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

Performance

NESP.L vs. FUQA.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 Fidelity US Quality Income ETF Acc (FUQA.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

NESP.L
NESP.L Risk / Return Rank: 6060
Overall Rank
NESP.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NESP.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
NESP.L Omega Ratio Rank: 5757
Omega Ratio Rank
NESP.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
NESP.L Martin Ratio Rank: 5151
Martin Ratio Rank

FUQA.L
FUQA.L Risk / Return Rank: 5959
Overall Rank
FUQA.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FUQA.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
FUQA.L Omega Ratio Rank: 5050
Omega Ratio Rank
FUQA.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
FUQA.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. 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.LFUQA.LDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.97

+0.16

Sortino ratio

Return per unit of downside risk

1.66

1.37

+0.29

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.81

2.03

-0.22

Martin ratio

Return relative to average drawdown

5.25

7.98

-2.73

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

The current NESP.L Sharpe Ratio is 1.13, which is comparable to the FUQA.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of NESP.L and FUQA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NESP.LFUQA.LDifference

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.


Tickers have no history of dividend payments

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.LFUQA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.10%

-4.33%

-4.77%

Average Drawdown

Average peak-to-trough decline

-10.59%

-3.25%

-7.34%

Ulcer Index

Depth 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.LFUQA.LDifference

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%