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NESG.L vs. R1GB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NESG.L vs. R1GB.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 iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L). The values are adjusted to include any dividend payments, if applicable.

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NESG.L vs. R1GB.L - Yearly Performance Comparison


2026 (YTD)20252024
NESG.L
Invesco NASDAQ-100 ESG UCITS ETF Acc
-5.70%21.09%3.12%
R1GB.L
iShares Russell 1000 Growth UCITS ETF USD Acc
-9.62%17.73%-15.89%
Different Trading Currencies

NESG.L is traded in USD, while R1GB.L is traded in GBP. To make them comparable, the R1GB.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 R1GB.L's -9.62% return.


NESG.L

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

R1GB.L

1D
2.73%
1M
-4.25%
YTD
-9.62%
6M
-8.11%
1Y
18.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NESG.L vs. R1GB.L - Expense Ratio Comparison

NESG.L has a 0.25% expense ratio, which is higher than R1GB.L'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. R1GB.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

R1GB.L
R1GB.L Risk / Return Rank: 3636
Overall Rank
R1GB.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
R1GB.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
R1GB.L Omega Ratio Rank: 3737
Omega Ratio Rank
R1GB.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
R1GB.L Martin Ratio Rank: 2929
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. R1GB.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 iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.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.LR1GB.LDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.95

+0.35

Sortino ratio

Return per unit of downside risk

1.90

1.46

+0.44

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

2.10

1.15

+0.95

Martin ratio

Return relative to average drawdown

7.46

4.02

+3.44

NESG.L vs. R1GB.L - Sharpe Ratio Comparison

The current NESG.L Sharpe Ratio is 1.30, which is higher than the R1GB.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of NESG.L and R1GB.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.LR1GB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.95

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.24

+0.75

Correlation

The correlation between NESG.L and R1GB.L is 0.93, 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. R1GB.L - Dividend Comparison

Neither NESG.L nor R1GB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NESG.L vs. R1GB.L - Drawdown Comparison

The maximum NESG.L drawdown since its inception was -34.69%, roughly equal to the maximum R1GB.L drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for NESG.L and R1GB.L.


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Drawdown Indicators


NESG.LR1GB.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.69%

-33.43%

-1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-15.75%

+3.74%

Current Drawdown

Current decline from peak

-8.22%

-14.18%

+5.96%

Average Drawdown

Average peak-to-trough decline

-9.41%

-16.33%

+6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

5.28%

-1.90%

Volatility

NESG.L vs. R1GB.L - Volatility Comparison

Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) has a higher volatility of 6.14% compared to iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) at 5.55%. This indicates that NESG.L's price experiences larger fluctuations and is considered to be riskier than R1GB.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.LR1GB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

5.55%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

11.78%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.94%

19.80%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

25.42%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.65%

25.42%

-2.77%