ZPA5.DE vs. LYP6.DE
ZPA5.DE (Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) 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 LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, ZPA5.DE returned 13.96%/yr vs 9.75%/yr for LYP6.DE. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
ZPA5.DE vs. LYP6.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 higher than LYP6.DE's 7.48% 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*
- —
LYP6.DE
- 1D
- 0.57%
- 1M
- 0.92%
- YTD
- 7.48%
- 6M
- 10.12%
- 1Y
- 16.32%
- 3Y*
- 13.98%
- 5Y*
- 9.75%
- 10Y*
- —
ZPA5.DE vs. LYP6.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% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 7.48% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | 8.24% |
Correlation
The correlation between ZPA5.DE and LYP6.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2020 | 0.65 |
The correlation between ZPA5.DE and LYP6.DE has been stable across timeframes, ranging from 0.55 to 0.65 - a consistent structural relationship.
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Return for Risk
ZPA5.DE vs. LYP6.DE — Risk / Return Rank
ZPA5.DE
LYP6.DE
ZPA5.DE vs. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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 | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.74 | +0.47 |
| Martin ratioReturn relative to average drawdown | 7.40 | 6.63 | +0.77 |
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 | LYP6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.28 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.67 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.56 | +0.45 |
Drawdowns
ZPA5.DE vs. LYP6.DE - Drawdown Comparison
The maximum ZPA5.DE drawdown since its inception was -23.13%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for ZPA5.DE and LYP6.DE.
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Drawdown Indicators
| ZPA5.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.13% | -35.51% | +12.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -9.45% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.13% | -16.26% | -6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -20.71% | -2.42% |
Current DrawdownCurrent decline from peak | -0.31% | -1.62% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -4.84% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.49% | +0.28% |
Volatility
ZPA5.DE vs. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that ZPA5.DE experiences smaller price fluctuations and is considered to be less risky than LYP6.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 | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 4.35% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 10.65% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 12.90% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 14.41% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 15.86% | +0.07% |
ZPA5.DE vs. LYP6.DE - Expense Ratio Comparison
Both ZPA5.DE and LYP6.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ZPA5.DE vs. LYP6.DE - Dividend Comparison
Neither ZPA5.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPA5.DE and LYP6.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ZPA5.DE and LYP6.DE have the same expense ratio: 0.07% per year.
ZPA5.DE is categorized as S&P 500, while LYP6.DE is Europe Equities. ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+, while LYP6.DE tracks STOXX® Europe 600.
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