Using high-quality observed period-luminosity relations in both Magellanic Clouds in VIJHKs bands and optical and near-infrared Wesenheit indices we determine the effect of metallicity on Cepheid P-L relations by comparing the relative distance between LMC and SMC as determined from the Cepheids to the distance difference between the Clouds which has been derived with very high accuracy from late-type eclipsing binary systems. Within an uncertainty of 3% which is dominated by the uncertainty on the mean metallicity difference between the Cepheid populations in LMC and SMC we find metallicity effects smaller than 2% in all bands and in the Wesenheit indices, consistent with a zero metallicity effect. This result is valid for the metallicity range from -0.35 dex to -0.75 dex corresponding to the mean [Fe/H] values for classical Cepheids in LMC and SMC, respectively. Yet most Cepheids in galaxies beyond the Local Group and located in the less crowded outer regions of these galaxies do fall into this metallicity regime, making our result important for applications to determine the distances to spiral galaxies well beyond the Local Group. Our result supports previous findings which indicated a very small metallicity effect on the near-infrared absolute magnitudes of classical Cepheids, and resolves the dispute about the size and sign of the metallicity effect in the optical spectral range. It also resolves one of the most pressing problems in the quest towards a measurement of the Hubble constant with an accuracy of 1% from the Cepheid-supernova Ia method.
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