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NESG.L vs. EQQQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

NESG.L vs. EQQQ.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).

NESG.L and EQQQ.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. 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. Both NESG.L and EQQQ.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. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

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NESG.L vs. EQQQ.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
NESG.L
Invesco NASDAQ-100 ESG UCITS ETF Acc		-5.70%21.09%26.52%56.71%-32.09%1.40%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		-5.29%19.96%26.41%55.59%-33.50%2.62%
Different Trading Currencies

NESG.L is traded in USD, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.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 lower than EQQQ.L's -5.29% return.

NESG.L

1D
3.45%
1M
-2.31%
YTD
-5.70%
6M
-2.59%
1Y
25.89%
3Y*
23.40%
5Y*
—
10Y*
—

EQQQ.L

1D
2.97%
1M
-3.38%
YTD
-5.29%
6M
-2.45%
1Y
24.26%
3Y*
23.14%
5Y*
13.01%
10Y*
18.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco NASDAQ-100 ESG UCITS ETF Acc

Invesco EQQQ NASDAQ-100 UCITS ETF

Often compared with NESG.L:
NESG.L vs. XNAS.LNESG.L vs. CNDX.LNESG.L vs. QQQNESG.L vs. EQQB.DENESG.L vs. FPX.LNESG.L vs. R1GB.LNESG.L vs. IUMD.L
Often compared with EQQQ.L:
EQQQ.L vs. QQQEQQQ.L vs. QQQMEQQQ.L vs. EQGB.LEQQQ.L vs. CNX1.LEQQQ.L vs. EQQU.LEQQQ.L vs. CSPX.LEQQQ.L vs. XNAQ.L

NESG.L vs. EQQQ.L - Expense Ratio Comparison

NESG.L has a 0.25% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.

EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
NESG.L
Invesco NASDAQ-100 ESG UCITS ETF Acc

Return for Risk

NESG.L vs. EQQQ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NESG.L
NESG.L Risk / Return Rank: 6969
Overall Rank
NESG.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NESG.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
NESG.L Omega Ratio Rank: 6565
Omega Ratio Rank
NESG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
NESG.L Martin Ratio Rank: 6666
Martin Ratio Rank
EQQQ.L
EQQQ.L Risk / Return Rank: 6060
Overall Rank
EQQQ.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 5757
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 5555
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.

NESG.L vs. EQQQ.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 (EQQQ.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.LEQQQ.LDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.24

+0.06

Sortino ratio

Return per unit of downside risk

1.90

1.83

+0.08

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

2.10

2.12

-0.02

Martin ratio

Return relative to average drawdown

7.46

7.78

-0.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NESG.L vs. EQQQ.L - Sharpe Ratio Comparison

The current NESG.L Sharpe Ratio is 1.30, which is comparable to the EQQQ.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of NESG.L and EQQQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

NESG.LEQQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.24

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.63

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.76

-0.26

Correlation

The correlation between NESG.L and EQQQ.L is 0.87, 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. EQQQ.L - Dividend Comparison

NESG.L has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.29%.

TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
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%

Drawdowns

NESG.L vs. EQQQ.L - Drawdown Comparison

The maximum NESG.L drawdown since its inception was -34.69%, smaller than the maximum EQQQ.L drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for NESG.L and EQQQ.L.

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Drawdown Indicators

NESG.LEQQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.69%

-33.75%

-0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-10.97%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

—

-27.76%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.76%

—

Current Drawdown

Current decline from peak

-8.22%

-8.20%

-0.02%

Average Drawdown

Average peak-to-trough decline

-9.41%

-5.64%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.65%

-0.27%

Volatility

NESG.L vs. EQQQ.L - Volatility Comparison

Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) has a higher volatility of 6.14% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) at 5.66%. This indicates that NESG.L's price experiences larger fluctuations and is considered to be riskier than EQQQ.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.LEQQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

5.66%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

11.85%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.94%

19.64%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

20.60%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.65%

19.82%

+2.83%