PortfoliosLab logoPortfoliosLab logo
AMEL.DE vs. LOGS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEL.DE vs. LOGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) and Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AMEL.DE achieves a 10.83% return, which is significantly lower than LOGS.DE's 31.31% return. Over the past 10 years, AMEL.DE has underperformed LOGS.DE with an annualized return of 7.43%, while LOGS.DE has yielded a comparatively higher 12.14% annualized return.


AMEL.DE

1D
-0.86%
1M
-7.22%
YTD
10.83%
6M
8.65%
1Y
34.54%
3Y*
10.77%
5Y*
9.48%
10Y*
7.43%

LOGS.DE

1D
-0.93%
1M
-4.69%
YTD
31.31%
6M
30.73%
1Y
64.25%
3Y*
24.55%
5Y*
21.48%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEL.DE vs. LOGS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
10.83%38.06%-22.22%28.09%16.34%-3.21%-21.29%20.69%-3.27%8.15%
LOGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc
31.31%44.49%-2.07%2.19%28.95%21.06%-21.75%4.34%5.49%2.29%

Correlation

The correlation between AMEL.DE and LOGS.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2011

0.50

Over the past year, the correlation between AMEL.DE and LOGS.DE has dropped to 0.27 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

AMEL.DE vs. LOGS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMEL.DE
AMEL.DE Risk / Return Rank: 5757
Overall Rank
AMEL.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMEL.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMEL.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMEL.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
AMEL.DE Martin Ratio Rank: 5656
Martin Ratio Rank

LOGS.DE
LOGS.DE Risk / Return Rank: 9494
Overall Rank
LOGS.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LOGS.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
LOGS.DE Omega Ratio Rank: 9292
Omega Ratio Rank
LOGS.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
LOGS.DE Martin Ratio Rank: 9696
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.

AMEL.DE vs. LOGS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) and Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.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.


AMEL.DELOGS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.33

1.62

-0.29

Calmar ratioReturn relative to maximum drawdown

3.16

9.83

-6.67

Martin ratioReturn relative to average drawdown

9.66

34.29

-24.63

AMEL.DE vs. LOGS.DE - Sharpe Ratio Comparison

The current AMEL.DE Sharpe Ratio is 1.90, which is lower than the LOGS.DE Sharpe Ratio of 3.73. The chart below compares the historical Sharpe Ratios of AMEL.DE and LOGS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AMEL.DELOGS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

3.73

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.98

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.51

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.24

-0.12

Drawdowns

AMEL.DE vs. LOGS.DE - Drawdown Comparison

The maximum AMEL.DE drawdown since its inception was -52.69%, smaller than the maximum LOGS.DE drawdown of -56.42%. Use the drawdown chart below to compare losses from any high point for AMEL.DE and LOGS.DE.


Loading charts...

Drawdown Indicators


AMEL.DELOGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.69%

-56.42%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-6.50%

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-25.38%

-21.16%

-4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.38%

-21.16%

-4.22%

Max Drawdown (10Y)

Largest decline over 10 years

-51.31%

-56.42%

+5.11%

Current Drawdown

Current decline from peak

-10.86%

-4.69%

-6.17%

Average Drawdown

Average peak-to-trough decline

-17.89%

-15.22%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

1.87%

+1.70%

Volatility

AMEL.DE vs. LOGS.DE - Volatility Comparison

The current volatility for Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) is 5.32%, while Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a volatility of 6.06%. This indicates that AMEL.DE experiences smaller price fluctuations and is considered to be less risky than LOGS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AMEL.DELOGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

6.06%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

13.34%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

17.18%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

21.72%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.27%

24.09%

+1.18%

AMEL.DE vs. LOGS.DE - Expense Ratio Comparison

AMEL.DE has a 0.20% expense ratio, which is lower than LOGS.DE's 0.30% expense ratio.


Dividends

AMEL.DE vs. LOGS.DE - Dividend Comparison

Neither AMEL.DE nor LOGS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMEL.DE and LOGS.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMEL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEL.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LOGS.DE.

AMEL.DE is categorized as Latin America Equities, while LOGS.DE is Energy Equities. AMEL.DE tracks MSCI Emerging Markets Latin America, while LOGS.DE tracks STOXX® Europe 600 Energy ESG+. Their fees differ too: 0.20% for AMEL.DE and 0.30% for LOGS.DE.

Portfolio Optimizer

Find the right allocation for AMEL.DE and LOGS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer