Invesco Markets II plc - Invesco NASDAQ-100 ESG UCITS ETF USD Acc GBP

10-Year Study

NESP.LSE · · GB · ETF

Executive Summary: Invesco Markets II plc - Invesco NASDAQ-100 ESG UCITS ETF USD Acc GBP has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 25.1% and an annualized volatility of 20.3%.

1Y CAGR
+21.4%
3Y CAGR
+18.9%
5Y CAGR
+12.7%
10Y CAGR
+12.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +48.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.1-2.0-4.26.1————————-1.4%
20252.0-6.2-9.9-1.39.34.97.5-2.15.98.2-3.4-0.912.8%
20243.14.51.9-2.82.59.9-4.4-1.70.63.66.13.028.7%
20237.82.36.4-1.410.43.63.10.7-1.8-2.56.75.648.1%
2022-10.8-2.87.0-6.7-6.1-4.910.60.5-4.6-0.3-2.3-6.2-25.1%
2021——————————6.91.18.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.9% of variance. Idiosyncratic stock-specific factors contribute 2.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-0110685.050568900127
2021-12-0110800.410872313527
2022-01-019636.53603034134
2022-02-019369.469026548672
2022-03-0110024.494310998734
2022-04-019350.505689001264
2022-05-018784.766118836915
2022-06-018350.979772439949
2022-07-019232.774968394437
2022-08-019277.812895069532
2022-09-018850.347661188369
2022-10-018826.64348925411
2022-11-018623.577749683944
2022-12-018087.073324905183
2023-01-018714.44374209861
2023-02-018916.719342604298
2023-03-019486.409608091024
2023-04-019353.666245259166
2023-05-0110326.32743362832
2023-06-0110696.11251580278
2023-07-0111024.810366624526
2023-08-0111101.453855878633
2023-09-0110904.709228824275
2023-10-0110634.481668773704
2023-11-0111348.76738305942
2023-12-0111979.298356510746
2024-01-0112348.293299620735
2024-02-0112903.761061946903
2024-03-0113154.235145385588
2024-04-0112783.65992414665
2024-05-0113104.456384323641
2024-06-0114405.81542351454
2024-07-0113773.70417193426
2024-08-0113542.983565107457
2024-09-0113619.97155499368
2024-10-0114115.044247787611
2024-11-0114969.18457648546
2024-12-0115412.452591656132
2025-01-0115718.236409608091
2025-02-0114747.155499367887
2025-03-0113285.398230088496
2025-04-0113118.678887484197
2025-05-0114344.974715549937
2025-06-0115045.82806573957
2025-07-0116177.307206068268
2025-08-0115840.70796460177
2025-09-0116773.07206068268
2025-10-0118152.654867256635
2025-11-0117531.605562579014
2025-12-0117381.479140328698
2026-01-0117198.16687737042
2026-02-0116859.987357774968
2026-03-0116147.281921618203
2026-04-0117133.375474083437
Annual Return Matrix
YearAnnual Return
2022-0.251225400541371
20230.48128969223253537
20240.2865905942879756
20250.12775556239105912
2026-0.014274024911355543
Total Factor Risk
0.2028426405098834
VTI.US Exposure
0.3889137002386872
VEA.US Exposure
-0.037691709981188044
VWO.US Exposure
-0.005356054780697052
QQQ.US Exposure
0.3170644857258753
VTV.US Exposure
-0.06115216850896834
IJR.US Exposure
-0.013359988297038588
QUAL.US Exposure
0.0733900454185227
SHV.US Exposure
0.25197003206247653
TLT.US Exposure
-0.006121859477729933
LQD.US Exposure
0.07715534146768765
HYG.US Exposure
-0.01836629266209885
GLD.US Exposure
0.0006395294013828791
USO.US Exposure
-0.0003654519125607171
VNQ.US Exposure
-0.012435278327900912
BTC-USD.CC Exposure
-0.012344313733270421
CPER.US Exposure
0.0024347046549513607
VIX.INDX Exposure
-0.02768461076380057
UUP.US Exposure
0.058329287468429684
TIP.US Exposure
0.00270061155137582
Idiosyncratic Exposure
0.022279990455864512
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco Markets II plc - Invesco NASDAQ-100 ESG UCITS ETF USD Acc GBP a high-risk investment?

Invesco Markets II plc - Invesco NASDAQ-100 ESG UCITS ETF USD Acc GBP (NESP.LSE) has an annualized volatility of 20.3% and experienced a maximum drawdown of 25.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of NESP.LSE?

Over the past 10 years, NESP.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.7%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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