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CNX1.L vs. NESP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNX1.L vs. NESP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.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, CNX1.L achieves a 15.64% return, which is significantly lower than NESP.L's 18.42% return.


CNX1.L

1D
-1.40%
1M
-3.87%
6M
15.77%
YTD
15.64%
1Y
27.43%
3Y*
22.65%
5Y*
15.78%
10Y*
20.73%

NESP.L

1D
0.00%
1M
-2.03%
6M
18.65%
YTD
18.42%
1Y
31.08%
3Y*
24.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNX1.L vs. NESP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
15.64%11.57%28.51%47.71%-25.53%9.18%
NESP.L
Invesco Nasdaq-100 ESG UCITS ETF Acc
18.42%12.78%28.66%48.13%-24.48%-20.50%

Correlation

The correlation between CNX1.L and NESP.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2021

0.97

The correlation between CNX1.L and NESP.L has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

CNX1.L vs. NESP.L — Risk / Return Rank

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

CNX1.L
CNX1.L Risk / Return Rank: 5959
Overall Rank
CNX1.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CNX1.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
CNX1.L Omega Ratio Rank: 6161
Omega Ratio Rank
CNX1.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
CNX1.L Martin Ratio Rank: 5151
Martin Ratio Rank

NESP.L
NESP.L Risk / Return Rank: 6363
Overall Rank
NESP.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
NESP.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
NESP.L Omega Ratio Rank: 6565
Omega Ratio Rank
NESP.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
NESP.L Martin Ratio Rank: 5252
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.

CNX1.L vs. NESP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.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.

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.


CNX1.LNESP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

2.48

2.61

-0.13

Martin ratioReturn relative to average drawdown

6.99

7.15

-0.16

CNX1.L vs. NESP.L - Sharpe Ratio Comparison

The current CNX1.L Sharpe Ratio is 1.66, which is comparable to the NESP.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of CNX1.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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Drawdowns

CNX1.L vs. NESP.L - Drawdown Comparison

The maximum CNX1.L drawdown since its inception was -27.56%, smaller than the maximum NESP.L drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for CNX1.L and NESP.L.


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Drawdown Indicators


CNX1.LNESP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-40.98%

+13.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-11.96%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-24.75%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

Current Drawdown

Current decline from peak

-4.92%

-3.11%

-1.81%

Average Drawdown

Average peak-to-trough decline

-4.90%

-15.66%

+10.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

4.36%

-0.45%

Volatility

CNX1.L vs. NESP.L - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) is 6.21%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) has a volatility of 6.70%. This indicates that CNX1.L experiences smaller price fluctuations and is considered to be less risky 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


CNX1.LNESP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

6.70%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

13.39%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

17.50%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.43%

23.55%

+6.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.50%

23.55%

+1.95%

CNX1.L vs. NESP.L - Expense Ratio Comparison

CNX1.L has a 0.36% expense ratio, which is higher than NESP.L's 0.25% expense ratio.


Dividends

CNX1.L vs. NESP.L - Dividend Comparison

Neither CNX1.L nor NESP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, CNX1.L and NESP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.36% for CNX1.L.

CNX1.L tracks NASDAQ-100 Index, while NESP.L tracks Russell 1000 Growth TR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.36% for CNX1.L and 0.25% for NESP.L.

Portfolio Optimizer

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