EQQQ.L vs. NESP.L
Compare and contrast key facts about Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) and Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L).
EQQQ.L and NESP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. NESP.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Oct 25, 2021. Both EQQQ.L and NESP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EQQQ.L vs. NESP.L - Performance Comparison
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EQQQ.L vs. NESP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | -4.03% | 11.54% | 28.55% | 47.79% | -25.54% | 6.74% |
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | -4.50% | 12.78% | 28.66% | 48.13% | -25.12% | 8.81% |
Returns By Period
In the year-to-date period, EQQQ.L achieves a -4.03% return, which is significantly higher than NESP.L's -4.50% return.
EQQQ.L
- 1D
- 0.18%
- 1M
- -3.42%
- YTD
- -4.03%
- 6M
- -1.92%
- 1Y
- 27.35%
- 3Y*
- 20.18%
- 5Y*
- 13.93%
- 10Y*
- 19.68%
NESP.L
- 1D
- -24.45%
- 1M
- -2.85%
- YTD
- -4.50%
- 6M
- -2.26%
- 1Y
- 29.34%
- 3Y*
- 20.53%
- 5Y*
- —
- 10Y*
- —
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EQQQ.L vs. NESP.L - Expense Ratio Comparison
EQQQ.L has a 0.30% expense ratio, which is higher than NESP.L's 0.25% expense ratio.
Return for Risk
EQQQ.L vs. NESP.L — Risk / Return Rank
EQQQ.L
NESP.L
EQQQ.L vs. NESP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.
| EQQQ.L | NESP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.46 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.10 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.20 | +1.29 |
Martin ratioReturn relative to average drawdown | 7.48 | 6.75 | +0.73 |
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
| EQQQ.L | NESP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.46 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.34 | +0.52 |
Correlation
The correlation between EQQQ.L and NESP.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EQQQ.L vs. NESP.L - Dividend Comparison
EQQQ.L's dividend yield for the trailing twelve months is around 0.29%, while NESP.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.29% | 0.29% | 0.38% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% |
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EQQQ.L vs. NESP.L - Drawdown Comparison
The maximum EQQQ.L drawdown since its inception was -33.75%, 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 EQQQ.L and NESP.L.
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Drawdown Indicators
| EQQQ.L | NESP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -26.62% | -7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -24.45% | +13.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.76% | — | — |
Current DrawdownCurrent decline from peak | -8.04% | -24.45% | +16.41% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -10.59% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 4.35% | -0.69% |
Volatility
EQQQ.L vs. NESP.L - Volatility Comparison
The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) is 4.52%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) has a volatility of 42.85%. This indicates that EQQQ.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
| EQQQ.L | NESP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 42.85% | -38.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.45% | 43.48% | -32.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 47.57% | -28.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 36.25% | -16.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 36.25% | -16.88% |