ZPAB.DE vs. LSMC.DE
ZPAB.DE (Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - ZPAB.DE is a Europe Equities fund tracking the S&P Eurozone LargeMidCap Paris-Aligned Climate, 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, ZPAB.DE returned 9.80%/yr vs 36.20%/yr for LSMC.DE. A 0.56 correlation means they provide meaningful diversification when combined. ZPAB.DE charges 0.20%/yr vs 0.45%/yr for LSMC.DE.
Performance
ZPAB.DE vs. LSMC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPAB.DE achieves a 6.68% return, which is significantly lower than LSMC.DE's 63.83% return.
ZPAB.DE
- 1D
- 0.88%
- 1M
- 6.30%
- YTD
- 6.68%
- 6M
- 8.24%
- 1Y
- 13.99%
- 3Y*
- 16.18%
- 5Y*
- 9.80%
- 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%
ZPAB.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZPAB.DE Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc | 6.68% | 22.02% | 13.92% | 22.06% | -17.12% | 24.77% | 7.73% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 18.85% |
Correlation
The correlation between ZPAB.DE and LSMC.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2020 | 0.56 |
The correlation between ZPAB.DE and LSMC.DE has been stable across timeframes, ranging from 0.50 to 0.58 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPAB.DE vs. LSMC.DE — Risk / Return Rank
ZPAB.DE
LSMC.DE
ZPAB.DE vs. LSMC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc (ZPAB.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.
| ZPAB.DE | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.59 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 10.37 | -9.12 |
| Martin ratioReturn relative to average drawdown | 4.35 | 32.83 | -28.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPAB.DE | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 4.27 | -3.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 1.15 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.82 | -0.08 |
Drawdowns
ZPAB.DE vs. LSMC.DE - Drawdown Comparison
The maximum ZPAB.DE drawdown since its inception was -28.68%, smaller than the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for ZPAB.DE and LSMC.DE.
Loading charts...
Drawdown Indicators
| ZPAB.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.68% | -39.77% | +11.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.18% | -12.53% | +1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -36.22% | +19.96% |
Max Drawdown (5Y)Largest decline over 5 years | -28.68% | -39.77% | +11.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.77% | — |
Current DrawdownCurrent decline from peak | -0.10% | -3.34% | +3.24% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -9.37% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.96% | -0.75% |
Volatility
ZPAB.DE vs. LSMC.DE - Volatility Comparison
The current volatility for Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc (ZPAB.DE) is 5.16%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that ZPAB.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.
Loading charts...
Volatility by Period
| ZPAB.DE | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 11.23% | -6.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 22.18% | -9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 30.40% | -14.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 31.21% | -14.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 26.06% | -9.09% |
ZPAB.DE vs. LSMC.DE - Expense Ratio Comparison
ZPAB.DE has a 0.20% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
ZPAB.DE vs. LSMC.DE - Dividend Comparison
Neither ZPAB.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPAB.DE and LSMC.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPAB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPAB.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for LSMC.DE.
ZPAB.DE is categorized as Europe Equities, while LSMC.DE is Semiconductors. ZPAB.DE tracks S&P Eurozone LargeMidCap Paris-Aligned Climate, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Their fees differ too: 0.20% for ZPAB.DE and 0.45% for LSMC.DE.
Find the right allocation for ZPAB.DE and LSMC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer