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Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UC...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

LU2198884491

WKN

LYX05K

Issuer

Amundi

Inception Date

Sep 16, 2020

Leveraged

1x

Index Tracked

MSCI Europe NR EUR

Domicile

Luxembourg

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EABE.L has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for EABE.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.29%
12.86%
EABE.L (Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)

Returns By Period

Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc had a return of 7.41% year-to-date (YTD) and 9.51% in the last 12 months.


EABE.L

YTD

7.41%

1M

2.59%

6M

3.29%

1Y

9.51%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of EABE.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.42%7.41%
20240.12%168.26%2.90%-2.16%3.83%-0.82%0.67%2.16%-0.68%-2.82%-0.41%-1.22%171.90%
20236.55%0.68%1.04%2.19%-3.16%2.20%1.61%-2.48%-0.41%-3.80%6.25%4.88%15.98%
2022-6.24%-2.77%1.90%-1.73%-0.72%-5.86%6.04%-3.44%-4.81%2.67%8.07%-0.48%-8.18%
2021-9.93%-1.27%3.22%-8.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EABE.L is 36, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EABE.L is 3636
Overall Rank
The Sharpe Ratio Rank of EABE.L is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of EABE.L is 3232
Sortino Ratio Rank
The Omega Ratio Rank of EABE.L is 2929
Omega Ratio Rank
The Calmar Ratio Rank of EABE.L is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EABE.L is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EABE.L, currently valued at 0.90, compared to the broader market0.002.004.000.901.74
The chart of Sortino ratio for EABE.L, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.0012.001.332.35
The chart of Omega ratio for EABE.L, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.32
The chart of Calmar ratio for EABE.L, currently valued at 1.49, compared to the broader market0.005.0010.0015.001.492.61
The chart of Martin ratio for EABE.L, currently valued at 3.48, compared to the broader market0.0020.0040.0060.0080.00100.003.4810.66
EABE.L
^GSPC

The current Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc Sharpe ratio is 0.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.90
1.50
EABE.L (Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.18%
-2.07%
EABE.L (Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc was 26.99%, occurring on Oct 13, 2022. Recovery took 315 trading sessions.

The current Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc drawdown is 1.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.99%Oct 8, 2021255Oct 13, 2022315Jan 15, 2024570
-22.63%Jan 16, 20242Jan 17, 202417Feb 9, 202419
-6.49%Sep 30, 202438Nov 20, 202443Jan 23, 202581
-5.94%May 16, 202457Aug 5, 202418Aug 30, 202475
-3.53%Mar 25, 202415Apr 16, 202414May 7, 202429

Volatility

Volatility Chart

The current Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc volatility is 3.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.42%
3.61%
EABE.L (Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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