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CB5.L vs. NESP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CB5.L vs. NESP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) and Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CB5.L achieves a 6.56% return, which is significantly lower than NESP.L's 20.57% return.


CB5.L

1D
0.41%
1M
6.43%
YTD
6.56%
6M
13.41%
1Y
44.85%
3Y*
5Y*
10Y*

NESP.L

1D
-0.61%
1M
10.79%
YTD
20.57%
6M
19.40%
1Y
44.13%
3Y*
25.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CB5.L vs. NESP.L - Yearly Performance Comparison


2026 (YTD)20252024
CB5.L
Amundi ETF MSCI Europe Banks UCITS ETF
6.56%83.78%6.12%
NESP.L
Invesco Nasdaq-100 ESG UCITS ETF Acc
20.57%12.78%13.82%

Correlation

The correlation between CB5.L and NESP.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2024

0.33

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Return for Risk

CB5.L vs. NESP.L — Risk / Return Rank

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

CB5.L
CB5.L Risk / Return Rank: 6060
Overall Rank
CB5.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CB5.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
CB5.L Omega Ratio Rank: 5757
Omega Ratio Rank
CB5.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
CB5.L Martin Ratio Rank: 5959
Martin Ratio Rank

NESP.L
NESP.L Risk / Return Rank: 7777
Overall Rank
NESP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NESP.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
NESP.L Omega Ratio Rank: 8383
Omega Ratio Rank
NESP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
NESP.L Martin Ratio Rank: 5959
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.

CB5.L vs. NESP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Banks UCITS ETF (CB5.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.


CB5.LNESP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.35

1.49

-0.15

Calmar ratioReturn relative to maximum drawdown

2.94

3.67

-0.73

Martin ratioReturn relative to average drawdown

10.36

10.38

-0.02

CB5.L vs. NESP.L - Sharpe Ratio Comparison

The current CB5.L Sharpe Ratio is 2.09, which is comparable to the NESP.L Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of CB5.L and NESP.L, 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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Sharpe Ratios by Period


CB5.LNESP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

2.86

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

2.03

0.60

+1.43

Drawdowns

CB5.L vs. NESP.L - Drawdown Comparison

The maximum CB5.L drawdown since its inception was -17.55%, smaller than the maximum NESP.L drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for CB5.L and NESP.L.


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Drawdown Indicators


CB5.LNESP.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.55%

-26.62%

+9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-11.96%

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-26.10%

Current Drawdown

Current decline from peak

-1.20%

-0.61%

-0.59%

Average Drawdown

Average peak-to-trough decline

-2.47%

-10.26%

+7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

4.24%

+0.08%

Volatility

CB5.L vs. NESP.L - Volatility Comparison

Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) has a higher volatility of 6.12% compared to Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) at 4.41%. This indicates that CB5.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.


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Volatility by Period


CB5.LNESP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

4.41%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

17.68%

10.95%

+6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

21.41%

15.35%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.79%

29.41%

-7.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

29.41%

-7.62%

CB5.L vs. NESP.L - Expense Ratio Comparison

Both CB5.L and NESP.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CB5.L vs. NESP.L - Dividend Comparison

Neither CB5.L nor NESP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CB5.L and NESP.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CB5.L and NESP.L have the same expense ratio: 0.25% per year.

CB5.L is categorized as Financials Equities, while NESP.L is Nasdaq-100. CB5.L tracks MSCI World/Financials NR USD, while NESP.L tracks Russell 1000 Growth TR USD. They also come from different issuers: Amundi and Invesco.

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