EQQB.DE vs. NESG.L
EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) and NESG.L (Invesco NASDAQ-100 ESG UCITS ETF Acc) are both Nasdaq-100 funds from Invesco - EQQB.DE tracks the Nasdaq 100® while NESG.L tracks the NASDAQ-100 ESG Index®. Both are passively managed. Over the past 3 years, EQQB.DE returned 24.52%/yr vs 25.56%/yr for NESG.L. Their correlation of 0.88 suggests significant overlap in exposure. EQQB.DE charges 0.30%/yr vs 0.25%/yr for NESG.L.
Performance
EQQB.DE vs. NESG.L - Performance Comparison
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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*
- —
EQQB.DE vs. NESG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
EQQB.DE
NESG.L
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.DE | NESG.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQQB.DE | NESG.L | Difference | |
|---|---|---|---|
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.DE | NESG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.82% | -0.72% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -8.34% | +1.57% |
Ulcer IndexDepth 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.DE | NESG.L | Difference | |
|---|---|---|---|
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.
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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