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

ETF Info

ISINLU2198882362
WKNLYX05L
IssuerAmundi
Inception DateSep 16, 2020
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

EABG.L has a high expense ratio of 0.20%, indicating higher-than-average management fees.


Expense ratio chart for EABG.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

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Lyxor Net Zero 2050 S&P World Climate PAB (DR) UCITS ETF - Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor Net Zero 2050 S&P World 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.


8.00%10.00%12.00%14.00%16.00%Fri 17Nov 19Tue 21Thu 23Sat 25Mon 27Wed 29DecemberDec 03Tue 05Thu 07Sat 09Mon 11Wed 13
11.10%
16.70%
EABG.L (Lyxor Net Zero 2050 S&P World Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A11.05%
1 monthN/A4.86%
6 monthsN/A17.50%
1 yearN/A27.37%
5 years (annualized)N/A13.14%
10 years (annualized)N/A10.90%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20235.27%-0.28%1.20%-0.02%1.91%3.31%2.29%-0.67%-0.72%-2.87%5.44%18.79%
2022-7.49%-2.27%4.80%-4.14%-2.94%-4.84%8.11%0.33%-4.10%1.34%0.57%-3.11%-13.84%
20214.51%2.01%1.82%8.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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


EABG.L
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.005.0010.0015.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.009.57

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Lyxor Net Zero 2050 S&P World Climate PAB (DR) UCITS ETF - Acc. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.40Fri 17Nov 19Tue 21Thu 23Sat 25Mon 27Wed 29DecemberDec 03Tue 05Thu 07Sat 09Mon 11Wed 13
1.25
0.91
EABG.L (Lyxor Net Zero 2050 S&P World Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor Net Zero 2050 S&P World 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.


-2.00%-1.50%-1.00%-0.50%0.00%Fri 17Nov 19Tue 21Thu 23Sat 25Mon 27Wed 29DecemberDec 03Tue 05Thu 07Sat 09Mon 11Wed 13
-0.31%
-0.15%
EABG.L (Lyxor Net Zero 2050 S&P World 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 World 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 World Climate PAB (DR) UCITS ETF - Acc was 20.03%, occurring on Jun 16, 2022. Recovery took 373 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.03%Dec 10, 2021127Jun 16, 2022373Dec 6, 2023500
-3.33%Nov 17, 202113Dec 3, 20213Dec 8, 202116
-0.73%Nov 8, 20212Nov 9, 20213Nov 12, 20215
-0.41%Nov 3, 20211Nov 3, 20211Nov 4, 20212
-0.31%Dec 14, 20231Dec 14, 2023

Volatility

Volatility Chart

The current Lyxor Net Zero 2050 S&P World Climate PAB (DR) UCITS ETF - Acc volatility is 1.80%, 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%Fri 17Nov 19Tue 21Thu 23Sat 25Mon 27Wed 29DecemberDec 03Tue 05Thu 07Sat 09Mon 11Wed 13
1.80%
3.41%
EABG.L (Lyxor Net Zero 2050 S&P World Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)