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NESP.L vs. CNX1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NESP.L vs. CNX1.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 iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with NESP.L having a 20.57% return and CNX1.L slightly lower at 19.85%.


NESP.L

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

CNX1.L

1D
-0.63%
1M
9.63%
YTD
19.85%
6M
18.42%
1Y
41.69%
3Y*
24.68%
5Y*
18.83%
10Y*
22.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NESP.L vs. CNX1.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%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
19.85%11.57%28.51%47.71%-25.53%6.72%

Correlation

The correlation between NESP.L and CNX1.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

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

0.98

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

0.98

The correlation between NESP.L and CNX1.L has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

NESP.L vs. CNX1.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

CNX1.L
CNX1.L Risk / Return Rank: 7878
Overall Rank
CNX1.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CNX1.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CNX1.L Omega Ratio Rank: 8383
Omega Ratio Rank
CNX1.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
CNX1.L Martin Ratio Rank: 6262
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. CNX1.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 iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.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.LCNX1.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.49

1.50

0.00

Calmar ratioReturn relative to maximum drawdown

3.67

3.76

-0.09

Martin ratioReturn relative to average drawdown

10.38

11.10

-0.72

NESP.L vs. CNX1.L - Sharpe Ratio Comparison

The current NESP.L Sharpe Ratio is 2.86, which is comparable to the CNX1.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of NESP.L and CNX1.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.


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Sharpe Ratios by Period


NESP.LCNX1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

2.82

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.14

-0.54

Drawdowns

NESP.L vs. CNX1.L - Drawdown Comparison

The maximum NESP.L drawdown since its inception was -26.62%, roughly equal to the maximum CNX1.L drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for NESP.L and CNX1.L.


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Drawdown Indicators


NESP.LCNX1.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

-27.56%

+0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-11.03%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-26.10%

-24.56%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

Current Drawdown

Current decline from peak

-0.61%

-0.63%

+0.02%

Average Drawdown

Average peak-to-trough decline

-10.26%

-4.57%

-5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

3.75%

+0.49%

Volatility

NESP.L vs. CNX1.L - Volatility Comparison

Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) has a higher volatility of 4.41% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) at 4.13%. This indicates that NESP.L's price experiences larger fluctuations and is considered to be riskier than CNX1.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.LCNX1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.13%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

10.38%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

14.70%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

19.16%

+10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

19.44%

+9.97%

NESP.L vs. CNX1.L - Expense Ratio Comparison

NESP.L has a 0.25% expense ratio, which is lower than CNX1.L's 0.36% expense ratio.


Dividends

NESP.L vs. CNX1.L - Dividend Comparison

Neither NESP.L nor CNX1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, NESP.L and CNX1.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 0.36% for CNX1.L.

NESP.L tracks Russell 1000 Growth TR USD, while CNX1.L tracks NASDAQ-100 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for NESP.L and 0.36% for CNX1.L.

Portfolio Optimizer

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