NESG.L vs. EQGB.L
Compare and contrast key facts about Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L).
NESG.L and EQGB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NESG.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 ESG Index®. It was launched on Oct 25, 2021. EQGB.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 17, 2017. Both NESG.L and EQGB.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
NESG.L vs. EQGB.L - Performance Comparison
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NESG.L vs. EQGB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NESG.L Invesco NASDAQ-100 ESG UCITS ETF Acc | -5.70% | 21.09% | 26.52% | 56.71% | -32.09% | 1.40% |
EQGB.L Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc | -7.37% | 28.61% | 24.02% | 62.04% | -42.01% | 2.42% |
Different Trading Currencies
NESG.L is traded in USD, while EQGB.L is traded in GBp. To make them comparable, the EQGB.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NESG.L achieves a -5.70% return, which is significantly higher than EQGB.L's -6.46% return.
NESG.L
- 1D
- 3.45%
- 1M
- -2.31%
- YTD
- -5.70%
- 6M
- -2.59%
- 1Y
- 25.89%
- 3Y*
- 23.40%
- 5Y*
- —
- 10Y*
- —
EQGB.L
- 1D
- 0.00%
- 1M
- -2.46%
- YTD
- -6.46%
- 6M
- -4.02%
- 1Y
- 25.98%
- 3Y*
- 25.36%
- 5Y*
- 11.07%
- 10Y*
- —
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NESG.L vs. EQGB.L - Expense Ratio Comparison
NESG.L has a 0.25% expense ratio, which is lower than EQGB.L's 0.35% expense ratio.
Return for Risk
NESG.L vs. EQGB.L — Risk / Return Rank
NESG.L
EQGB.L
NESG.L vs. EQGB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.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.
| NESG.L | EQGB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.13 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.72 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.06 | +0.04 |
Martin ratioReturn relative to average drawdown | 7.46 | 7.93 | -0.47 |
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
| NESG.L | EQGB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.13 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.67 | -0.16 |
Correlation
The correlation between NESG.L and EQGB.L is 0.85, 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
NESG.L vs. EQGB.L - Dividend Comparison
Neither NESG.L nor EQGB.L has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NESG.L Invesco NASDAQ-100 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQGB.L Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% |
Drawdowns
NESG.L vs. EQGB.L - Drawdown Comparison
The maximum NESG.L drawdown since its inception was -34.69%, smaller than the maximum EQGB.L drawdown of -47.56%. Use the drawdown chart below to compare losses from any high point for NESG.L and EQGB.L.
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Drawdown Indicators
| NESG.L | EQGB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.69% | -36.77% | +2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -11.33% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.77% | — |
Current DrawdownCurrent decline from peak | -8.22% | -8.28% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -7.64% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.10% | +0.28% |
Volatility
NESG.L vs. EQGB.L - Volatility Comparison
The current volatility for Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) is 6.14%, while Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) has a volatility of 7.08%. This indicates that NESG.L experiences smaller price fluctuations and is considered to be less risky than EQGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NESG.L | EQGB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 7.08% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 13.75% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 22.98% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.65% | 24.73% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.65% | 24.85% | -2.20% |