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LOGS.DE vs. D5BK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOGS.DE vs. D5BK.DE - 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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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, LOGS.DE achieves a 30.23% return, which is significantly higher than D5BK.DE's 1.25% return. Over the past 10 years, LOGS.DE has outperformed D5BK.DE with an annualized return of 12.53%, while D5BK.DE has yielded a comparatively lower 0.42% 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%

D5BK.DE

1D
1.84%
1M
2.19%
YTD
1.25%
6M
4.38%
1Y
-0.90%
3Y*
7.63%
5Y*
-4.66%
10Y*
0.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. D5BK.DE - 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%
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
1.25%5.96%-4.03%15.92%-36.47%16.81%-10.27%29.66%-8.93%12.62%

Correlation

The correlation between LOGS.DE and D5BK.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.17

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

0.23

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

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2010

0.39

The correlation between LOGS.DE and D5BK.DE shifts across timeframes, from -0.07 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LOGS.DE vs. D5BK.DE — 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

D5BK.DE
D5BK.DE Risk / Return Rank: 99
Overall Rank
D5BK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 88
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 99
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. D5BK.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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.


LOGS.DED5BK.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.39

Sortino ratioReturn per unit of downside risk

+4.08

Omega ratioGain probability vs. loss probability

1.56

1.00

+0.55

Calmar ratioReturn relative to maximum drawdown

8.57

-0.06

+8.63

Martin ratioReturn relative to average drawdown

28.33

-0.14

+28.47

LOGS.DE vs. D5BK.DE - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.34, which is higher than the D5BK.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of LOGS.DE and D5BK.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

LOGS.DE vs. D5BK.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.41%, which is greater than D5BK.DE's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and D5BK.DE.


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Drawdown Indicators


LOGS.DED5BK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.41%

-46.42%

-9.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.78%

-15.59%

+8.81%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-21.63%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-46.42%

+25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-56.41%

-46.42%

-9.99%

Current Drawdown

Current decline from peak

-5.47%

-26.88%

+21.41%

Average Drawdown

Average peak-to-trough decline

-18.96%

-13.25%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

6.27%

-4.22%

Volatility

LOGS.DE vs. D5BK.DE - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a higher volatility of 6.21% compared to Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) at 5.11%. This indicates that LOGS.DE's price experiences larger fluctuations and is considered to be riskier than D5BK.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.DED5BK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

5.11%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

13.34%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

15.97%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.75%

21.54%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

19.94%

+4.12%

LOGS.DE vs. D5BK.DE - Expense Ratio Comparison

LOGS.DE has a 0.30% expense ratio, which is lower than D5BK.DE's 0.33% expense ratio.


Dividends

LOGS.DE vs. D5BK.DE - Dividend Comparison

Neither LOGS.DE nor D5BK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LOGS.DE and D5BK.DE have a correlation of -0.07, 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 0.33% for D5BK.DE.

LOGS.DE is categorized as Energy Equities, while D5BK.DE is REIT. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LOGS.DE and 0.33% for D5BK.DE.

Portfolio Optimizer

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