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Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2198883410
IssuerAmundi
Inception DateJul 15, 2020
CategoryLarge Cap Blend Equities
Leveraged1x
Index TrackedRussell 1000 TR USD
Asset ClassEquity

Expense Ratio

PABU.L features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for PABU.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: PABU.L vs. ETHO, PABU.L vs. QCLN, PABU.L vs. GRID, PABU.L vs. IOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lyxor Net Zero 2050 S&P 500 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.


PABU.L (Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A20.10%
1 monthN/A-0.39%
6 monthsN/A11.72%
1 yearN/A31.44%
5 years (annualized)N/A13.30%
10 years (annualized)N/A10.96%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20236.94%-1.49%2.96%1.33%1.56%6.69%3.41%-1.06%-4.94%-3.22%23.70%
2022-8.39%-2.50%4.11%-8.87%-2.89%-7.55%8.81%-3.59%-7.99%5.74%2.63%-3.32%-22.97%
2021-0.17%2.70%4.26%5.94%0.64%2.92%3.23%3.83%-4.32%5.67%0.03%4.68%33.08%
20200.95%8.21%-3.57%-2.72%10.05%3.60%16.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc (PABU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PABU.L
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market-2.000.002.004.006.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market0.005.0010.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.003.501.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.0015.0020.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.62

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Lyxor Net Zero 2050 S&P 500 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 Ratio
PABU.L (Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor Net Zero 2050 S&P 500 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.


PABU.L (Lyxor Net Zero 2050 S&P 500 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 500 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 500 Climate PAB (DR) UCITS ETF - Acc was 28.05%, occurring on Oct 12, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.05%Jan 4, 2022195Oct 12, 2022
-9.22%Sep 3, 202013Sep 21, 202033Nov 5, 202046
-6.49%Sep 7, 202120Oct 4, 202116Oct 26, 202136
-5.6%Feb 16, 202114Mar 5, 20219Mar 18, 202123
-4.34%Nov 23, 20219Dec 3, 202114Dec 23, 202123

Volatility

Volatility Chart

The current Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc volatility is 3.89%, 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.


PABU.L (Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc)
Benchmark (^GSPC)