NESP.L vs. 5QQE.L
NESP.L (Invesco Nasdaq-100 ESG UCITS ETF Acc) and 5QQE.L (Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR) are both Nasdaq-100 funds. NESP.L is passively managed, while 5QQE.L is actively managed. Over the past 3 years, NESP.L returned 25.65%/yr vs 70.02%/yr for 5QQE.L. Their correlation of 0.86 suggests significant overlap in exposure. NESP.L charges 0.25%/yr vs 0.75%/yr for 5QQE.L.
Performance
NESP.L vs. 5QQE.L - Performance Comparison
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Different Trading Currencies
NESP.L is traded in GBp, while 5QQE.L is traded in EUR. To make them comparable, the 5QQE.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, NESP.L achieves a 20.57% return, which is significantly lower than 5QQE.L's 92.80% return.
NESP.L
- 1D
- -0.61%
- 1M
- 10.79%
- YTD
- 20.57%
- 6M
- 19.40%
- 1Y
- 44.13%
- 3Y*
- 25.65%
- 5Y*
- —
- 10Y*
- —
5QQE.L
- 1D
- -3.70%
- 1M
- 45.90%
- YTD
- 92.80%
- 6M
- 79.88%
- 1Y
- 213.33%
- 3Y*
- 70.02%
- 5Y*
- —
- 10Y*
- —
NESP.L vs. 5QQE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | 20.57% | 12.78% | 28.66% | 48.13% | -25.12% | 2.74% |
5QQE.L Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR | 92.80% | -4.80% | 76.92% | 400.57% | -95.65% | 16.32% |
Correlation
The correlation between NESP.L and 5QQE.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021 | 0.86 |
The correlation between NESP.L and 5QQE.L has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
NESP.L vs. 5QQE.L — Risk / Return Rank
NESP.L
5QQE.L
NESP.L vs. 5QQE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) and Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR (5QQE.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.
| NESP.L | 5QQE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.36 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 3.75 | -0.08 |
| Martin ratioReturn relative to average drawdown | 10.38 | 10.06 | +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. | |||
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Sharpe Ratios by Period
| NESP.L | 5QQE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.86 | 2.77 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | -0.04 | +0.64 |
Drawdowns
NESP.L vs. 5QQE.L - Drawdown Comparison
The maximum NESP.L drawdown since its inception was -26.62%, smaller than the maximum 5QQE.L drawdown of -95.85%. Use the drawdown chart below to compare losses from any high point for NESP.L and 5QQE.L.
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Drawdown Indicators
| NESP.L | 5QQE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -95.85% | +69.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -56.52% | +44.56% |
Max Drawdown (3Y)Largest decline over 3 years | -26.10% | -80.29% | +54.19% |
Current DrawdownCurrent decline from peak | -0.61% | -29.34% | +28.73% |
Average DrawdownAverage peak-to-trough decline | -10.26% | -74.60% | +64.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 21.10% | -16.86% |
Volatility
NESP.L vs. 5QQE.L - Volatility Comparison
The current volatility for Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) is 4.41%, while Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR (5QQE.L) has a volatility of 24.75%. This indicates that NESP.L experiences smaller price fluctuations and is considered to be less risky than 5QQE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NESP.L | 5QQE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 24.75% | -20.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 56.52% | -45.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.35% | 76.65% | -61.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 107.79% | -78.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.41% | 107.79% | -78.38% |
NESP.L vs. 5QQE.L - Expense Ratio Comparison
NESP.L has a 0.25% expense ratio, which is lower than 5QQE.L's 0.75% expense ratio.
Dividends
NESP.L vs. 5QQE.L - Dividend Comparison
Neither NESP.L nor 5QQE.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, NESP.L and 5QQE.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.
On fees, NESP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NESP.L is cheaper with a 0.25% expense ratio, compared with 0.75% for 5QQE.L.
They also come from different issuers: Invesco and Leverage Shares. Their fees differ too: 0.25% for NESP.L and 0.75% for 5QQE.L.
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