NESP.L vs. 5QQQ.L
NESP.L (Invesco Nasdaq-100 ESG UCITS ETF Acc) and 5QQQ.L (Leverage Shares 5x Long Nasdaq 100 ETP Securities) are both Nasdaq-100 funds. NESP.L is passively managed, while 5QQQ.L is actively managed. Over the past 3 years, NESP.L returned 25.65%/yr vs 69.87%/yr for 5QQQ.L. Their correlation of 0.89 suggests significant overlap in exposure. NESP.L charges 0.25%/yr vs 0.75%/yr for 5QQQ.L.
Performance
NESP.L vs. 5QQQ.L - Performance Comparison
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Returns By Period
In the year-to-date period, NESP.L achieves a 20.57% return, which is significantly lower than 5QQQ.L's 92.08% return.
NESP.L
- 1D
- -0.61%
- 1M
- 10.79%
- YTD
- 20.57%
- 6M
- 19.40%
- 1Y
- 44.13%
- 3Y*
- 25.65%
- 5Y*
- —
- 10Y*
- —
5QQQ.L
- 1D
- -3.36%
- 1M
- 46.02%
- YTD
- 92.08%
- 6M
- 79.80%
- 1Y
- 213.52%
- 3Y*
- 69.87%
- 5Y*
- —
- 10Y*
- —
NESP.L vs. 5QQQ.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% | 2.70% |
5QQQ.L Leverage Shares 5x Long Nasdaq 100 ETP Securities | 92.08% | -4.78% | 76.82% | 401.38% | -95.59% | 15.05% |
Correlation
The correlation between NESP.L and 5QQQ.L is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.89 |
The correlation between NESP.L and 5QQQ.L has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
NESP.L vs. 5QQQ.L — Risk / Return Rank
NESP.L
5QQQ.L
NESP.L vs. 5QQQ.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 (5QQQ.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 | 5QQQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.37 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 3.39 | +0.28 |
| Martin ratioReturn relative to average drawdown | 10.38 | 7.76 | +2.63 |
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 | 5QQQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.86 | 2.38 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | -0.04 | +0.64 |
Drawdowns
NESP.L vs. 5QQQ.L - Drawdown Comparison
The maximum NESP.L drawdown since its inception was -26.62%, smaller than the maximum 5QQQ.L drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for NESP.L and 5QQQ.L.
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Drawdown Indicators
| NESP.L | 5QQQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -95.97% | +69.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -62.48% | +50.52% |
Max Drawdown (3Y)Largest decline over 3 years | -26.10% | -80.23% | +54.13% |
Current DrawdownCurrent decline from peak | -0.61% | -31.50% | +30.89% |
Average DrawdownAverage peak-to-trough decline | -10.26% | -74.65% | +64.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 27.40% | -23.16% |
Volatility
NESP.L vs. 5QQQ.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 (5QQQ.L) has a volatility of 23.67%. This indicates that NESP.L experiences smaller price fluctuations and is considered to be less risky than 5QQQ.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 | 5QQQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 23.67% | -19.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 56.95% | -46.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.35% | 88.96% | -73.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 105.45% | -76.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.41% | 105.45% | -76.04% |
NESP.L vs. 5QQQ.L - Expense Ratio Comparison
NESP.L has a 0.25% expense ratio, which is lower than 5QQQ.L's 0.75% expense ratio.
Dividends
NESP.L vs. 5QQQ.L - Dividend Comparison
Neither NESP.L nor 5QQQ.L has paid dividends to shareholders.
Frequently Asked Questions
NESP.L and 5QQQ.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 5QQQ.L.
They also come from different issuers: Invesco and Leverage Shares. Their fees differ too: 0.25% for NESP.L and 0.75% for 5QQQ.L.
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