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

Performance

ZPAB.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
ZPAB.DE
Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc
-2.54%22.02%13.92%22.06%-17.12%24.77%11.10%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
8.93%28.58%2.39%15.07%0.05%18.73%6.60%

Returns By Period

In the year-to-date period, ZPAB.DE achieves a -2.54% return, which is significantly lower than WTEE.DE's 8.93% return.


ZPAB.DE

1D
3.00%
1M
-1.29%
YTD
-2.54%
6M
-0.56%
1Y
9.83%
3Y*
13.33%
5Y*
9.22%
10Y*

WTEE.DE

1D
1.34%
1M
2.10%
YTD
8.93%
6M
15.40%
1Y
24.93%
3Y*
16.03%
5Y*
12.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ZPAB.DE has a 0.20% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.


Return for Risk

ZPAB.DE vs. WTEE.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: 2828
Overall Rank
ZPAB.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ZPAB.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
ZPAB.DE Omega Ratio Rank: 2626
Omega Ratio Rank
ZPAB.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
ZPAB.DE Martin Ratio Rank: 3131
Martin Ratio Rank

WTEE.DE
WTEE.DE Risk / Return Rank: 8787
Overall Rank
WTEE.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 9494
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. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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.DEWTEE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.55

1.69

-1.14

Sortino ratio

Return per unit of downside risk

0.85

2.12

-1.27

Omega ratio

Gain probability vs. loss probability

1.11

1.35

-0.24

Calmar ratio

Return relative to maximum drawdown

0.88

4.38

-3.50

Martin ratio

Return relative to average drawdown

3.15

16.20

-13.05

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

The current ZPAB.DE Sharpe Ratio is 0.55, which is lower than the WTEE.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ZPAB.DE and WTEE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPAB.DEWTEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.69

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.90

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.03

-0.36

Correlation

The correlation between ZPAB.DE and WTEE.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ZPAB.DE vs. WTEE.DE - Dividend Comparison

ZPAB.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.81%.


TTM20252024202320222021
ZPAB.DE
Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
4.81%5.37%6.81%5.61%5.35%4.64%

Drawdowns

ZPAB.DE vs. WTEE.DE - Drawdown Comparison

The maximum ZPAB.DE drawdown since its inception was -28.68%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for ZPAB.DE and WTEE.DE.


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Drawdown Indicators


ZPAB.DEWTEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.68%

-16.45%

-12.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-9.73%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

-16.45%

-12.23%

Current Drawdown

Current decline from peak

-7.31%

-2.51%

-4.80%

Average Drawdown

Average peak-to-trough decline

-5.83%

-2.70%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

1.83%

+1.29%

Volatility

ZPAB.DE vs. WTEE.DE - Volatility Comparison

Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc (ZPAB.DE) has a higher volatility of 6.84% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 4.54%. This indicates that ZPAB.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.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.DEWTEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

4.54%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

8.16%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

14.68%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

14.92%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

15.41%

+1.38%