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

Key characteristics


PABU.LIOO

Correlation

-0.50.00.51.00.5

The correlation between PABU.L and IOO is 0.48, 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. IOO - Performance Comparison

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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
9.05%
PABU.L
IOO

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. IOO - Expense Ratio Comparison

Both PABU.L and IOO have an expense ratio of 0.40%.


PABU.L
Lyxor Net Zero 2050 S&P 500 Climate PAB (DR) UCITS ETF - Acc
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%
Expense ratio chart for IOO: 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. IOO - 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 iShares Global 100 ETF (IOO). 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
IOO
Sharpe ratio
The chart of Sharpe ratio for IOO, currently valued at 2.30, compared to the broader market0.002.004.006.002.30
Sortino ratio
The chart of Sortino ratio for IOO, currently valued at 3.05, compared to the broader market-2.000.002.004.006.008.0010.0012.003.05
Omega ratio
The chart of Omega ratio for IOO, currently valued at 1.42, compared to the broader market1.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for IOO, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.80
Martin ratio
The chart of Martin ratio for IOO, currently valued at 11.62, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.62

PABU.L vs. IOO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.44
2.30
PABU.L
IOO

Dividends

PABU.L vs. IOO - Dividend Comparison

PABU.L has not paid dividends to shareholders, while IOO's dividend yield for the trailing twelve months is around 1.08%.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%0.00%
IOO
iShares Global 100 ETF
1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%3.52%2.37%

Drawdowns

PABU.L vs. IOO - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.71%
-1.26%
PABU.L
IOO

Volatility

PABU.L vs. IOO - 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 iShares Global 100 ETF (IOO) has a volatility of 3.86%. This indicates that PABU.L experiences smaller price fluctuations and is considered to be less risky than IOO 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
3.86%
PABU.L
IOO