LOGS.DE vs. AUM5.DE
LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LOGS.DE is a Energy Equities fund tracking the STOXX® Europe 600 Energy ESG+, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LOGS.DE returned 12.14%/yr vs 15.11%/yr for AUM5.DE. At a 0.47 correlation, their price movements are largely independent. LOGS.DE charges 0.30%/yr vs 0.15%/yr for AUM5.DE.
Performance
LOGS.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LOGS.DE achieves a 31.31% return, which is significantly higher than AUM5.DE's 11.38% return. Over the past 10 years, LOGS.DE has underperformed AUM5.DE with an annualized return of 12.14%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
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%
AUM5.DE
- 1D
- -0.16%
- 1M
- 5.20%
- YTD
- 11.38%
- 6M
- 11.41%
- 1Y
- 25.66%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
LOGS.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between LOGS.DE and AUM5.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.47 |
Over the past year, the correlation between LOGS.DE and AUM5.DE has dropped to 0.20 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
LOGS.DE vs. AUM5.DE — Risk / Return Rank
LOGS.DE
AUM5.DE
LOGS.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| LOGS.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.41 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 9.83 | 3.57 | +6.26 |
| Martin ratioReturn relative to average drawdown | 34.29 | 12.74 | +21.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LOGS.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.73 | 2.20 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.97 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.93 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.96 | -0.72 |
Drawdowns
LOGS.DE vs. AUM5.DE - Drawdown Comparison
The maximum LOGS.DE drawdown since its inception was -56.42%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and AUM5.DE.
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Drawdown Indicators
| LOGS.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.42% | -33.66% | -22.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.50% | -7.15% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -21.16% | -23.30% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -21.16% | -23.30% | +2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -56.42% | -33.66% | -22.76% |
Current DrawdownCurrent decline from peak | -4.69% | -0.46% | -4.23% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -4.00% | -11.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.01% | -0.14% |
Volatility
LOGS.DE vs. AUM5.DE - Volatility Comparison
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a higher volatility of 6.06% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.63%. This indicates that LOGS.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOGS.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 2.63% | +3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 7.61% | +5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 11.64% | +5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.72% | 15.19% | +6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.09% | 16.07% | +8.02% |
LOGS.DE vs. AUM5.DE - Expense Ratio Comparison
LOGS.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.
Dividends
LOGS.DE vs. AUM5.DE - Dividend Comparison
Neither LOGS.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LOGS.DE and AUM5.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LOGS.DE.
LOGS.DE is categorized as Energy Equities, while AUM5.DE is S&P 500. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.30% for LOGS.DE and 0.15% for AUM5.DE.
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