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LOGS.DE vs. COPM.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOGS.DE vs. COPM.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) and iShares Copper Miners UCITS ETF (COPM.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LOGS.DE is traded in EUR, while COPM.AS is traded in USD. To make them comparable, the COPM.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LOGS.DE achieves a 31.31% return, which is significantly higher than COPM.AS's 27.42% 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%

COPM.AS

1D
-1.55%
1M
13.76%
YTD
27.42%
6M
36.96%
1Y
100.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. COPM.AS - Yearly Performance Comparison


2026 (YTD)202520242023
LOGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc
31.31%44.49%-2.07%6.19%
COPM.AS
iShares Copper Miners UCITS ETF
27.42%60.55%7.08%3.46%

Correlation

The correlation between LOGS.DE and COPM.AS 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 (All Time)
Calculated using the full available price history since Jun 27, 2023

0.38

Over the past year, the correlation between LOGS.DE and COPM.AS has dropped to 0.17 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

LOGS.DE vs. COPM.AS — Risk / Return Rank

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

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

COPM.AS
COPM.AS Risk / Return Rank: 7777
Overall Rank
COPM.AS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
COPM.AS Sortino Ratio Rank: 7575
Sortino Ratio Rank
COPM.AS Omega Ratio Rank: 6969
Omega Ratio Rank
COPM.AS Calmar Ratio Rank: 8080
Calmar Ratio Rank
COPM.AS Martin Ratio Rank: 7878
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.

LOGS.DE vs. COPM.AS - 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 iShares Copper Miners UCITS ETF (COPM.AS). 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.DECOPM.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.62

1.41

+0.21

Calmar ratioReturn relative to maximum drawdown

9.83

4.22

+5.61

Martin ratioReturn relative to average drawdown

34.29

15.77

+18.53

LOGS.DE vs. COPM.AS - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.73, which is higher than the COPM.AS Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of LOGS.DE and COPM.AS, 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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Sharpe Ratios by Period


LOGS.DECOPM.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

2.76

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.06

-0.81

Drawdowns

LOGS.DE vs. COPM.AS - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, which is greater than COPM.AS's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and COPM.AS.


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Drawdown Indicators


LOGS.DECOPM.ASDifference

Max Drawdown

Largest peak-to-trough decline

-56.42%

-37.66%

-18.76%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-23.49%

+16.99%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

Max Drawdown (10Y)

Largest decline over 10 years

-56.42%

Current Drawdown

Current decline from peak

-4.69%

-3.68%

-1.01%

Average Drawdown

Average peak-to-trough decline

-15.22%

-11.67%

-3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

6.30%

-4.43%

Volatility

LOGS.DE vs. COPM.AS - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) is 6.06%, while iShares Copper Miners UCITS ETF (COPM.AS) has a volatility of 13.36%. This indicates that LOGS.DE experiences smaller price fluctuations and is considered to be less risky than COPM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOGS.DECOPM.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

13.36%

-7.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

30.72%

-17.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

35.93%

-18.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

32.89%

-11.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

32.89%

-8.80%

LOGS.DE vs. COPM.AS - Expense Ratio Comparison

LOGS.DE has a 0.30% expense ratio, which is lower than COPM.AS's 0.55% expense ratio.


Dividends

LOGS.DE vs. COPM.AS - Dividend Comparison

Neither LOGS.DE nor COPM.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

LOGS.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for COPM.AS.

LOGS.DE is categorized as Energy Equities, while COPM.AS is Commodity Producers Equities. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while COPM.AS tracks STOXX Global Copper Miners Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LOGS.DE and 0.55% for COPM.AS.

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