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

Performance

N1ES.DE vs. BNXG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) and Invesco CoinShares Global Blockchain UCITS ETF Acc (BNXG.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, N1ES.DE achieves a 21.31% return, which is significantly lower than BNXG.DE's 25.60% return.


N1ES.DE

1D
-0.74%
1M
8.84%
YTD
21.31%
6M
19.74%
1Y
39.34%
3Y*
25.46%
5Y*
10Y*

BNXG.DE

1D
-2.38%
1M
4.50%
YTD
25.60%
6M
18.37%
1Y
54.31%
3Y*
42.07%
5Y*
12.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
N1ES.DE
Invesco Nasdaq-100 ESG UCITS ETF Acc
21.31%8.26%33.55%51.62%-29.13%9.35%
BNXG.DE
Invesco CoinShares Global Blockchain UCITS ETF Acc
25.60%30.08%24.44%61.89%-49.28%-6.06%

Correlation

The correlation between N1ES.DE and BNXG.DE is 0.64, 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

0.64

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.64

The correlation between N1ES.DE and BNXG.DE has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

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Return for Risk

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

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

N1ES.DE
N1ES.DE Risk / Return Rank: 7171
Overall Rank
N1ES.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
N1ES.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
N1ES.DE Omega Ratio Rank: 7171
Omega Ratio Rank
N1ES.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
N1ES.DE Martin Ratio Rank: 6060
Martin Ratio Rank

BNXG.DE
BNXG.DE Risk / Return Rank: 3737
Overall Rank
BNXG.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BNXG.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
BNXG.DE Omega Ratio Rank: 3636
Omega Ratio Rank
BNXG.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
BNXG.DE Martin Ratio Rank: 2828
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.

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

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


N1ES.DEBNXG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.42

1.24

+0.18

Calmar ratioReturn relative to maximum drawdown

3.69

1.92

+1.77

Martin ratioReturn relative to average drawdown

10.62

3.89

+6.72

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

The current N1ES.DE Sharpe Ratio is 2.42, which is higher than the BNXG.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of N1ES.DE and BNXG.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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Sharpe Ratios by Period


N1ES.DEBNXG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.43

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.66

+0.15

Drawdowns

N1ES.DE vs. BNXG.DE - Drawdown Comparison

The maximum N1ES.DE drawdown since its inception was -29.96%, smaller than the maximum BNXG.DE drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for N1ES.DE and BNXG.DE.


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Drawdown Indicators


N1ES.DEBNXG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.96%

-57.23%

+27.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-29.72%

+18.86%

Max Drawdown (3Y)

Largest decline over 3 years

-26.65%

-38.54%

+11.89%

Max Drawdown (5Y)

Largest decline over 5 years

-57.23%

Current Drawdown

Current decline from peak

-0.74%

-4.77%

+4.03%

Average Drawdown

Average peak-to-trough decline

-8.51%

-21.04%

+12.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

14.69%

-10.91%

Volatility

N1ES.DE vs. BNXG.DE - Volatility Comparison

The current volatility for Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) is 4.64%, while Invesco CoinShares Global Blockchain UCITS ETF Acc (BNXG.DE) has a volatility of 9.95%. This indicates that N1ES.DE experiences smaller price fluctuations and is considered to be less risky than BNXG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


N1ES.DEBNXG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

9.95%

-5.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

25.00%

-13.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

39.88%

-23.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

36.22%

-15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

35.37%

-14.64%

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

N1ES.DE has a 0.25% expense ratio, which is lower than BNXG.DE's 0.65% expense ratio.


Dividends

N1ES.DE vs. BNXG.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


N1ES.DE and BNXG.DE have a correlation of 0.64, 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 0.65% for BNXG.DE.

N1ES.DE is categorized as Nasdaq-100, while BNXG.DE is Technology Equities. N1ES.DE tracks Nasdaq 100® ESG, while BNXG.DE tracks CoinShares Blockchain Global Equity. Their fees differ too: 0.25% for N1ES.DE and 0.65% for BNXG.DE.

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