5QQQ.L vs. NESP.L
5QQQ.L (Leverage Shares 5x Long Nasdaq 100 ETP Securities) and NESP.L (Invesco Nasdaq-100 ESG UCITS ETF Acc) are both Nasdaq-100 funds. 5QQQ.L is actively managed, while NESP.L is passively managed. Over the past 3 years, 5QQQ.L returned 69.87%/yr vs 25.65%/yr for NESP.L. Their correlation of 0.89 suggests significant overlap in exposure. 5QQQ.L charges 0.75%/yr vs 0.25%/yr for NESP.L.
Performance
5QQQ.L vs. NESP.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5QQQ.L achieves a 92.08% return, which is significantly higher than NESP.L's 20.57% return.
5QQQ.L
- 1D
- -3.36%
- 1M
- 46.02%
- YTD
- 92.08%
- 6M
- 79.80%
- 1Y
- 213.52%
- 3Y*
- 69.87%
- 5Y*
- —
- 10Y*
- —
NESP.L
- 1D
- -0.61%
- 1M
- 10.79%
- YTD
- 20.57%
- 6M
- 19.40%
- 1Y
- 44.13%
- 3Y*
- 25.65%
- 5Y*
- —
- 10Y*
- —
5QQQ.L vs. NESP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5QQQ.L Leverage Shares 5x Long Nasdaq 100 ETP Securities | 92.08% | -4.78% | 76.82% | 401.38% | -95.59% | 15.05% |
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | 20.57% | 12.78% | 28.66% | 48.13% | -25.12% | 2.70% |
Correlation
The correlation between 5QQQ.L and NESP.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.89 |
The correlation between 5QQQ.L and NESP.L has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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
5QQQ.L vs. NESP.L — Risk / Return Rank
5QQQ.L
NESP.L
5QQQ.L vs. NESP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L) and Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L). 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.
| 5QQQ.L | NESP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.49 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.67 | -0.28 |
| Martin ratioReturn relative to average drawdown | 7.76 | 10.38 | -2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 5QQQ.L | NESP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.86 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.60 | -0.64 |
Drawdowns
5QQQ.L vs. NESP.L - Drawdown Comparison
The maximum 5QQQ.L drawdown since its inception was -95.97%, which is greater than NESP.L's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for 5QQQ.L and NESP.L.
Loading charts...
Drawdown Indicators
| 5QQQ.L | NESP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.97% | -26.62% | -69.35% |
Max Drawdown (1Y)Largest decline over 1 year | -62.48% | -11.96% | -50.52% |
Max Drawdown (3Y)Largest decline over 3 years | -80.23% | -26.10% | -54.13% |
Current DrawdownCurrent decline from peak | -31.50% | -0.61% | -30.89% |
Average DrawdownAverage peak-to-trough decline | -74.65% | -10.26% | -64.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.40% | 4.24% | +23.16% |
Volatility
5QQQ.L vs. NESP.L - Volatility Comparison
Leverage Shares 5x Long Nasdaq 100 ETP Securities (5QQQ.L) has a higher volatility of 23.67% compared to Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) at 4.41%. This indicates that 5QQQ.L's price experiences larger fluctuations and is considered to be riskier than NESP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5QQQ.L | NESP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.67% | 4.41% | +19.26% |
Volatility (6M)Calculated over the trailing 6-month period | 56.95% | 10.95% | +46.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 88.96% | 15.35% | +73.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 105.45% | 29.41% | +76.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 105.45% | 29.41% | +76.04% |
5QQQ.L vs. NESP.L - Expense Ratio Comparison
5QQQ.L has a 0.75% expense ratio, which is higher than NESP.L's 0.25% expense ratio.
Dividends
5QQQ.L vs. NESP.L - Dividend Comparison
Neither 5QQQ.L nor NESP.L has paid dividends to shareholders.
Frequently Asked Questions
5QQQ.L and NESP.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NESP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NESP.L is cheaper with a 0.25% expense ratio, compared with 0.75% for 5QQQ.L.
They also come from different issuers: Leverage Shares and Invesco. Their fees differ too: 0.75% for 5QQQ.L and 0.25% for NESP.L.
Find the right allocation for 5QQQ.L and NESP.L
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