LOGS.DE vs. JRZE.L

Last updated Jun 13, 2026

LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) and JRZE.L (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) are both exchange-traded funds - LOGS.DE is a Energy Equities fund tracking the STOXX® Europe 600 Energy ESG+, while JRZE.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, LOGS.DE returned 23.89%/yr vs 15.01%/yr for JRZE.L. At a 0.39 correlation, their price movements are largely independent. LOGS.DE charges 0.30%/yr vs 0.25%/yr for JRZE.L.

Performance

LOGS.DE vs. JRZE.L - 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 JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LOGS.DE is traded in EUR, while JRZE.L is traded in GBp. To make them comparable, the JRZE.L 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 JRZE.L's 8.93% 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%

JRZE.L

• 1D: 0.00%
• 1M: 4.00%
• YTD: 8.93%
• 6M: 10.37%
• 1Y: 18.35%
• 3Y*: 15.01%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. JRZE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc	30.23%	44.49%	-2.07%	2.19%	14.74%
JRZE.L JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)	8.93%	23.16%	8.33%	20.32%	-14.03%

Correlation

The correlation between LOGS.DE and JRZE.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (All Time) Calculated using the full available price history since Apr 26, 2022	0.39

Over the past year, the correlation between LOGS.DE and JRZE.L has dropped to 0.18 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Return for Risk

LOGS.DE vs. JRZE.L — 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: 94
LOGS.DE Sharpe Ratio Rank: 95
LOGS.DE Sortino Ratio Rank: 93
LOGS.DE Omega Ratio Rank: 92
LOGS.DE Calmar Ratio Rank: 96
LOGS.DE Martin Ratio Rank: 95

JRZE.L

JRZE.L Risk / Return Rank: 43
JRZE.L Sharpe Ratio Rank: 44
JRZE.L Sortino Ratio Rank: 44
JRZE.L Omega Ratio Rank: 44
JRZE.L Calmar Ratio Rank: 41
JRZE.L Martin Ratio Rank: 44

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. JRZE.L - 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 JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L). 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.DE	JRZE.L	Difference
Sharpe ratio: Return per unit of total volatility	3.34	1.25	+2.09
Sortino ratio: Return per unit of downside risk	4.12	1.88	+2.24
Omega ratio: Gain probability vs. loss probability	1.56	1.23	+0.33
Calmar ratio: Return relative to maximum drawdown	8.57	1.80	+6.78
Martin ratio: Return relative to average drawdown	28.33	6.56	+21.77

LOGS.DE vs. JRZE.L - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.34, which is higher than the JRZE.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of LOGS.DE and JRZE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LOGS.DE vs. JRZE.L - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.41%, which is greater than JRZE.L's maximum drawdown of -27.24%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and JRZE.L.

Drawdown Indicators

	LOGS.DE	JRZE.L	Difference
Max Drawdown Largest peak-to-trough decline	-56.41%	-27.24%	-29.17%
Max Drawdown (1Y) Largest decline over 1 year	-6.78%	-10.27%	+3.49%
Max Drawdown (3Y) Largest decline over 3 years	-21.16%	-14.85%	-6.31%
Max Drawdown (5Y) Largest decline over 5 years	-21.16%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.41%	—	—
Current Drawdown Current decline from peak	-5.47%	-0.32%	-5.15%
Average Drawdown Average peak-to-trough decline	-18.96%	-5.98%	-12.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.82%	-0.77%

Volatility

LOGS.DE vs. JRZE.L - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a higher volatility of 6.21% compared to JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JRZE.L) at 3.34%. This indicates that LOGS.DE's price experiences larger fluctuations and is considered to be riskier than JRZE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOGS.DE	JRZE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.21%	3.34%	+2.87%
Volatility (6M) Calculated over the trailing 6-month period	13.72%	11.80%	+1.92%
Volatility (1Y) Calculated over the trailing 1-year period	17.44%	14.75%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.75%	17.63%	+4.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.06%	17.63%	+6.43%

LOGS.DE vs. JRZE.L - Expense Ratio Comparison

LOGS.DE has a 0.30% expense ratio, which is higher than JRZE.L's 0.25% expense ratio.

Dividends

LOGS.DE vs. JRZE.L - Dividend Comparison

Neither LOGS.DE nor JRZE.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LOGS.DE and JRZE.L in my portfolio?

LOGS.DE and JRZE.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LOGS.DE or JRZE.L?

On fees, JRZE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LOGS.DE or JRZE.L?

JRZE.L is cheaper with a 0.25% expense ratio, compared with 0.30% for LOGS.DE.

What is the main difference between LOGS.DE and JRZE.L?

LOGS.DE is categorized as Energy Equities, while JRZE.L is Europe Equities. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while JRZE.L tracks MSCI EMU NR EUR. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.30% for LOGS.DE and 0.25% for JRZE.L.