NESG.L vs. QQQY.L
NESG.L (Invesco NASDAQ-100 ESG UCITS ETF Acc) and QQQY.L (IncomeShares Nasdaq 100 Options (0DTE) ETP) are both Nasdaq-100 funds. NESG.L is passively managed, while QQQY.L is actively managed. Over the past year, NESG.L returned 42.69% vs 31.81% for QQQY.L. A 0.66 correlation means they provide meaningful diversification when combined. NESG.L charges 0.25%/yr vs 0.45%/yr for QQQY.L.
Performance
NESG.L vs. QQQY.L - Performance Comparison
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Returns By Period
In the year-to-date period, NESG.L achieves a 20.35% return, which is significantly higher than QQQY.L's 15.10% return.
NESG.L
- 1D
- -0.58%
- 1M
- 9.66%
- YTD
- 20.35%
- 6M
- 20.11%
- 1Y
- 42.69%
- 3Y*
- 28.99%
- 5Y*
- —
- 10Y*
- —
QQQY.L
- 1D
- -0.82%
- 1M
- 7.64%
- YTD
- 15.10%
- 6M
- 14.75%
- 1Y
- 31.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NESG.L vs. QQQY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NESG.L Invesco NASDAQ-100 ESG UCITS ETF Acc | 20.35% | 21.09% | 8.81% |
QQQY.L IncomeShares Nasdaq 100 Options (0DTE) ETP | 15.10% | 14.25% | 7.28% |
Correlation
The correlation between NESG.L and QQQY.L is 0.73, 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 | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2024 | 0.66 |
The correlation between NESG.L and QQQY.L has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
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Return for Risk
NESG.L vs. QQQY.L — Risk / Return Rank
NESG.L
QQQY.L
NESG.L vs. QQQY.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 IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.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 | QQQY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 4.32 | -0.78 |
| Martin ratioReturn relative to average drawdown | 12.44 | 13.40 | -0.96 |
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 | QQQY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 2.18 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.02 | -0.24 |
Drawdowns
NESG.L vs. QQQY.L - Drawdown Comparison
The maximum NESG.L drawdown since its inception was -34.69%, which is greater than QQQY.L's maximum drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for NESG.L and QQQY.L.
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Drawdown Indicators
| NESG.L | QQQY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.69% | -19.23% | -15.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -7.34% | -4.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.88% | — | — |
Current DrawdownCurrent decline from peak | -0.79% | -0.93% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -3.18% | -5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.37% | +1.05% |
Volatility
NESG.L vs. QQQY.L - Volatility Comparison
Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) has a higher volatility of 5.30% compared to IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) at 4.78%. This indicates that NESG.L's price experiences larger fluctuations and is considered to be riskier than QQQY.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 | QQQY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 4.78% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 10.22% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 14.52% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 20.98% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 20.98% | +1.56% |
NESG.L vs. QQQY.L - Expense Ratio Comparison
NESG.L has a 0.25% expense ratio, which is lower than QQQY.L's 0.45% expense ratio.
Dividends
NESG.L vs. QQQY.L - Dividend Comparison
NESG.L has not paid dividends to shareholders, while QQQY.L's dividend yield for the trailing twelve months is around 67.73%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
NESG.L Invesco NASDAQ-100 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% |
QQQY.L IncomeShares Nasdaq 100 Options (0DTE) ETP | 67.73% | 120.60% | 18.65% |
Frequently Asked Questions
NESG.L and QQQY.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NESG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NESG.L is cheaper with a 0.25% expense ratio, compared with 0.45% for QQQY.L.
They also come from different issuers: Invesco and Leverage Shares. Their fees differ too: 0.25% for NESG.L and 0.45% for QQQY.L.
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