PortfoliosLab logoPortfoliosLab logo
NESG.L vs. NESP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NESG.L vs. NESP.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 Nasdaq-100 ESG UCITS ETF Acc (NESP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

NESG.L is traded in USD, while NESP.L is traded in GBp. To make them comparable, the NESP.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 13.50% return, which is significantly lower than NESP.L's 15.95% return.


NESG.L

1D
-2.25%
1M
-4.74%
6M
13.00%
YTD
13.50%
1Y
25.73%
3Y*
23.66%
5Y*
10Y*

NESP.L

1D
0.00%
1M
-1.87%
6M
15.51%
YTD
15.95%
1Y
28.51%
3Y*
24.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
NESG.L
Invesco NASDAQ-100 ESG UCITS ETF Acc
13.50%21.09%26.52%56.70%-32.53%7.21%
NESP.L
Invesco Nasdaq-100 ESG UCITS ETF Acc
15.95%21.29%26.52%55.94%-32.55%-21.84%

Correlation

The correlation between NESG.L and NESP.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2021

0.95

The correlation between NESG.L and NESP.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

NESG.L vs. NESP.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: 5252
Overall Rank
NESG.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NESG.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
NESG.L Omega Ratio Rank: 5050
Omega Ratio Rank
NESG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
NESG.L Martin Ratio Rank: 5353
Martin Ratio Rank

NESP.L
NESP.L Risk / Return Rank: 5858
Overall Rank
NESP.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NESP.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
NESP.L Omega Ratio Rank: 6060
Omega Ratio Rank
NESP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
NESP.L Martin Ratio Rank: 4949
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. NESP.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 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.

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.


NESG.LNESP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

2.13

2.35

-0.22

Martin ratioReturn relative to average drawdown

7.01

7.90

-0.89

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

The current NESG.L Sharpe Ratio is 1.40, which is comparable to the NESP.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of NESG.L and NESP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NESG.L vs. NESP.L - Drawdown Comparison

The maximum NESG.L drawdown since its inception was -34.87%, smaller than the maximum NESP.L drawdown of -49.60%. Use the drawdown chart below to compare losses from any high point for NESG.L and NESP.L.


Loading charts...

Drawdown Indicators


NESG.LNESP.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-49.60%

+14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-12.18%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-21.88%

-23.01%

+1.13%

Current Drawdown

Current decline from peak

-6.44%

-4.32%

-2.12%

Average Drawdown

Average peak-to-trough decline

-9.35%

-18.74%

+9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.62%

+0.04%

Volatility

NESG.L vs. NESP.L - Volatility Comparison

Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) and Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) have volatilities of 6.93% and 6.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NESG.LNESP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

6.75%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

14.16%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

18.07%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

24.76%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

24.76%

-3.04%

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

Both NESG.L and NESP.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

NESG.L vs. NESP.L - Dividend Comparison

Neither NESG.L nor NESP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, NESG.L and NESP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

NESG.L and NESP.L have the same expense ratio: 0.25% per year.

NESG.L tracks NASDAQ-100 ESG Index®, while NESP.L tracks Russell 1000 Growth TR USD.

Portfolio Optimizer

Find the right allocation for NESG.L and NESP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer