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ZPA5.DE vs. IBCF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPA5.DE vs. IBCF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc (ZPA5.DE) and iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ZPA5.DE having a 8.46% return and IBCF.DE slightly higher at 8.84%.


ZPA5.DE

1D
0.07%
1M
5.23%
YTD
8.46%
6M
7.93%
1Y
20.41%
3Y*
17.74%
5Y*
13.96%
10Y*

IBCF.DE

1D
-0.02%
1M
3.14%
YTD
8.84%
6M
9.31%
1Y
24.23%
3Y*
19.50%
5Y*
11.10%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPA5.DE vs. IBCF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ZPA5.DE
Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc
8.46%2.76%34.10%25.83%-18.14%43.33%9.00%
IBCF.DE
iShares S&P 500 EUR Hedged UCITS ETF (Acc)
8.84%15.42%22.97%23.21%-21.83%28.51%14.14%

Correlation

The correlation between ZPA5.DE and IBCF.DE is 0.80, 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2020

0.84

The correlation between ZPA5.DE and IBCF.DE has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

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Return for Risk

ZPA5.DE vs. IBCF.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPA5.DE
ZPA5.DE Risk / Return Rank: 5050
Overall Rank
ZPA5.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ZPA5.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
ZPA5.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ZPA5.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
ZPA5.DE Martin Ratio Rank: 4646
Martin Ratio Rank

IBCF.DE
IBCF.DE Risk / Return Rank: 6464
Overall Rank
IBCF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBCF.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBCF.DE Omega Ratio Rank: 6363
Omega Ratio Rank
IBCF.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBCF.DE Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZPA5.DE vs. IBCF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc (ZPA5.DE) and iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.


ZPA5.DEIBCF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.21

2.81

-0.60

Martin ratioReturn relative to average drawdown

7.40

12.07

-4.68

ZPA5.DE vs. IBCF.DE - Sharpe Ratio Comparison

The current ZPA5.DE Sharpe Ratio is 1.77, which is comparable to the IBCF.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ZPA5.DE and IBCF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZPA5.DEIBCF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.08

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.69

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.72

+0.28

Drawdowns

ZPA5.DE vs. IBCF.DE - Drawdown Comparison

The maximum ZPA5.DE drawdown since its inception was -23.13%, smaller than the maximum IBCF.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for ZPA5.DE and IBCF.DE.


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Drawdown Indicators


ZPA5.DEIBCF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.13%

-35.06%

+11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-8.72%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-23.13%

-18.34%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.13%

-26.23%

+3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.06%

Current Drawdown

Current decline from peak

-0.31%

-0.55%

+0.24%

Average Drawdown

Average peak-to-trough decline

-5.02%

-4.41%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.04%

+0.73%

Volatility

ZPA5.DE vs. IBCF.DE - Volatility Comparison

The current volatility for Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc (ZPA5.DE) is 2.70%, while iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a volatility of 3.08%. This indicates that ZPA5.DE experiences smaller price fluctuations and is considered to be less risky than IBCF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPA5.DEIBCF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

3.08%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

8.63%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

11.79%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

16.02%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

16.34%

-0.41%

ZPA5.DE vs. IBCF.DE - Expense Ratio Comparison

ZPA5.DE has a 0.07% expense ratio, which is lower than IBCF.DE's 0.20% 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

ZPA5.DE vs. IBCF.DE - Dividend Comparison

Neither ZPA5.DE nor IBCF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPA5.DE and IBCF.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.20% for IBCF.DE.

ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+, while IBCF.DE tracks S&P 500 EUR Hedged Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for ZPA5.DE and 0.20% for IBCF.DE.

Portfolio Optimizer

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