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

Performance

NESP.L vs. EQQD.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 Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with NESP.L having a 20.57% return and EQQD.L slightly lower at 20.25%.


NESP.L

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

EQQD.L

1D
-0.73%
1M
9.59%
YTD
20.25%
6M
18.39%
1Y
41.88%
3Y*
25.03%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NESP.L vs. EQQD.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%
EQQD.L
Invesco Nasdaq-100 Swap UCITS ETF Dist
20.25%11.36%28.96%48.78%-25.39%6.46%

Correlation

The correlation between NESP.L and EQQD.L is 0.94, 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

0.94

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 EQQD.L has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

NESP.L vs. EQQD.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

EQQD.L
EQQD.L Risk / Return Rank: 7676
Overall Rank
EQQD.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EQQD.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EQQD.L Omega Ratio Rank: 7676
Omega Ratio Rank
EQQD.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
EQQD.L Martin Ratio Rank: 7272
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. EQQD.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 Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.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.LEQQD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.49

1.47

+0.02

Calmar ratioReturn relative to maximum drawdown

3.67

3.76

-0.08

Martin ratioReturn relative to average drawdown

10.38

10.68

-0.30

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

The current NESP.L Sharpe Ratio is 2.86, which is comparable to the EQQD.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of NESP.L and EQQD.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.LEQQD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

2.66

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.90

-0.30

Drawdowns

NESP.L vs. EQQD.L - Drawdown Comparison

The maximum NESP.L drawdown since its inception was -26.62%, roughly equal to the maximum EQQD.L drawdown of -27.45%. Use the drawdown chart below to compare losses from any high point for NESP.L and EQQD.L.


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Drawdown Indicators


NESP.LEQQD.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

-27.45%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-11.10%

-0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-26.10%

-24.40%

-1.70%

Current Drawdown

Current decline from peak

-0.61%

-0.73%

+0.12%

Average Drawdown

Average peak-to-trough decline

-10.26%

-7.33%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

3.91%

+0.33%

Volatility

NESP.L vs. EQQD.L - Volatility Comparison

The current volatility for Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) is 4.41%, while Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) has a volatility of 5.00%. This indicates that NESP.L experiences smaller price fluctuations and is considered to be less risky than EQQD.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.LEQQD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

5.00%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

11.43%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

15.66%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

20.06%

+9.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

20.06%

+9.35%

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

NESP.L has a 0.25% expense ratio, which is higher than EQQD.L's 0.20% 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. EQQD.L - Dividend Comparison

NESP.L has not paid dividends to shareholders, while EQQD.L's dividend yield for the trailing twelve months is around 0.54%.


PositionTTM20252024202320222021
EQQD.L
Invesco Nasdaq-100 Swap UCITS ETF Dist
0.54%0.64%0.75%0.75%0.95%0.31%
NESP.L
Invesco Nasdaq-100 ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, NESP.L and EQQD.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, EQQD.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQD.L is cheaper with a 0.20% expense ratio, compared with 0.25% for NESP.L.

Both ETFs track Russell 1000 Growth TR USD. Their fees differ too: 0.25% for NESP.L and 0.20% for EQQD.L.

Portfolio Optimizer

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