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

LOGS.DE vs. IQQH.DE

Last updated Jun 5, 2026

LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) and IQQH.DE (iShares Global Clean Energy UCITS ETF USD (Dist)) are both Energy Equities funds - LOGS.DE tracks the STOXX® Europe 600 Energy ESG+ while IQQH.DE tracks the S&P Global Clean Energy. Both are passively managed. Over the past 10 years, LOGS.DE returned 12.14%/yr vs 11.71%/yr for IQQH.DE. At a 0.48 correlation, their price movements are largely independent. LOGS.DE charges 0.30%/yr vs 0.65%/yr for IQQH.DE.

Performance

LOGS.DE vs. IQQH.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 iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.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 31.31% return, which is significantly lower than IQQH.DE's 39.28% return. Both investments have delivered pretty close results over the past 10 years, with LOGS.DE having a 12.14% annualized return and IQQH.DE not far behind at 11.71%.

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%

IQQH.DE

1D
-1.81%
1M
8.24%
YTD
39.28%
6M
36.90%
1Y
77.84%
3Y*
5.37%
5Y*
2.58%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. IQQH.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)		39.28%29.83%-21.49%-22.15%0.84%-17.65%117.65%49.62%-4.26%7.71%

Correlation

The correlation between LOGS.DE and IQQH.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.42

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

0.39

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

0.42

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2007

0.48

The correlation between LOGS.DE and IQQH.DE shifts across timeframes, from 0.30 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc

iShares Global Clean Energy UCITS ETF USD (Dist)

Often compared with LOGS.DE:
LOGS.DE vs. LYM9.DELOGS.DE vs. WDNR.DELOGS.DE vs. IS0D.DELOGS.DE vs. WNDY.DELOGS.DE vs. GLDLOGS.DE vs. ZPDE.DELOGS.DE vs. SMLP.DE
Often compared with IQQH.DE:
IQQH.DE vs. LYM9.DEIQQH.DE vs. XB0T.DEIQQH.DE vs. EUNL.DEIQQH.DE vs. IXCIQQH.DE vs. 5MVW.DEIQQH.DE vs. SCHGIQQH.DE vs. QDVE.DE

Return for Risk

LOGS.DE vs. IQQH.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: 9696
Martin Ratio Rank
IQQH.DE
IQQH.DE Risk / Return Rank: 8989
Overall Rank
IQQH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQQH.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQH.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
IQQH.DE Martin Ratio Rank: 8989
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. IQQH.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 iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.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.DEIQQH.DEDifference
Sharpe ratioReturn per unit of total volatility
3.73
3.18

+0.55

Sortino ratioReturn per unit of downside risk
4.53
4.14

+0.39

Omega ratioGain probability vs. loss probability

1.62

1.50

+0.12

Calmar ratioReturn relative to maximum drawdown

9.83

6.29

+3.55

Martin ratioReturn relative to average drawdown

34.29

19.88

+14.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LOGS.DE Sharpe Ratio is 3.73, which is comparable to the IQQH.DE Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of LOGS.DE and IQQH.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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Sharpe Ratios by Period

LOGS.DEIQQH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

3.18

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.10

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.46

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.01

+0.26

Drawdowns

LOGS.DE vs. IQQH.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, smaller than the maximum IQQH.DE drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and IQQH.DE.

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Drawdown Indicators

LOGS.DEIQQH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.42%

-86.09%

+29.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-12.32%

+5.82%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-44.74%

+23.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-57.70%

+36.54%

Max Drawdown (10Y)

Largest decline over 10 years

-56.42%

-63.78%

+7.36%

Current Drawdown

Current decline from peak

-4.69%

-24.01%

+19.32%

Average Drawdown

Average peak-to-trough decline

-15.22%

-59.78%

+44.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.90%

-2.03%

Volatility

LOGS.DE vs. IQQH.DE - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) is 6.06%, while iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a volatility of 9.79%. This indicates that LOGS.DE experiences smaller price fluctuations and is considered to be less risky than IQQH.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.DEIQQH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

9.79%

-3.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

18.31%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

24.37%

-7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

24.69%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

25.08%

-0.99%

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

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

Dividends

LOGS.DE vs. IQQH.DE - Dividend Comparison

LOGS.DE has not paid dividends to shareholders, while IQQH.DE's dividend yield for the trailing twelve months is around 0.94%.

PositionTTM20252024202320222021202020192018201720162015
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)		0.94%1.53%1.32%1.23%0.83%1.23%0.56%2.89%3.30%4.82%4.72%2.86%
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 IQQH.DE have a correlation of 0.30, 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 IQQH.DE.

LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while IQQH.DE tracks S&P Global Clean Energy. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LOGS.DE and 0.65% for IQQH.DE.

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