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LOGS.DE vs. COPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOGS.DE vs. COPX - 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 Global X Copper Miners ETF (COPX). 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 COPX is traded in USD. To make them comparable, the COPX 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 30.23% return, which is significantly higher than COPX's 21.60% return. Over the past 10 years, LOGS.DE has underperformed COPX with an annualized return of 12.53%, while COPX has yielded a comparatively higher 21.48% annualized return.


LOGS.DE

1D
-0.74%
1M
-2.27%
YTD
30.23%
6M
32.47%
1Y
58.37%
3Y*
23.89%
5Y*
21.16%
10Y*
12.53%

COPX

1D
3.46%
1M
-5.28%
YTD
21.60%
6M
31.04%
1Y
104.11%
3Y*
30.89%
5Y*
20.37%
10Y*
21.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. COPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LOGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc
30.23%44.49%-2.07%2.19%28.95%21.07%-21.75%11.25%-0.78%1.96%
COPX
Global X Copper Miners ETF
21.60%70.54%10.40%5.13%5.39%32.61%39.16%15.02%-28.08%21.85%

Correlation

The correlation between LOGS.DE and COPX 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

0.34

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

0.39

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

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2010

0.49

Over the past year, the correlation between LOGS.DE and COPX has dropped to 0.20 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

LOGS.DE vs. COPX — 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: 9595
Martin Ratio Rank

COPX
COPX Risk / Return Rank: 7676
Overall Rank
COPX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
COPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
COPX Omega Ratio Rank: 7070
Omega Ratio Rank
COPX Calmar Ratio Rank: 8181
Calmar Ratio Rank
COPX Martin Ratio Rank: 7272
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. COPX - 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 Global X Copper Miners ETF (COPX). 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.


LOGS.DECOPXDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.56

1.38

+0.18

Calmar ratioReturn relative to maximum drawdown

8.57

3.99

+4.58

Martin ratioReturn relative to average drawdown

28.33

12.76

+15.57

LOGS.DE vs. COPX - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.34, which is higher than the COPX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of LOGS.DE and COPX, 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

LOGS.DE vs. COPX - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.41%, smaller than the maximum COPX drawdown of -79.16%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and COPX.


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Drawdown Indicators


LOGS.DECOPXDifference

Max Drawdown

Largest peak-to-trough decline

-56.41%

-79.16%

+22.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.78%

-26.24%

+19.46%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-40.25%

+19.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-40.25%

+19.09%

Max Drawdown (10Y)

Largest decline over 10 years

-56.41%

-61.53%

+5.12%

Current Drawdown

Current decline from peak

-5.47%

-8.19%

+2.72%

Average Drawdown

Average peak-to-trough decline

-18.96%

-34.98%

+16.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

8.19%

-6.14%

Volatility

LOGS.DE vs. COPX - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) is 6.21%, while Global X Copper Miners ETF (COPX) has a volatility of 18.31%. This indicates that LOGS.DE experiences smaller price fluctuations and is considered to be less risky than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOGS.DECOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

18.31%

-12.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

36.10%

-22.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

41.59%

-24.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.75%

34.57%

-12.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

34.17%

-10.11%

LOGS.DE vs. COPX - Expense Ratio Comparison

LOGS.DE has a 0.30% expense ratio, which is lower than COPX's 0.65% expense ratio.


Dividends

LOGS.DE vs. COPX - Dividend Comparison

LOGS.DE has not paid dividends to shareholders, while COPX's dividend yield for the trailing twelve months is around 2.24%.


PositionTTM20252024202320222021202020192018201720162015
COPX
Global X Copper Miners ETF
2.24%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
LOGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LOGS.DE and COPX 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, 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 0.65% for COPX.

LOGS.DE is categorized as Energy Equities, while COPX is Materials. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while COPX tracks Solactive Global Copper Miners Total Return Index. They also come from different issuers: Amundi and Global X. Their fees differ too: 0.30% for LOGS.DE and 0.65% for COPX.

Portfolio Optimizer

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