Increasing the collective contribution of protected areas toward preventing species extinctions requires the strategic allocation of management efforts.

Climate is one of the main factors driving species distributions and global biodiversity patterns.Obtaining accurate predictions of species' range shifts in response to ongoing climate change has thus become a key issue in ecology and conservation. Correlative species distribution models (cSDMs) have become a prominent tool to this aim in the last decade and have demonstrated good predictive abilities with current conditions, irrespective of the studied taxon. However, cSDMs rely on statistical association between species' presence and environmental conditions and have rarely been challenged on their actual capacity to reflect causal relationships between species and climate. In this study, we question whether cSDMs can accurately identify if climate and species distributions are causally linked, a prerequisite for accurate prediction of range shift in relation to climate change. We compared the performance of cSDMs in predicting the distributions of 132 European terrestrial species, chosen randomly within five taxonomic groups (three vertebrate groups and two plant groups), and of 1,320 virtual species whose distribution is causally fully independent from climate. We found that i) for real species, the performance of cSDMs varied principally with range size, rather than with taxonomic groups and ii) cSDMs did not predict the distributions of real species with a greater accuracy than the virtual ones. Our results unambiguously show that the high predictive power of cSDMs can be driven by spatial autocorrelation in climatic and distributional data and does not necessarily reflect causal relationships between climate and species distributions. Thus, high predictive performance of cSDMs does not ensure that they accurately depict the role of climate in shaping species distributions. Our findings therefore call for strong caution when using cSDMs to provide predictions on future range shifts in response to climate change.