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NESP.L vs. R1GB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NESP.L vs. R1GB.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 Russell 1000 Growth UCITS ETF USD Acc (R1GB.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 R1GB.L is traded in GBP. To make them comparable, the R1GB.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 R1GB.L's 6.65% return.


NESP.L

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

R1GB.L

1D
-0.19%
1M
6.28%
YTD
6.65%
6M
6.01%
1Y
26.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NESP.L vs. R1GB.L - Yearly Performance Comparison


2026 (YTD)20252024
NESP.L
Invesco Nasdaq-100 ESG UCITS ETF Acc
20.57%12.78%5.57%
R1GB.L
iShares Russell 1000 Growth UCITS ETF USD Acc
6.65%9.47%-13.92%

Correlation

The correlation between NESP.L and R1GB.L is 0.93, 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

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2024

0.95

The correlation between NESP.L and R1GB.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

NESP.L vs. R1GB.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

R1GB.L
R1GB.L Risk / Return Rank: 4545
Overall Rank
R1GB.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
R1GB.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
R1GB.L Omega Ratio Rank: 5252
Omega Ratio Rank
R1GB.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
R1GB.L Martin Ratio Rank: 3232
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. R1GB.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 Russell 1000 Growth UCITS ETF USD Acc (R1GB.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.LR1GB.LDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.49

1.32

+0.17

Calmar ratioReturn relative to maximum drawdown

3.67

1.68

+2.00

Martin ratioReturn relative to average drawdown

10.38

4.64

+5.74

NESP.L vs. R1GB.L - Sharpe Ratio Comparison

The current NESP.L Sharpe Ratio is 2.86, which is higher than the R1GB.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of NESP.L and R1GB.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.LR1GB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

1.82

+1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.01

+0.59

Drawdowns

NESP.L vs. R1GB.L - Drawdown Comparison

The maximum NESP.L drawdown since its inception was -26.62%, smaller than the maximum R1GB.L drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for NESP.L and R1GB.L.


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Drawdown Indicators


NESP.LR1GB.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

-33.43%

+6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-15.75%

+3.79%

Max Drawdown (3Y)

Largest decline over 3 years

-26.10%

Current Drawdown

Current decline from peak

-0.61%

-1.23%

+0.62%

Average Drawdown

Average peak-to-trough decline

-10.26%

-15.36%

+5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

5.70%

-1.46%

Volatility

NESP.L vs. R1GB.L - Volatility Comparison

Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) has a higher volatility of 4.41% compared to iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) at 3.68%. This indicates that NESP.L's price experiences larger fluctuations and is considered to be riskier than R1GB.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.LR1GB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

3.68%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

10.12%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

14.51%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

24.56%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

24.56%

+4.85%

NESP.L vs. R1GB.L - Expense Ratio Comparison

NESP.L has a 0.25% expense ratio, which is higher than R1GB.L's 0.18% 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. R1GB.L - Dividend Comparison

Neither NESP.L nor R1GB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, NESP.L and R1GB.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, R1GB.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

R1GB.L is cheaper with a 0.18% expense ratio, compared with 0.25% for NESP.L.

NESP.L is categorized as Nasdaq-100, while R1GB.L is Large Cap Growth Equities. NESP.L tracks Russell 1000 Growth TR USD, while R1GB.L tracks Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for NESP.L and 0.18% for R1GB.L.

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