PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PABU.L vs. ETHO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PABU.LETHO

Correlation

-0.50.00.51.00.5

The correlation between PABU.L and ETHO 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

PABU.L vs. ETHO - 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%JuneJulyAugustSeptemberOctoberNovember0
7.63%
PABU.L
ETHO

Compare stocks, funds, or ETFs

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


PABU.L vs. ETHO - Expense Ratio Comparison

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

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

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


PABU.L
Sharpe ratio
The chart of Sharpe ratio for PABU.L, currently valued at 1.44, compared to the broader market0.002.004.006.001.44
Sortino ratio
The chart of Sortino ratio for PABU.L, currently valued at 5.88, compared to the broader market-2.000.002.004.006.008.0010.0012.005.88
Omega ratio
The chart of Omega ratio for PABU.L, currently valued at 6.78, compared to the broader market1.001.502.002.503.006.78
Calmar ratio
The chart of Calmar ratio for PABU.L, currently valued at 0.20, compared to the broader market0.005.0010.0015.000.20
Martin ratio
The chart of Martin ratio for PABU.L, currently valued at 93.72, compared to the broader market0.0020.0040.0060.0080.00100.00120.0093.72
ETHO
Sharpe ratio
The chart of Sharpe ratio for ETHO, currently valued at 1.44, compared to the broader market0.002.004.006.001.44
Sortino ratio
The chart of Sortino ratio for ETHO, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.0010.0012.002.03
Omega ratio
The chart of Omega ratio for ETHO, currently valued at 1.26, compared to the broader market1.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for ETHO, currently valued at 1.04, compared to the broader market0.005.0010.0015.001.04
Martin ratio
The chart of Martin ratio for ETHO, currently valued at 6.94, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.94

PABU.L vs. ETHO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.44
1.44
PABU.L
ETHO

Dividends

PABU.L vs. ETHO - Dividend Comparison

PABU.L has not paid dividends to shareholders, while ETHO's dividend yield for the trailing twelve months is around 1.13%.


TTM20232022202120202019201820172016
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%
ETHO
Etho Climate Leadership U.S. ETF
1.13%1.55%1.09%0.67%0.75%0.82%0.91%0.81%1.17%

Drawdowns

PABU.L vs. ETHO - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.71%
-3.40%
PABU.L
ETHO

Volatility

PABU.L vs. ETHO - Volatility Comparison

The current volatility for Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc (PABU.L) is 0.00%, while Etho Climate Leadership U.S. ETF (ETHO) has a volatility of 5.24%. This indicates that PABU.L experiences smaller price fluctuations and is considered to be less risky than ETHO 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%JuneJulyAugustSeptemberOctoberNovember0
5.24%
PABU.L
ETHO