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ZPAB.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPAB.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc (ZPAB.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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, ZPAB.DE achieves a 6.68% return, which is significantly lower than LYP6.DE's 7.48% 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*

LYP6.DE

1D
0.57%
1M
0.92%
YTD
7.48%
6M
10.12%
1Y
16.32%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPAB.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%15.97%-10.40%24.81%8.17%

Correlation

The correlation between ZPAB.DE and LYP6.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 (3Y)
Calculated over the trailing 3-year period

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2020

0.94

The correlation between ZPAB.DE and LYP6.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

ZPAB.DE vs. LYP6.DE — Risk / Return Rank

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

ZPAB.DE
ZPAB.DE Risk / Return Rank: 2727
Overall Rank
ZPAB.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ZPAB.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ZPAB.DE Omega Ratio Rank: 2525
Omega Ratio Rank
ZPAB.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
ZPAB.DE Martin Ratio Rank: 3131
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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.

ZPAB.DE vs. LYP6.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 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.


ZPAB.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.08

Calmar ratioReturn relative to maximum drawdown

1.25

1.74

-0.50

Martin ratioReturn relative to average drawdown

4.35

6.63

-2.28

ZPAB.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current ZPAB.DE Sharpe Ratio is 0.87, which is lower than the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of ZPAB.DE and LYP6.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


ZPAB.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.28

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.67

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.56

+0.18

Drawdowns

ZPAB.DE vs. LYP6.DE - Drawdown Comparison

The maximum ZPAB.DE drawdown since its inception was -28.68%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for ZPAB.DE and LYP6.DE.


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Drawdown Indicators


ZPAB.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.68%

-35.51%

+6.83%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-9.45%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-16.26%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

-20.71%

-7.97%

Current Drawdown

Current decline from peak

-0.10%

-1.62%

+1.52%

Average Drawdown

Average peak-to-trough decline

-5.75%

-4.84%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.49%

+0.72%

Volatility

ZPAB.DE vs. LYP6.DE - Volatility Comparison

Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc (ZPAB.DE) has a higher volatility of 5.16% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.35%. This indicates that ZPAB.DE's price experiences larger fluctuations and is considered to be riskier 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


ZPAB.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

4.35%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.16%

10.65%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

12.90%

+3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.10%

14.41%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

15.86%

+1.11%

ZPAB.DE vs. LYP6.DE - Expense Ratio Comparison

ZPAB.DE has a 0.20% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ZPAB.DE vs. LYP6.DE - Dividend Comparison

Neither ZPAB.DE nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, ZPAB.DE and LYP6.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, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for ZPAB.DE.

ZPAB.DE tracks S&P Eurozone LargeMidCap Paris-Aligned Climate, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.20% for ZPAB.DE and 0.07% for LYP6.DE.

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