ZA30.DE vs. AIUT.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and AIUT.DE (BNP Paribas Easy II MSCI USA PAB UCITS ETF USD Acc) are both exchange-traded funds - ZA30.DE is a S&P 500 fund tracking the S&P 500 ESG, while AIUT.DE is a ESG fund tracking the MSCI USA Climate Paris Aligned Index. Both are passively managed. Over the past year, ZA30.DE returned 28.45% vs 23.70% for AIUT.DE. Their correlation of 0.94 suggests significant overlap in exposure. ZA30.DE charges 0.07%/yr vs 0.13%/yr for AIUT.DE.
Performance
ZA30.DE vs. AIUT.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ZA30.DE having a 11.16% return and AIUT.DE slightly higher at 11.57%.
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
AIUT.DE
- 1D
- -0.01%
- 1M
- 7.35%
- YTD
- 11.57%
- 6M
- 10.76%
- 1Y
- 23.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZA30.DE vs. AIUT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 3.99% |
AIUT.DE BNP Paribas Easy II MSCI USA PAB UCITS ETF USD Acc | 11.57% | 1.03% | 31.84% | 5.33% |
Correlation
The correlation between ZA30.DE and AIUT.DE is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2023 | 0.94 |
The correlation between ZA30.DE and AIUT.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
ZA30.DE vs. AIUT.DE — Risk / Return Rank
ZA30.DE
AIUT.DE
ZA30.DE vs. AIUT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) and BNP Paribas Easy II MSCI USA PAB UCITS ETF USD Acc (AIUT.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.
| ZA30.DE | AIUT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.33 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.11 | +2.01 |
| Martin ratioReturn relative to average drawdown | 15.63 | 6.23 | +9.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZA30.DE | AIUT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.82 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 1.24 | -0.06 |
Drawdowns
ZA30.DE vs. AIUT.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum AIUT.DE drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and AIUT.DE.
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Drawdown Indicators
| ZA30.DE | AIUT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -25.11% | +1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -11.30% | +4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -4.23% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 3.83% | -2.00% |
Volatility
ZA30.DE vs. AIUT.DE - Volatility Comparison
The current volatility for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) is 2.73%, while BNP Paribas Easy II MSCI USA PAB UCITS ETF USD Acc (AIUT.DE) has a volatility of 3.37%. This indicates that ZA30.DE experiences smaller price fluctuations and is considered to be less risky than AIUT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZA30.DE | AIUT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.37% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 8.85% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 13.08% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 15.75% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 15.75% | -1.37% |
ZA30.DE vs. AIUT.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than AIUT.DE's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ZA30.DE vs. AIUT.DE - Dividend Comparison
Neither ZA30.DE nor AIUT.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, ZA30.DE and AIUT.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, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.13% for AIUT.DE.
ZA30.DE is categorized as S&P 500, while AIUT.DE is ESG. ZA30.DE tracks S&P 500 ESG, while AIUT.DE tracks MSCI USA Climate Paris Aligned Index. They also come from different issuers: iShares and BNP Paribas Easy. Their fees differ too: 0.07% for ZA30.DE and 0.13% for AIUT.DE.
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