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EQQB.DE vs. NESG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQB.DE vs. NESG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) and Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EQQB.DE is traded in EUR, while NESG.L is traded in USD. To make them comparable, the NESG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQQB.DE achieves a 20.54% return, which is significantly lower than NESG.L's 21.72% return.


EQQB.DE

1D
-0.82%
1M
7.97%
YTD
20.54%
6M
18.70%
1Y
36.95%
3Y*
24.52%
5Y*
10Y*

NESG.L

1D
-0.72%
1M
10.39%
YTD
21.72%
6M
20.43%
1Y
40.29%
3Y*
25.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQB.DE vs. NESG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
20.54%6.93%33.67%51.27%-17.63%
NESG.L
Invesco NASDAQ-100 ESG UCITS ETF Acc
21.74%6.72%34.87%52.01%-18.70%

Correlation

The correlation between EQQB.DE and NESG.L is 0.93, 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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.88

The correlation between EQQB.DE and NESG.L has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

EQQB.DE vs. NESG.L — Risk / Return Rank

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

EQQB.DE
EQQB.DE Risk / Return Rank: 7171
Overall Rank
EQQB.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EQQB.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQQB.DE Omega Ratio Rank: 7171
Omega Ratio Rank
EQQB.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQB.DE Martin Ratio Rank: 6363
Martin Ratio Rank

NESG.L
NESG.L Risk / Return Rank: 7575
Overall Rank
NESG.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NESG.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
NESG.L Omega Ratio Rank: 7575
Omega Ratio Rank
NESG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
NESG.L Martin Ratio Rank: 6868
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.

EQQB.DE vs. NESG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) and Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.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.


EQQB.DENESG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.73

3.60

+0.12

Martin ratioReturn relative to average drawdown

11.10

10.29

+0.81

EQQB.DE vs. NESG.L - Sharpe Ratio Comparison

The current EQQB.DE Sharpe Ratio is 2.39, which is comparable to the NESG.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of EQQB.DE and NESG.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


EQQB.DENESG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.37

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.78

+0.19

Drawdowns

EQQB.DE vs. NESG.L - Drawdown Comparison

The maximum EQQB.DE drawdown since its inception was -26.59%, smaller than the maximum NESG.L drawdown of -29.95%. Use the drawdown chart below to compare losses from any high point for EQQB.DE and NESG.L.


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Drawdown Indicators


EQQB.DENESG.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.59%

-29.95%

+3.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-11.13%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.59%

-25.83%

-0.76%

Current Drawdown

Current decline from peak

-0.82%

-0.72%

-0.10%

Average Drawdown

Average peak-to-trough decline

-6.77%

-8.34%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.90%

-0.51%

Volatility

EQQB.DE vs. NESG.L - Volatility Comparison

The current volatility for Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) is 4.38%, while Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) has a volatility of 5.04%. This indicates that EQQB.DE experiences smaller price fluctuations and is considered to be less risky than NESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQQB.DENESG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

5.04%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

12.30%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

16.95%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

22.24%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

22.24%

-2.27%

EQQB.DE vs. NESG.L - Expense Ratio Comparison

EQQB.DE has a 0.30% expense ratio, which is higher than NESG.L's 0.25% expense ratio.


Dividends

EQQB.DE vs. NESG.L - Dividend Comparison

Neither EQQB.DE nor NESG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, EQQB.DE and NESG.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, NESG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NESG.L is cheaper with a 0.25% expense ratio, compared with 0.30% for EQQB.DE.

EQQB.DE tracks Nasdaq 100®, while NESG.L tracks NASDAQ-100 ESG Index®. Their fees differ too: 0.30% for EQQB.DE and 0.25% for NESG.L.

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