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LOG.MC vs. AMEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LOG.MC vs. AMEW.DE

Last updated Jul 21, 2026
Documentation

LOG.MC (Cia de Distribucion Integral) is a stock, while AMEW.DE (Amundi MSCI World UCITS ETF EUR) is Global Equities fund tracking the MSCI World. Over the past 10 years, LOG.MC returned 12.75%/yr vs 12.17%/yr for AMEW.DE. At a 0.26 correlation, their price movements are largely independent.

Performance

LOG.MC vs. AMEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Cia de Distribucion Integral (LOG.MC) and Amundi MSCI World UCITS ETF EUR (AMEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOG.MC achieves a 20.49% return, which is significantly higher than AMEW.DE's 11.85% return. Both investments have delivered pretty close results over the past 10 years, with LOG.MC having a 12.75% annualized return and AMEW.DE not far behind at 12.17%.

LOG.MC

1D
0.46%
1M
3.34%
6M
15.50%
YTD
20.49%
1Y
36.16%
3Y*
19.94%
5Y*
22.49%
10Y*
12.75%
ALL TIME*
14.96%

AMEW.DE

1D
0.29%
1M
0.33%
6M
10.58%
YTD
11.85%
1Y
22.08%
3Y*
16.92%
5Y*
11.82%
10Y*
12.17%
ALL TIME*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOG.MC vs. AMEW.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LOG.MC
Cia de Distribucion Integral		20.49%10.93%28.11%9.98%44.00%18.56%-14.03%-2.59%20.78%-8.94%
AMEW.DE
Amundi MSCI World UCITS ETF EUR		11.85%7.42%25.77%19.94%-13.80%32.54%5.32%31.10%-5.22%7.54%

Correlation

The correlation between LOG.MC and AMEW.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.24

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

0.25

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2014

0.26

The correlation between LOG.MC and AMEW.DE shifts across timeframes, from 0.13 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Cia de Distribucion Integral

Amundi MSCI World UCITS ETF EUR

Often compared with LOG.MC:
LOG.MC vs. ENG.MCLOG.MC vs. NTGY.MCLOG.MC vs. FCC.MCLOG.MC vs. MNG.LLOG.MC vs. MAP.MCLOG.MC vs. NUKL.DELOG.MC vs. NVS
Often compared with AMEW.DE:
AMEW.DE vs. EUNL.DEAMEW.DE vs. PE500.PAAMEW.DE vs. ESAP.DEAMEW.DE vs. AUM5.DEAMEW.DE vs. XAMB.DEAMEW.DE vs. VGTAMEW.DE vs. SWRD.L

Return for Risk

LOG.MC vs. AMEW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LOG.MC
LOG.MC Risk / Return Rank: 9494
Overall Rank
LOG.MC Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LOG.MC Sortino Ratio Rank: 9393
Sortino Ratio Rank
LOG.MC Omega Ratio Rank: 9494
Omega Ratio Rank
LOG.MC Calmar Ratio Rank: 9292
Calmar Ratio Rank
LOG.MC Martin Ratio Rank: 9595
Martin Ratio Rank
AMEW.DE
AMEW.DE Risk / Return Rank: 8484
Overall Rank
AMEW.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AMEW.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
AMEW.DE Omega Ratio Rank: 8383
Omega Ratio Rank
AMEW.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
AMEW.DE Martin Ratio Rank: 8787
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.

LOG.MC vs. AMEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cia de Distribucion Integral (LOG.MC) and Amundi MSCI World UCITS ETF EUR (AMEW.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.

LOG.MCAMEW.DEDifference
Sharpe ratioReturn per unit of total volatility
2.38
2.00

+0.37

Sortino ratioReturn per unit of downside risk
3.14
2.78

+0.36

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

4.12

3.38

+0.75

Martin ratioReturn relative to average drawdown

13.83

13.36

+0.47

LOG.MC vs. AMEW.DE - Sharpe Ratio Comparison

The current LOG.MC Sharpe Ratio is 2.38, which is comparable to the AMEW.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of LOG.MC and AMEW.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.

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Drawdowns

LOG.MC vs. AMEW.DE - Drawdown Comparison

The maximum LOG.MC drawdown since its inception was -41.52%, which is greater than AMEW.DE's maximum drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for LOG.MC and AMEW.DE.

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Drawdown Indicators

LOG.MCAMEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.52%

-33.73%

-7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-6.51%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-12.71%

-21.69%

+8.98%

Max Drawdown (5Y)

Largest decline over 5 years

-18.12%

-21.69%

+3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.52%

-33.73%

-7.79%

Current Drawdown

Current decline from peak

0.00%

-0.90%

+0.90%

Average Drawdown

Average peak-to-trough decline

-7.69%

-4.07%

-3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.65%

+0.94%

Volatility

LOG.MC vs. AMEW.DE - Volatility Comparison

Cia de Distribucion Integral (LOG.MC) has a higher volatility of 3.62% compared to Amundi MSCI World UCITS ETF EUR (AMEW.DE) at 2.68%. This indicates that LOG.MC's price experiences larger fluctuations and is considered to be riskier than AMEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LOG.MCAMEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

2.68%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

7.82%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

11.00%

+4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

14.13%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

14.98%

+4.24%

Dividends

LOG.MC vs. AMEW.DE - Dividend Comparison

LOG.MC's dividend yield for the trailing twelve months is around 6.03%, while AMEW.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
AMEW.DE
Amundi MSCI World UCITS ETF EUR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LOG.MC
Cia de Distribucion Integral		6.03%6.94%6.58%5.88%5.34%6.85%7.57%5.67%5.03%4.96%3.41%4.12%

Frequently Asked Questions

LOG.MC and AMEW.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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