ZPA5.DE vs. LSMC.DE
ZPA5.DE (Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - ZPA5.DE is a S&P 500 fund tracking the S&P 500 Net Zero 2050 Paris-Aligned ESG+, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 5 years, ZPA5.DE returned 13.96%/yr vs 36.20%/yr for LSMC.DE. A 0.68 correlation means they provide meaningful diversification when combined. ZPA5.DE charges 0.07%/yr vs 0.45%/yr for LSMC.DE.
Performance
ZPA5.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPA5.DE achieves a 8.46% return, which is significantly lower than LSMC.DE's 63.83% return.
ZPA5.DE
- 1D
- 0.07%
- 1M
- 5.23%
- YTD
- 8.46%
- 6M
- 7.93%
- 1Y
- 20.41%
- 3Y*
- 17.74%
- 5Y*
- 13.96%
- 10Y*
- —
LSMC.DE
- 1D
- -3.34%
- 1M
- 12.86%
- YTD
- 63.83%
- 6M
- 63.41%
- 1Y
- 126.99%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
ZPA5.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 18.89% |
Correlation
The correlation between ZPA5.DE and LSMC.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2020 | 0.68 |
The correlation between ZPA5.DE and LSMC.DE has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.
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Return for Risk
ZPA5.DE vs. LSMC.DE — Risk / Return Rank
ZPA5.DE
LSMC.DE
ZPA5.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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.DE | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.59 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 10.37 | -8.16 |
| Martin ratioReturn relative to average drawdown | 7.40 | 32.83 | -25.43 |
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
| ZPA5.DE | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 4.27 | -2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.15 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.82 | +0.19 |
Drawdowns
ZPA5.DE vs. LSMC.DE - Drawdown Comparison
The maximum ZPA5.DE drawdown since its inception was -23.13%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for ZPA5.DE and LSMC.DE.
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Drawdown Indicators
| ZPA5.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.13% | -39.77% | +16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -12.53% | +3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -23.13% | -36.22% | +13.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -39.77% | +16.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.77% | — |
Current DrawdownCurrent decline from peak | -0.31% | -3.34% | +3.03% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -9.37% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 3.96% | -1.19% |
Volatility
ZPA5.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that ZPA5.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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.DE | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 11.23% | -8.53% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 22.18% | -14.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 30.40% | -18.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 31.21% | -15.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 26.06% | -10.13% |
ZPA5.DE vs. LSMC.DE - Expense Ratio Comparison
ZPA5.DE has a 0.07% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
ZPA5.DE vs. LSMC.DE - Dividend Comparison
Neither ZPA5.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPA5.DE and LSMC.DE have a correlation of 0.68, 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 0.45% for LSMC.DE.
ZPA5.DE is categorized as S&P 500, while LSMC.DE is Semiconductors. ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.07% for ZPA5.DE and 0.45% for LSMC.DE.
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