Net zero greenhouse gas targets have become a central element for climate action. However, most company and government pledges focus on the year that net zero is reached, with limited awareness of how critical the emissions pathway is in determining the climate outcome in both the near- and long-term. Here we show that different pathways of carbon dioxide and methane-the most prominent long-lived and short-lived greenhouse gases, respectively-can lead to nearly 0.4 °C of warming difference in midcentury and potential overshoot of the 2 °C target, even if they technically reach global net zero greenhouse gas emissions in 2050. While all paths achieve the Paris Agreement temperature goals in the long-term, there is still a 0.2 °C difference by end-of-century. We find that early action to reduce both emissions of carbon dioxide and methane simultaneously leads to the best climate outcomes over all timescales. We therefore recommend that companies and countries supplement net zero targets with a two-basket set of interim milestones to ensure that early action is taken for both carbon dioxide and methane. A one-basket approach, such as the standard format for Nationally Determined Contributions, is not sufficient because it can lead to a delay in methane mitigation.