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

Performance

QQQY.L vs. NESP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, QQQY.L achieves a 10.22% return, which is significantly lower than NESP.L's 17.76% return.


QQQY.L

1D
-0.61%
1M
-3.42%
6M
10.13%
YTD
10.22%
1Y
20.44%
3Y*
5Y*
10Y*

NESP.L

1D
0.00%
1M
-2.26%
6M
18.13%
YTD
17.76%
1Y
31.10%
3Y*
25.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
10.22%14.17%-2.12%
NESP.L
Invesco Nasdaq-100 ESG UCITS ETF Acc
17.76%21.29%7.21%

Correlation

The correlation between QQQY.L and NESP.L is 0.73, 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

0.73

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2024

0.66

The correlation between QQQY.L and NESP.L has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

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Return for Risk

QQQY.L vs. NESP.L — Risk / Return Rank

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

QQQY.L
QQQY.L Risk / Return Rank: 5353
Overall Rank
QQQY.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
QQQY.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
QQQY.L Omega Ratio Rank: 4646
Omega Ratio Rank
QQQY.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQY.L Martin Ratio Rank: 5959
Martin Ratio Rank

NESP.L
NESP.L Risk / Return Rank: 6363
Overall Rank
NESP.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
NESP.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
NESP.L Omega Ratio Rank: 6565
Omega Ratio Rank
NESP.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
NESP.L Martin Ratio Rank: 5252
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.

QQQY.L vs. NESP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QQQY.LNESP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.24

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

2.79

2.57

+0.23

Martin ratioReturn relative to average drawdown

8.27

8.67

-0.41

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

The current QQQY.L Sharpe Ratio is 1.35, which is comparable to the NESP.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of QQQY.L and NESP.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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Drawdowns

QQQY.L vs. NESP.L - Drawdown Comparison

The maximum QQQY.L drawdown since its inception was -19.38%, smaller than the maximum NESP.L drawdown of -49.60%. Use the drawdown chart below to compare losses from any high point for QQQY.L and NESP.L.


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Drawdown Indicators


QQQY.LNESP.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.38%

-49.60%

+30.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-12.18%

+4.89%

Max Drawdown (3Y)

Largest decline over 3 years

-23.01%

Current Drawdown

Current decline from peak

-5.26%

-2.82%

-2.44%

Average Drawdown

Average peak-to-trough decline

-3.86%

-18.77%

+14.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.59%

-1.12%

Volatility

QQQY.L vs. NESP.L - Volatility Comparison

IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) have volatilities of 6.93% and 6.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQY.LNESP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

6.85%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

14.24%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

18.07%

-2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

24.77%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.98%

24.77%

-2.79%

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

QQQY.L has a 0.45% expense ratio, which is higher than NESP.L's 0.25% expense ratio.


Dividends

QQQY.L vs. NESP.L - Dividend Comparison

QQQY.L's dividend yield for the trailing twelve months is around 72.19%, while NESP.L has not paid dividends to shareholders.


PositionTTM20252024
NESP.L
Invesco Nasdaq-100 ESG UCITS ETF Acc
0.00%0.00%0.00%
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
72.19%120.63%8.51%

Frequently Asked Questions


QQQY.L and NESP.L have a correlation of 0.73, 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 0.45% for QQQY.L.

They also come from different issuers: Leverage Shares and Invesco. Their fees differ too: 0.45% for QQQY.L and 0.25% for NESP.L.

Portfolio Optimizer

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