F500.DE vs. ZPA5.DE
F500.DE (Amundi S&P 500 ESG UCITS ETF Acc) and ZPA5.DE (Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc) are both exchange-traded funds - F500.DE is a S&P 500 fund tracking the S&P 500 ESG+, while ZPA5.DE is a ESG fund tracking the S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. Both are passively managed. Over the past year, F500.DE returned 24.83% vs 18.63% for ZPA5.DE. Their correlation of 0.95 suggests significant overlap in exposure. F500.DE charges 0.12%/yr vs 0.07%/yr for ZPA5.DE.
Performance
F500.DE vs. ZPA5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, F500.DE achieves a 11.72% return, which is significantly higher than ZPA5.DE's 9.01% return.
F500.DE
- 1D
- 0.61%
- 1M
- -0.56%
- 6M
- 11.53%
- YTD
- 11.72%
- 1Y
- 24.83%
- 3Y*
- 18.15%
- 5Y*
- 14.13%
- 10Y*
- —
- ALL TIME*
- 14.79%
ZPA5.DE
- 1D
- 0.00%
- 1M
- 0.37%
- 6M
- 9.80%
- YTD
- 9.01%
- 1Y
- 18.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.60%
F500.DE vs. ZPA5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 11.72% | 5.41% | 31.71% | 3.78% |
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 9.01% | 2.76% | 34.10% | 4.52% |
Correlation
The correlation between F500.DE and ZPA5.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2023 | 0.95 |
The correlation between F500.DE and ZPA5.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
F500.DE vs. ZPA5.DE — Risk / Return Rank
F500.DE
ZPA5.DE
F500.DE vs. ZPA5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| F500.DE | ZPA5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.27 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 0.91 | +2.46 |
| Martin ratioReturn relative to average drawdown | 12.92 | 1.65 | +11.27 |
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Drawdowns
F500.DE vs. ZPA5.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, which is greater than ZPA5.DE's maximum drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for F500.DE and ZPA5.DE.
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Drawdown Indicators
| F500.DE | ZPA5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -23.13% | -10.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -20.40% | +13.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | — | — |
Current DrawdownCurrent decline from peak | -1.27% | -5.73% | +4.46% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -6.36% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 11.31% | -9.39% |
Volatility
F500.DE vs. ZPA5.DE - Volatility Comparison
The current volatility for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) is 2.89%, while Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) has a volatility of 3.08%. This indicates that F500.DE experiences smaller price fluctuations and is considered to be less risky than ZPA5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F500.DE | ZPA5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 3.08% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.06% | 8.26% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 24.44% | -12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 19.71% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 19.71% | -2.79% |
F500.DE vs. ZPA5.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is higher than ZPA5.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
F500.DE vs. ZPA5.DE - Dividend Comparison
Neither F500.DE nor ZPA5.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, F500.DE and ZPA5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZPA5.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPA5.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for F500.DE.
F500.DE is categorized as S&P 500, while ZPA5.DE is ESG. F500.DE tracks S&P 500 ESG+, while ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. Their fees differ too: 0.12% for F500.DE and 0.07% for ZPA5.DE.
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