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Amundi STOXX Europe 600 Energy ESG Screened UCITS ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1834988278
WKNLYX02P
IssuerAmundi
Inception DateOct 25, 2006
CategoryEnergy Equities
Index TrackedSTOXX® Europe 600 Energy ESG+
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

LOGS.DE has a high expense ratio of 0.30%, indicating higher-than-average management fees.


Expense ratio chart for LOGS.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
71.31%
334.62%
LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc had a return of 5.91% year-to-date (YTD) and 9.36% in the last 12 months. Over the past 10 years, Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc had an annualized return of 4.27%, while the S&P 500 had an annualized return of 10.71%, indicating that Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.91%8.76%
1 month-1.01%-0.28%
6 months11.88%18.36%
1 year9.36%25.94%
5 years (annualized)6.42%12.51%
10 years (annualized)4.27%10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.57%-0.89%5.82%1.21%
2023-5.39%4.65%0.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LOGS.DE is 34, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of LOGS.DE is 3434
LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc)
The Sharpe Ratio Rank of LOGS.DE is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of LOGS.DE is 2828Sortino Ratio Rank
The Omega Ratio Rank of LOGS.DE is 2828Omega Ratio Rank
The Calmar Ratio Rank of LOGS.DE is 4949Calmar Ratio Rank
The Martin Ratio Rank of LOGS.DE is 3939Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LOGS.DE
Sharpe ratio
The chart of Sharpe ratio for LOGS.DE, currently valued at 0.55, compared to the broader market0.002.004.000.55
Sortino ratio
The chart of Sortino ratio for LOGS.DE, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.86
Omega ratio
The chart of Omega ratio for LOGS.DE, currently valued at 1.10, compared to the broader market0.501.001.502.002.501.10
Calmar ratio
The chart of Calmar ratio for LOGS.DE, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.0012.000.76
Martin ratio
The chart of Martin ratio for LOGS.DE, currently valued at 2.53, compared to the broader market0.0020.0040.0060.0080.002.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.008.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.40, compared to the broader market0.0020.0040.0060.0080.008.40

Sharpe Ratio

The current Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc Sharpe ratio is 0.55. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.55
2.56
LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.27%
-1.11%
LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc was 56.42%, occurring on Mar 18, 2020. Recovery took 498 trading sessions.

The current Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc drawdown is 2.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.42%Oct 2, 2018323Mar 18, 2020498Mar 8, 2022821
-47.78%Jul 16, 2007280Mar 3, 20091188Jun 20, 20141468
-36.89%Jun 25, 2014391Jan 20, 2016406Nov 7, 2017797
-18.36%Jun 9, 202226Jul 14, 202281Nov 4, 2022107
-12.76%Feb 17, 202326Mar 24, 2023255Mar 25, 2024281

Volatility

Volatility Chart

The current Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc volatility is 4.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.51%
3.60%
LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc)
Benchmark (^GSPC)