EWLD.PA vs. LOGS.DE

Last updated Jun 27, 2026

EWLD.PA (Amundi MSCI World Swap UCITS ETF EUR Distributing) and LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) are both exchange-traded funds - EWLD.PA is a Global Equities fund tracking the MSCI World, while LOGS.DE is a Energy Equities fund tracking the STOXX® Europe 600 Energy ESG+. Both are passively managed. Over the past 10 years, EWLD.PA returned 12.86%/yr vs 11.39%/yr for LOGS.DE. A 0.52 correlation means they provide meaningful diversification when combined. EWLD.PA charges 0.38%/yr vs 0.30%/yr for LOGS.DE.

Performance

EWLD.PA vs. LOGS.DE - Performance Comparison

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

Returns By Period

In the year-to-date period, EWLD.PA achieves a 10.80% return, which is significantly lower than LOGS.DE's 21.70% return. Over the past 10 years, EWLD.PA has outperformed LOGS.DE with an annualized return of 12.86%, while LOGS.DE has yielded a comparatively lower 11.39% annualized return.

EWLD.PA

• 1D: -0.27%
• 1M: 0.63%
• YTD: 10.80%
• 6M: 10.77%
• 1Y: 23.93%
• 3Y*: 17.53%
• 5Y*: 11.87%
• 10Y*: 12.86%

LOGS.DE

• 1D: -1.82%
• 1M: -6.25%
• YTD: 21.70%
• 6M: 22.60%
• 1Y: 47.27%
• 3Y*: 22.69%
• 5Y*: 19.19%
• 10Y*: 11.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EWLD.PA vs. LOGS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EWLD.PA Amundi MSCI World Swap UCITS ETF EUR Distributing	10.80%	6.64%	26.85%	19.59%	-13.94%	32.44%	6.08%	29.42%	-4.49%	7.37%
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc	21.70%	44.49%	-2.07%	2.19%	28.95%	21.07%	-21.75%	11.25%	-0.78%	1.96%

Correlation

The correlation between EWLD.PA and LOGS.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since May 13, 2014	0.52

Over the past year, the correlation between EWLD.PA and LOGS.DE has dropped to 0.25 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

Return for Risk

EWLD.PA vs. LOGS.DE — Risk / Return Rank

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

EWLD.PA

EWLD.PA Risk / Return Rank: 78
EWLD.PA Sharpe Ratio Rank: 77
EWLD.PA Sortino Ratio Rank: 76
EWLD.PA Omega Ratio Rank: 77
EWLD.PA Calmar Ratio Rank: 79
EWLD.PA Martin Ratio Rank: 82

LOGS.DE

LOGS.DE Risk / Return Rank: 87
LOGS.DE Sharpe Ratio Rank: 91
LOGS.DE Sortino Ratio Rank: 86
LOGS.DE Omega Ratio Rank: 86
LOGS.DE Calmar Ratio Rank: 85
LOGS.DE Martin Ratio Rank: 90

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.

EWLD.PA vs. LOGS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EWLD.PA	LOGS.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.09	2.64	-0.55
Sortino ratio: Return per unit of downside risk	2.92	3.33	-0.41
Omega ratio: Gain probability vs. loss probability	1.39	1.44	-0.06
Calmar ratio: Return relative to maximum drawdown	3.55	4.03	-0.48
Martin ratio: Return relative to average drawdown	14.04	17.54	-3.50

EWLD.PA vs. LOGS.DE - Sharpe Ratio Comparison

The current EWLD.PA Sharpe Ratio is 2.09, which is comparable to the LOGS.DE Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of EWLD.PA 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.

Drawdowns

EWLD.PA vs. LOGS.DE - Drawdown Comparison

The maximum EWLD.PA drawdown since its inception was -33.75%, smaller than the maximum LOGS.DE drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for EWLD.PA and LOGS.DE.

Drawdown Indicators

	EWLD.PA	LOGS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.75%	-56.41%	+22.66%
Max Drawdown (1Y) Largest decline over 1 year	-6.65%	-11.66%	+5.01%
Max Drawdown (3Y) Largest decline over 3 years	-21.69%	-21.16%	-0.53%
Max Drawdown (5Y) Largest decline over 5 years	-21.69%	-21.16%	-0.53%
Max Drawdown (10Y) Largest decline over 10 years	-33.75%	-56.41%	+22.66%
Current Drawdown Current decline from peak	-1.07%	-11.66%	+10.59%
Average Drawdown Average peak-to-trough decline	-4.52%	-18.94%	+14.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.69%	2.69%	-1.00%

Volatility

EWLD.PA vs. LOGS.DE - Volatility Comparison

The current volatility for Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) is 3.05%, while Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a volatility of 6.02%. This indicates that EWLD.PA 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.

Volatility by Period

	EWLD.PA	LOGS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.05%	6.02%	-2.97%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	14.26%	-6.22%
Volatility (1Y) Calculated over the trailing 1-year period	11.30%	17.83%	-6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.15%	21.77%	-7.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.05%	23.95%	-8.90%

EWLD.PA vs. LOGS.DE - Expense Ratio Comparison

EWLD.PA has a 0.38% expense ratio, which is higher than LOGS.DE's 0.30% expense ratio.

Dividends

EWLD.PA vs. LOGS.DE - Dividend Comparison

EWLD.PA's dividend yield for the trailing twelve months is around 1.05%, while LOGS.DE has not paid dividends to shareholders.

Position	TTM	2025	2024
EWLD.PA Amundi MSCI World Swap UCITS ETF EUR Distributing	1.05%	1.17%	0.61%
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EWLD.PA and LOGS.DE in my portfolio?

EWLD.PA and LOGS.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EWLD.PA or LOGS.DE?

On fees, LOGS.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EWLD.PA or LOGS.DE?

LOGS.DE is cheaper with a 0.30% expense ratio, compared with 0.38% for EWLD.PA.

What is the main difference between EWLD.PA and LOGS.DE?

EWLD.PA is categorized as Global Equities, while LOGS.DE is Energy Equities. EWLD.PA tracks MSCI World, while LOGS.DE tracks STOXX® Europe 600 Energy ESG+. Their fees differ too: 0.38% for EWLD.PA and 0.30% for LOGS.DE.