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

Performance

R1GB.L vs. NESG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) and Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
R1GB.L
iShares Russell 1000 Growth UCITS ETF USD Acc
-8.60%9.47%-13.92%
NESG.L
Invesco NASDAQ-100 ESG UCITS ETF Acc
-4.15%12.47%5.53%
Different Trading Currencies

R1GB.L is traded in GBP, while NESG.L is traded in USD. To make them comparable, the NESG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, R1GB.L achieves a -8.60% return, which is significantly lower than NESG.L's -4.15% return.


R1GB.L

1D
2.06%
1M
-3.53%
YTD
-8.60%
6M
-6.92%
1Y
15.42%
3Y*
5Y*
10Y*

NESG.L

1D
3.22%
1M
-1.20%
YTD
-4.15%
6M
-0.95%
1Y
22.73%
3Y*
20.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

R1GB.L has a 0.18% expense ratio, which is lower than NESG.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

R1GB.L vs. NESG.L — Risk / Return Rank

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

R1GB.L
R1GB.L Risk / Return Rank: 3636
Overall Rank
R1GB.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
R1GB.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
R1GB.L Omega Ratio Rank: 3737
Omega Ratio Rank
R1GB.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
R1GB.L Martin Ratio Rank: 2929
Martin Ratio Rank

NESG.L
NESG.L Risk / Return Rank: 6969
Overall Rank
NESG.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NESG.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
NESG.L Omega Ratio Rank: 6565
Omega Ratio Rank
NESG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
NESG.L Martin Ratio Rank: 6666
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.

R1GB.L vs. NESG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) and Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.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.


R1GB.LNESG.LDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.15

-0.34

Sortino ratio

Return per unit of downside risk

1.25

1.68

-0.43

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

0.96

1.91

-0.95

Martin ratio

Return relative to average drawdown

2.86

5.47

-2.60

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

The current R1GB.L Sharpe Ratio is 0.81, which is comparable to the NESG.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of R1GB.L and NESG.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


R1GB.LNESG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.15

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.55

-0.87

Correlation

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

R1GB.L vs. NESG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

R1GB.L vs. NESG.L - Drawdown Comparison

The maximum R1GB.L drawdown since its inception was -33.43%, which is greater than NESG.L's maximum drawdown of -26.22%. Use the drawdown chart below to compare losses from any high point for R1GB.L and NESG.L.


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Drawdown Indicators


R1GB.LNESG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-34.69%

+1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-12.01%

-3.74%

Current Drawdown

Current decline from peak

-14.18%

-8.22%

-5.96%

Average Drawdown

Average peak-to-trough decline

-16.33%

-9.41%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.28%

3.38%

+1.90%

Volatility

R1GB.L vs. NESG.L - Volatility Comparison

The current volatility for iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) is 4.59%, while Invesco NASDAQ-100 ESG UCITS ETF Acc (NESG.L) has a volatility of 5.92%. This indicates that R1GB.L experiences smaller price fluctuations and is considered to be less risky than NESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


R1GB.LNESG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

5.92%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

12.72%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

19.19%

19.81%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.30%

21.74%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.30%

21.74%

+3.56%