NESG.L vs. QQQ
Compare and contrast key facts about Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) and Invesco QQQ ETF (QQQ).
NESG.L and QQQ 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. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both NESG.L and QQQ 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. QQQ - Performance Comparison
Loading graphics...
NESG.L vs. QQQ - 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% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 2.27% |
Returns By Period
In the year-to-date period, NESG.L achieves a -5.70% return, which is significantly lower than QQQ's -4.76% return.
NESG.L
- 1D
- 3.45%
- 1M
- -2.31%
- YTD
- -5.70%
- 6M
- -2.59%
- 1Y
- 25.89%
- 3Y*
- 23.40%
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NESG.L vs. QQQ - Expense Ratio Comparison
NESG.L has a 0.25% expense ratio, which is higher than QQQ's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
NESG.L vs. QQQ — Risk / Return Rank
NESG.L
QQQ
NESG.L vs. QQQ - 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 QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.07 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.66 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.00 | +0.10 |
Martin ratioReturn relative to average drawdown | 7.46 | 7.32 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NESG.L | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.07 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.13 |
Correlation
The correlation between NESG.L and QQQ is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NESG.L vs. QQQ - Dividend Comparison
NESG.L has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.48%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
NESG.L vs. QQQ - Drawdown Comparison
The maximum NESG.L drawdown since its inception was -34.69%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for NESG.L and QQQ.
Loading graphics...
Drawdown Indicators
| NESG.L | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.69% | -82.97% | +48.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -12.62% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -8.22% | -7.86% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -32.99% | +23.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.44% | -0.06% |
Volatility
NESG.L vs. QQQ - Volatility Comparison
The current volatility for Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) is 6.14%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. This indicates that NESG.L experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NESG.L | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 6.61% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 12.82% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 22.70% | -2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.65% | 22.38% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.65% | 22.25% | +0.40% |