PortfoliosLab logoPortfoliosLab logo
NESP.L vs. ANXU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NESP.L vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

NESP.L is traded in GBp, while ANXU.L is traded in USD. To make them comparable, the ANXU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with NESP.L having a 20.57% return and ANXU.L slightly higher at 20.95%.


NESP.L

1D
-0.61%
1M
10.79%
YTD
20.57%
6M
19.40%
1Y
44.13%
3Y*
25.65%
5Y*
10Y*

ANXU.L

1D
0.00%
1M
10.24%
YTD
20.95%
6M
19.24%
1Y
42.83%
3Y*
25.22%
5Y*
19.21%
10Y*
22.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NESP.L vs. ANXU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NESP.L
Invesco Nasdaq-100 ESG UCITS ETF Acc
20.57%12.78%28.66%48.13%-25.12%8.81%
ANXU.L
Amundi Nasdaq-100 UCITS USD
20.15%11.32%28.95%48.68%-25.30%6.36%

Correlation

The correlation between NESP.L and ANXU.L is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.94

The correlation between NESP.L and ANXU.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NESP.L vs. ANXU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NESP.L
NESP.L Risk / Return Rank: 7777
Overall Rank
NESP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NESP.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
NESP.L Omega Ratio Rank: 8383
Omega Ratio Rank
NESP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
NESP.L Martin Ratio Rank: 5959
Martin Ratio Rank

ANXU.L
ANXU.L Risk / Return Rank: 7676
Overall Rank
ANXU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7171
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.

NESP.L vs. ANXU.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 Amundi Nasdaq-100 UCITS USD (ANXU.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.LANXU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.49

1.47

+0.02

Calmar ratioReturn relative to maximum drawdown

3.67

3.83

-0.16

Martin ratioReturn relative to average drawdown

10.38

10.84

-0.45

NESP.L vs. ANXU.L - Sharpe Ratio Comparison

The current NESP.L Sharpe Ratio is 2.86, which is comparable to the ANXU.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of NESP.L and ANXU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NESP.LANXU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

2.68

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.30

-0.70

Drawdowns

NESP.L vs. ANXU.L - Drawdown Comparison

The maximum NESP.L drawdown since its inception was -26.62%, roughly equal to the maximum ANXU.L drawdown of -27.52%. Use the drawdown chart below to compare losses from any high point for NESP.L and ANXU.L.


Loading charts...

Drawdown Indicators


NESP.LANXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

-27.52%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-11.12%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-26.10%

-24.28%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

Max Drawdown (10Y)

Largest decline over 10 years

-27.52%

Current Drawdown

Current decline from peak

-0.61%

0.00%

-0.61%

Average Drawdown

Average peak-to-trough decline

-10.26%

-4.99%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

3.94%

+0.30%

Volatility

NESP.L vs. ANXU.L - Volatility Comparison

The current volatility for Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) is 4.41%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 5.02%. This indicates that NESP.L experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NESP.LANXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

5.02%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

11.74%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

15.89%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

20.08%

+9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

21.15%

+8.26%

NESP.L vs. ANXU.L - Expense Ratio Comparison

NESP.L has a 0.25% expense ratio, which is higher than ANXU.L's 0.13% 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%.


Dividends

NESP.L vs. ANXU.L - Dividend Comparison

Neither NESP.L nor ANXU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, NESP.L and ANXU.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, ANXU.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXU.L is cheaper with a 0.13% expense ratio, compared with 0.25% for NESP.L.

Both ETFs track Russell 1000 Growth TR USD. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.25% for NESP.L and 0.13% for ANXU.L.

Portfolio Optimizer

Find the right allocation for NESP.L and ANXU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer