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

Performance

LOGS.DE vs. EWT - 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 MSCI Taiwan ETF (EWT). 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 EWT is traded in USD. To make them comparable, the EWT 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 lower than EWT's 64.02% return. Over the past 10 years, LOGS.DE has underperformed EWT with an annualized return of 12.53%, while EWT has yielded a comparatively higher 19.18% 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%

EWT

1D
0.25%
1M
9.55%
YTD
64.02%
6M
69.93%
1Y
89.50%
3Y*
31.88%
5Y*
18.56%
10Y*
19.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. EWT - 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%
EWT
iShares MSCI Taiwan ETF
64.02%13.14%23.78%20.25%-24.49%35.62%20.66%36.37%-5.67%11.23%

Correlation

The correlation between LOGS.DE and EWT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.29

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

0.27

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.31

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Return for Risk

LOGS.DE vs. EWT — 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

EWT
EWT Risk / Return Rank: 9494
Overall Rank
EWT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9292
Sortino Ratio Rank
EWT Omega Ratio Rank: 9292
Omega Ratio Rank
EWT Calmar Ratio Rank: 9696
Calmar Ratio Rank
EWT Martin Ratio Rank: 9595
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. EWT - 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 MSCI Taiwan ETF (EWT). 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.DEEWTDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.56

1.59

-0.03

Calmar ratioReturn relative to maximum drawdown

8.57

10.85

-2.28

Martin ratioReturn relative to average drawdown

28.33

28.55

-0.22

LOGS.DE vs. EWT - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.34, which is comparable to the EWT Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of LOGS.DE and EWT, 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. EWT - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.41%, roughly equal to the maximum EWT drawdown of -57.02%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and EWT.


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Drawdown Indicators


LOGS.DEEWTDifference

Max Drawdown

Largest peak-to-trough decline

-56.41%

-57.02%

+0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.78%

-8.29%

+1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-27.84%

+6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-31.06%

+9.90%

Max Drawdown (10Y)

Largest decline over 10 years

-56.41%

-31.06%

-25.35%

Current Drawdown

Current decline from peak

-5.47%

-3.76%

-1.71%

Average Drawdown

Average peak-to-trough decline

-18.96%

-11.37%

-7.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

3.15%

-1.10%

Volatility

LOGS.DE vs. EWT - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) is 6.21%, while iShares MSCI Taiwan ETF (EWT) has a volatility of 12.70%. This indicates that LOGS.DE experiences smaller price fluctuations and is considered to be less risky than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOGS.DEEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

12.70%

-6.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

21.13%

-7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

25.46%

-8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.75%

21.63%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

21.07%

+2.99%

LOGS.DE vs. EWT - Expense Ratio Comparison

LOGS.DE has a 0.30% expense ratio, which is lower than EWT's 0.59% expense ratio.


Dividends

LOGS.DE vs. EWT - Dividend Comparison

LOGS.DE has not paid dividends to shareholders, while EWT's dividend yield for the trailing twelve months is around 2.74%.


PositionTTM20252024202320222021202020192018201720162015
EWT
iShares MSCI Taiwan ETF
2.74%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%
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 EWT have a correlation of 0.28, 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 0.59% for EWT.

LOGS.DE is categorized as Energy Equities, while EWT is Asia Pacific Equities. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while EWT tracks MSCI Taiwan Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LOGS.DE and 0.59% for EWT.

Portfolio Optimizer

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