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LOGS.DE vs. IS0D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOGS.DE vs. IS0D.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 Oil & Gas Exploration & Production UCITS ETF (IS0D.DE). The values are adjusted to include any dividend payments, if applicable.

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LOGS.DE vs. IS0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LOGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc
34.48%44.49%-2.07%2.19%28.95%21.06%-21.75%4.34%5.49%2.29%
IS0D.DE
iShares Oil & Gas Exploration & Production UCITS ETF
36.12%-4.44%3.13%-0.98%44.39%86.31%-39.08%13.51%-18.94%-15.78%

Returns By Period

The year-to-date returns for both investments are quite close, with LOGS.DE having a 34.48% return and IS0D.DE slightly higher at 36.12%. Over the past 10 years, LOGS.DE has outperformed IS0D.DE with an annualized return of 13.45%, while IS0D.DE has yielded a comparatively lower 9.24% annualized return.


LOGS.DE

1D
1.78%
1M
12.10%
YTD
34.48%
6M
44.44%
1Y
76.89%
3Y*
23.90%
5Y*
22.50%
10Y*
13.45%

IS0D.DE

1D
1.35%
1M
6.70%
YTD
36.12%
6M
38.82%
1Y
23.63%
3Y*
11.59%
5Y*
20.64%
10Y*
9.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LOGS.DE vs. IS0D.DE - Expense Ratio Comparison

LOGS.DE has a 0.30% expense ratio, which is lower than IS0D.DE's 0.55% expense ratio.


Return for Risk

LOGS.DE vs. IS0D.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: 9898
Overall Rank
LOGS.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LOGS.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
LOGS.DE Omega Ratio Rank: 9898
Omega Ratio Rank
LOGS.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
LOGS.DE Martin Ratio Rank: 9999
Martin Ratio Rank

IS0D.DE
IS0D.DE Risk / Return Rank: 5151
Overall Rank
IS0D.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IS0D.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IS0D.DE Omega Ratio Rank: 3939
Omega Ratio Rank
IS0D.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
IS0D.DE Martin Ratio Rank: 5050
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. IS0D.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 Oil & Gas Exploration & Production UCITS ETF (IS0D.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.DEIS0D.DEDifference

Sharpe ratio

Return per unit of total volatility

3.79

0.84

+2.95

Sortino ratio

Return per unit of downside risk

4.07

1.21

+2.86

Omega ratio

Gain probability vs. loss probability

1.67

1.17

+0.50

Calmar ratio

Return relative to maximum drawdown

12.56

2.91

+9.65

Martin ratio

Return relative to average drawdown

57.26

6.07

+51.19

LOGS.DE vs. IS0D.DE - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.79, which is higher than the IS0D.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LOGS.DE and IS0D.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LOGS.DEIS0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.79

0.84

+2.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.67

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.28

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.10

+0.15

Correlation

The correlation between LOGS.DE and IS0D.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LOGS.DE vs. IS0D.DE - Dividend Comparison

Neither LOGS.DE nor IS0D.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LOGS.DE vs. IS0D.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, smaller than the maximum IS0D.DE drawdown of -79.47%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and IS0D.DE.


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Drawdown Indicators


LOGS.DEIS0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.42%

-79.47%

+23.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-15.92%

+2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-32.34%

+11.18%

Max Drawdown (10Y)

Largest decline over 10 years

-56.42%

-73.73%

+17.31%

Current Drawdown

Current decline from peak

-0.30%

-6.04%

+5.74%

Average Drawdown

Average peak-to-trough decline

-15.34%

-27.29%

+11.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

5.76%

-4.24%

Volatility

LOGS.DE vs. IS0D.DE - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) is 5.38%, while iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a volatility of 10.74%. This indicates that LOGS.DE experiences smaller price fluctuations and is considered to be less risky than IS0D.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.DEIS0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

10.74%

-5.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

18.89%

-6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

28.16%

-7.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.69%

30.26%

-8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.12%

33.06%

-8.94%