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ETHO vs. PABU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ETHOPABU.L

Correlation

-0.50.00.51.00.5

The correlation between ETHO and PABU.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ETHO vs. PABU.L - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.49%
0
ETHO
PABU.L

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ETHO vs. PABU.L - Expense Ratio Comparison

ETHO has a 0.48% expense ratio, which is higher than PABU.L's 0.40% expense ratio.


ETHO
Etho Climate Leadership U.S. ETF
Expense ratio chart for ETHO: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
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%

Risk-Adjusted Performance

ETHO vs. PABU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Etho Climate Leadership U.S. ETF (ETHO) and Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc (PABU.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.


ETHO
Sharpe ratio
The chart of Sharpe ratio for ETHO, currently valued at 1.56, compared to the broader market-2.000.002.004.001.56
Sortino ratio
The chart of Sortino ratio for ETHO, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.0010.0012.002.19
Omega ratio
The chart of Omega ratio for ETHO, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for ETHO, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.13
Martin ratio
The chart of Martin ratio for ETHO, currently valued at 7.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.55
PABU.L
Sharpe ratio
The chart of Sharpe ratio for PABU.L, currently valued at 1.65, compared to the broader market-2.000.002.004.001.65
Sortino ratio
The chart of Sortino ratio for PABU.L, currently valued at 6.99, compared to the broader market-2.000.002.004.006.008.0010.0012.006.99
Omega ratio
The chart of Omega ratio for PABU.L, currently valued at 7.86, compared to the broader market1.001.502.002.503.007.86
Calmar ratio
The chart of Calmar ratio for PABU.L, currently valued at 0.24, compared to the broader market0.005.0010.0015.000.24
Martin ratio
The chart of Martin ratio for PABU.L, currently valued at 109.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.00109.45

ETHO vs. PABU.L - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.56
1.65
ETHO
PABU.L

Dividends

ETHO vs. PABU.L - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 1.12%, while PABU.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016
ETHO
Etho Climate Leadership U.S. ETF
1.12%1.55%1.09%0.67%0.75%0.82%0.91%0.81%1.17%
PABU.L
Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ETHO vs. PABU.L - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.33%
-4.71%
ETHO
PABU.L

Volatility

ETHO vs. PABU.L - Volatility Comparison

Etho Climate Leadership U.S. ETF (ETHO) has a higher volatility of 5.13% compared to Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc (PABU.L) at 0.00%. This indicates that ETHO's price experiences larger fluctuations and is considered to be riskier than PABU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.13%
0
ETHO
PABU.L