JRZE.L vs. LOGS.DE
JRZE.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) are both exchange-traded funds - JRZE.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while LOGS.DE is a Energy Equities fund tracking the STOXX® Europe 600 Energy ESG+. Both are passively managed. Over the past 3 years, JRZE.L returned 15.69%/yr vs 24.73%/yr for LOGS.DE. At a 0.37 correlation, their price movements are largely independent. JRZE.L charges 0.25%/yr vs 0.30%/yr for LOGS.DE.
Performance
JRZE.L vs. LOGS.DE - Performance Comparison
Loading charts...
Different Trading Currencies
JRZE.L is traded in GBp, while LOGS.DE is traded in EUR. To make them comparable, the LOGS.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRZE.L achieves a 8.11% return, which is significantly lower than LOGS.DE's 30.27% return.
JRZE.L
- 1D
- 0.42%
- 1M
- 4.70%
- YTD
- 8.11%
- 6M
- 9.51%
- 1Y
- 21.36%
- 3Y*
- 15.69%
- 5Y*
- —
- 10Y*
- —
LOGS.DE
- 1D
- -0.80%
- 1M
- -4.47%
- YTD
- 30.27%
- 6M
- 29.47%
- 1Y
- 68.69%
- 3Y*
- 24.73%
- 5Y*
- 21.65%
- 10Y*
- 13.23%
JRZE.L vs. LOGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRZE.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 8.11% | 29.94% | 3.35% | 17.82% | 5.89% |
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc | 30.27% | 52.01% | -6.34% | 0.15% | 13.30% |
Correlation
The correlation between JRZE.L and LOGS.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.37 |
Over the past year, the correlation between JRZE.L and LOGS.DE has dropped to 0.17 - well below their long-term average of 0.37, 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
JRZE.L vs. LOGS.DE — Risk / Return Rank
JRZE.L
LOGS.DE
JRZE.L vs. LOGS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L) 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.
| JRZE.L | LOGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.68 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 11.10 | -9.19 |
| Martin ratioReturn relative to average drawdown | 6.73 | 35.99 | -29.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JRZE.L | LOGS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 4.01 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.00 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.27 | +0.55 |
Drawdowns
JRZE.L vs. LOGS.DE - Drawdown Comparison
The maximum JRZE.L drawdown since its inception was -17.17%, smaller than the maximum LOGS.DE drawdown of -53.80%. Use the drawdown chart below to compare losses from any high point for JRZE.L and LOGS.DE.
Loading charts...
Drawdown Indicators
| JRZE.L | LOGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -53.80% | +36.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -6.15% | -4.94% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -19.72% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.80% | — |
Current DrawdownCurrent decline from peak | -0.07% | -4.47% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -13.85% | +8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.90% | +1.27% |
Volatility
JRZE.L vs. LOGS.DE - Volatility Comparison
The current volatility for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L) is 4.64%, while Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a volatility of 5.86%. This indicates that JRZE.L 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
| JRZE.L | LOGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 5.86% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 12.99% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 17.06% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.13% | 21.33% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 23.53% | -4.40% |
JRZE.L vs. LOGS.DE - Expense Ratio Comparison
JRZE.L has a 0.25% expense ratio, which is lower than LOGS.DE's 0.30% expense ratio.
Dividends
JRZE.L vs. LOGS.DE - Dividend Comparison
Neither JRZE.L nor LOGS.DE has paid dividends to shareholders.
Frequently Asked Questions
JRZE.L and LOGS.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRZE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRZE.L is cheaper with a 0.25% expense ratio, compared with 0.30% for LOGS.DE.
JRZE.L is categorized as Europe Equities, while LOGS.DE is Energy Equities. JRZE.L tracks MSCI EMU NR EUR, while LOGS.DE tracks STOXX® Europe 600 Energy ESG+. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.25% for JRZE.L and 0.30% for LOGS.DE.
Find the right allocation for JRZE.L 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