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ZPA5.DE vs. V3YA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPA5.DE vs. V3YA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) and Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZPA5.DE achieves a 8.84% return, which is significantly lower than V3YA.DE's 11.25% return.


ZPA5.DE

1D
0.00%
1M
1.23%
YTD
8.84%
6M
9.20%
1Y
21.36%
3Y*
5Y*
10Y*

V3YA.DE

1D
0.00%
1M
1.47%
YTD
11.25%
6M
11.67%
1Y
25.74%
3Y*
19.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPA5.DE vs. V3YA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ZPA5.DE
Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc
8.84%2.76%34.10%4.52%
V3YA.DE
Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating
11.25%4.20%31.35%5.72%

Correlation

The correlation between ZPA5.DE and V3YA.DE is 0.94, 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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2023

0.95

The correlation between ZPA5.DE and V3YA.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

ZPA5.DE vs. V3YA.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: 3030
Overall Rank
ZPA5.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ZPA5.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
ZPA5.DE Omega Ratio Rank: 5555
Omega Ratio Rank
ZPA5.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
ZPA5.DE Martin Ratio Rank: 1818
Martin Ratio Rank

V3YA.DE
V3YA.DE Risk / Return Rank: 6565
Overall Rank
V3YA.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
V3YA.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
V3YA.DE Omega Ratio Rank: 6767
Omega Ratio Rank
V3YA.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
V3YA.DE Martin Ratio Rank: 6161
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. V3YA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) and Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZPA5.DEV3YA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

1.05

2.71

-1.66

Martin ratioReturn relative to average drawdown

1.90

9.66

-7.76

ZPA5.DE vs. V3YA.DE - Sharpe Ratio Comparison

The current ZPA5.DE Sharpe Ratio is 0.87, which is lower than the V3YA.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ZPA5.DE and V3YA.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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Drawdowns

ZPA5.DE vs. V3YA.DE - Drawdown Comparison

The maximum ZPA5.DE drawdown since its inception was -23.13%, smaller than the maximum V3YA.DE drawdown of -24.84%. Use the drawdown chart below to compare losses from any high point for ZPA5.DE and V3YA.DE.


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Drawdown Indicators


ZPA5.DEV3YA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.13%

-24.84%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-20.40%

-9.60%

-10.80%

Max Drawdown (3Y)

Largest decline over 3 years

-24.84%

Current Drawdown

Current decline from peak

-5.88%

-0.28%

-5.60%

Average Drawdown

Average peak-to-trough decline

-6.38%

-5.24%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

2.68%

+8.54%

Volatility

ZPA5.DE vs. V3YA.DE - Volatility Comparison

The current volatility for Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) is 3.33%, while Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) has a volatility of 3.65%. This indicates that ZPA5.DE experiences smaller price fluctuations and is considered to be less risky than V3YA.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.DEV3YA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

3.65%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

9.30%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

24.49%

13.32%

+11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.89%

15.61%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

15.61%

+4.28%

ZPA5.DE vs. V3YA.DE - Expense Ratio Comparison

ZPA5.DE has a 0.07% expense ratio, which is lower than V3YA.DE's 0.12% 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. V3YA.DE - Dividend Comparison

Neither ZPA5.DE nor V3YA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, ZPA5.DE and V3YA.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, 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 0.12% for V3YA.DE.

ZPA5.DE is categorized as ESG, while V3YA.DE is Large Cap Blend Equities. ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index, while V3YA.DE tracks FTSE North America All Cap Choice Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.07% for ZPA5.DE and 0.12% for V3YA.DE.

Portfolio Optimizer

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