NESP.L vs. FUQA.L
Compare and contrast key facts about Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) and Fidelity US Quality Income ETF Acc (FUQA.L).
NESP.L and FUQA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NESP.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Oct 25, 2021. FUQA.L is a passively managed fund by Fidelity that tracks the performance of the Fidelity US Quality Income Index. It was launched on Mar 27, 2017. Both NESP.L and FUQA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
NESP.L vs. FUQA.L - Performance Comparison
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NESP.L vs. FUQA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | -4.81% | 12.78% | 28.66% | 48.13% | -25.12% | 8.81% |
FUQA.L Fidelity US Quality Income ETF Acc | -0.62% | 7.90% | 19.50% | 11.85% | -0.00% | 7.71% |
Returns By Period
In the year-to-date period, NESP.L achieves a -4.81% return, which is significantly lower than FUQA.L's -0.62% return.
NESP.L
- 1D
- 2.47%
- 1M
- -2.02%
- YTD
- -4.81%
- 6M
- -1.62%
- 1Y
- 22.14%
- 3Y*
- 20.37%
- 5Y*
- —
- 10Y*
- —
FUQA.L
- 1D
- 1.18%
- 1M
- -4.33%
- YTD
- -0.62%
- 6M
- 2.20%
- 1Y
- 13.94%
- 3Y*
- 12.34%
- 5Y*
- 11.44%
- 10Y*
- —
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NESP.L vs. FUQA.L - Expense Ratio Comparison
Both NESP.L and FUQA.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
NESP.L vs. FUQA.L — Risk / Return Rank
NESP.L
FUQA.L
NESP.L vs. FUQA.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 Fidelity US Quality Income ETF Acc (FUQA.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 | FUQA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.97 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.37 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.03 | -0.22 |
Martin ratioReturn relative to average drawdown | 5.25 | 7.98 | -2.73 |
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 | FUQA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.97 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.85 | -0.44 |
Correlation
The correlation between NESP.L and FUQA.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NESP.L vs. FUQA.L - Dividend Comparison
Neither NESP.L nor FUQA.L has paid dividends to shareholders.
Drawdowns
NESP.L vs. FUQA.L - Drawdown Comparison
The maximum NESP.L drawdown since its inception was -26.62%, roughly equal to the maximum FUQA.L drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for NESP.L and FUQA.L.
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Drawdown Indicators
| NESP.L | FUQA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -27.34% | +0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -10.26% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.99% | — |
Current DrawdownCurrent decline from peak | -9.10% | -4.33% | -4.77% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -3.25% | -7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 1.77% | +2.36% |
Volatility
NESP.L vs. FUQA.L - Volatility Comparison
Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) has a higher volatility of 5.00% compared to Fidelity US Quality Income ETF Acc (FUQA.L) at 3.59%. This indicates that NESP.L's price experiences larger fluctuations and is considered to be riskier than FUQA.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 | FUQA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 3.59% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 8.02% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.61% | 14.31% | +5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.80% | 13.34% | +16.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.80% | 16.40% | +13.40% |