NESP.L vs. JEPQ.L
NESP.L (Invesco Nasdaq-100 ESG UCITS ETF Acc) and JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both Nasdaq-100 funds. NESP.L is passively managed, while JEPQ.L is actively managed. Over the past year, NESP.L returned 44.13% vs 30.14% for JEPQ.L. Their correlation of 0.81 suggests significant overlap in exposure. NESP.L charges 0.25%/yr vs 0.35%/yr for JEPQ.L.
Performance
NESP.L vs. JEPQ.L - Performance Comparison
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Different Trading Currencies
NESP.L is traded in GBp, while JEPQ.L is traded in USD. To make them comparable, the JEPQ.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, NESP.L achieves a 20.57% return, which is significantly higher than JEPQ.L's 9.19% return.
NESP.L
- 1D
- -0.61%
- 1M
- 10.79%
- YTD
- 20.57%
- 6M
- 19.40%
- 1Y
- 44.13%
- 3Y*
- 25.65%
- 5Y*
- —
- 10Y*
- —
JEPQ.L
- 1D
- -0.84%
- 1M
- 4.61%
- YTD
- 9.19%
- 6M
- 9.47%
- 1Y
- 30.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NESP.L vs. JEPQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | 20.57% | 12.78% | 5.50% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 9.19% | 6.60% | 5.90% |
Correlation
The correlation between NESP.L and JEPQ.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.81 |
The correlation between NESP.L and JEPQ.L has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
NESP.L vs. JEPQ.L — Risk / Return Rank
NESP.L
JEPQ.L
NESP.L vs. JEPQ.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 JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.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 | JEPQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.46 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 5.39 | -1.72 |
| Martin ratioReturn relative to average drawdown | 10.38 | 19.22 | -8.84 |
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 | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.86 | 2.44 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.89 | -0.29 |
Drawdowns
NESP.L vs. JEPQ.L - Drawdown Comparison
The maximum NESP.L drawdown since its inception was -26.62%, which is greater than JEPQ.L's maximum drawdown of -22.11%. Use the drawdown chart below to compare losses from any high point for NESP.L and JEPQ.L.
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Drawdown Indicators
| NESP.L | JEPQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -22.11% | -4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -5.57% | -6.39% |
Max Drawdown (3Y)Largest decline over 3 years | -26.10% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.84% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -10.26% | -4.77% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 1.56% | +2.68% |
Volatility
NESP.L vs. JEPQ.L - Volatility Comparison
Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) has a higher volatility of 4.41% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) at 2.85%. This indicates that NESP.L's price experiences larger fluctuations and is considered to be riskier than JEPQ.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 | JEPQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 2.85% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 8.95% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.35% | 12.29% | +3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 16.03% | +13.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.41% | 16.03% | +13.38% |
NESP.L vs. JEPQ.L - Expense Ratio Comparison
NESP.L has a 0.25% expense ratio, which is lower than JEPQ.L's 0.35% expense ratio.
Dividends
NESP.L vs. JEPQ.L - Dividend Comparison
NESP.L has not paid dividends to shareholders, while JEPQ.L's dividend yield for the trailing twelve months is around 10.20%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.20% | 10.06% | 0.74% |
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NESP.L and JEPQ.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.35% for JEPQ.L.
They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.25% for NESP.L and 0.35% for JEPQ.L.
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