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G1CE.DE vs. N1ES.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

G1CE.DE vs. N1ES.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) and Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, G1CE.DE achieves a 17.30% return, which is significantly lower than N1ES.DE's 20.65% return.


G1CE.DE

1D
-0.04%
1M
-8.21%
6M
9.07%
YTD
17.30%
1Y
44.23%
3Y*
-0.62%
5Y*
-6.40%
10Y*

N1ES.DE

1D
0.00%
1M
-0.96%
6M
20.55%
YTD
20.65%
1Y
32.92%
3Y*
24.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

G1CE.DE vs. N1ES.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
G1CE.DE
Invesco Global Clean Energy UCITS ETF Acc
17.30%27.42%-22.22%-13.48%-25.43%-10.12%
N1ES.DE
Invesco Nasdaq-100 ESG UCITS ETF Acc
20.65%8.26%33.55%51.62%-29.13%10.00%

Correlation

The correlation between G1CE.DE and N1ES.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2021

0.57

The correlation between G1CE.DE and N1ES.DE shifts across timeframes, from 0.50 (3 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

G1CE.DE vs. N1ES.DE — Risk / Return Rank

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

G1CE.DE
G1CE.DE Risk / Return Rank: 6767
Overall Rank
G1CE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
G1CE.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
G1CE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
G1CE.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
G1CE.DE Martin Ratio Rank: 6363
Martin Ratio Rank

N1ES.DE
N1ES.DE Risk / Return Rank: 6767
Overall Rank
N1ES.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
N1ES.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
N1ES.DE Omega Ratio Rank: 6565
Omega Ratio Rank
N1ES.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
N1ES.DE Martin Ratio Rank: 6060
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.

G1CE.DE vs. N1ES.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) and Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE). 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.


G1CE.DEN1ES.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.32

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

2.63

3.05

-0.42

Martin ratioReturn relative to average drawdown

8.98

8.55

+0.43

G1CE.DE vs. N1ES.DE - Sharpe Ratio Comparison

The current G1CE.DE Sharpe Ratio is 1.91, which is comparable to the N1ES.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of G1CE.DE and N1ES.DE, 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

G1CE.DE vs. N1ES.DE - Drawdown Comparison

The maximum G1CE.DE drawdown since its inception was -74.86%, which is greater than N1ES.DE's maximum drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for G1CE.DE and N1ES.DE.


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Drawdown Indicators


G1CE.DEN1ES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.86%

-29.96%

-44.90%

Max Drawdown (1Y)

Largest decline over 1 year

-16.75%

-10.86%

-5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-52.76%

-26.65%

-26.11%

Max Drawdown (5Y)

Largest decline over 5 years

-68.85%

Current Drawdown

Current decline from peak

-49.68%

-1.78%

-47.90%

Average Drawdown

Average peak-to-trough decline

-50.20%

-8.36%

-41.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

3.86%

+1.05%

Volatility

G1CE.DE vs. N1ES.DE - Volatility Comparison

Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) has a higher volatility of 8.03% compared to Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) at 6.12%. This indicates that G1CE.DE's price experiences larger fluctuations and is considered to be riskier than N1ES.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


G1CE.DEN1ES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

6.12%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

17.55%

13.31%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

23.08%

18.21%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.38%

20.81%

+5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.02%

20.81%

+7.21%

G1CE.DE vs. N1ES.DE - Expense Ratio Comparison

G1CE.DE has a 0.60% expense ratio, which is higher than N1ES.DE's 0.25% expense ratio.


Dividends

G1CE.DE vs. N1ES.DE - Dividend Comparison

Neither G1CE.DE nor N1ES.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


G1CE.DE and N1ES.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, N1ES.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

N1ES.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for G1CE.DE.

G1CE.DE is categorized as Energy Equities, while N1ES.DE is Nasdaq-100. G1CE.DE tracks WilderHill New Energy Global Innovation, while N1ES.DE tracks Nasdaq 100® ESG. Their fees differ too: 0.60% for G1CE.DE and 0.25% for N1ES.DE.

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