE is cheaper with a 0.25% expense ratio, compared with 0.55% for ESPO.

XWTS.DE is categorized as Communications Equities, while ESPO is Large Cap Growth Equities. XWTS.DE tracks MSCI World/Comm Services NR USD, while ESPO tracks MVIS Global Video Gaming and eSports Index. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.25% for XWTS.DE and 0.55% for ESPO.

Portfolio Optimizer

Find the right allocation for XWTS.DE and ESPO

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