LOGS.DE vs. LYBK.DE

Last updated Jun 5, 2026

LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - LOGS.DE is a Energy Equities fund tracking the STOXX® Europe 600 Energy ESG+, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, LOGS.DE returned 21.48%/yr vs 29.06%/yr for LYBK.DE. At a 0.47 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.

Performance

LOGS.DE vs. LYBK.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 Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOGS.DE achieves a 31.31% return, which is significantly higher than LYBK.DE's 5.35% return.

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%

LYBK.DE

• 1D: 0.92%
• 1M: 6.42%
• YTD: 5.35%
• 6M: 12.06%
• 1Y: 41.47%
• 3Y*: 45.91%
• 5Y*: 29.06%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
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%	0.38%
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc	5.35%	91.46%	30.53%	30.34%	0.78%	39.97%	-22.43%	17.74%	-35.74%

Correlation

The correlation between LOGS.DE and LYBK.DE is 0.06, 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	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018	0.47

Over the past year, the correlation between LOGS.DE and LYBK.DE has dropped to 0.06 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Return for Risk

LOGS.DE vs. LYBK.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: 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: 96

LYBK.DE

LYBK.DE Risk / Return Rank: 49
LYBK.DE Sharpe Ratio Rank: 51
LYBK.DE Sortino Ratio Rank: 50
LYBK.DE Omega Ratio Rank: 46
LYBK.DE Calmar Ratio Rank: 50
LYBK.DE Martin Ratio Rank: 47

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. LYBK.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 Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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.DE	LYBK.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.73	1.72	+2.00
Sortino ratio: Return per unit of downside risk	4.53	2.42	+2.11
Omega ratio: Gain probability vs. loss probability	1.62	1.29	+0.33
Calmar ratio: Return relative to maximum drawdown	9.83	2.41	+7.42
Martin ratio: Return relative to average drawdown	34.29	7.56	+26.73
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. LYBK.DE - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.73, which is higher than the LYBK.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of LOGS.DE and LYBK.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.

Sharpe Ratios by Period

	LOGS.DE	LYBK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.73	1.72	+2.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	1.13	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.46	-0.22

Drawdowns

LOGS.DE vs. LYBK.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and LYBK.DE.

Drawdown Indicators

	LOGS.DE	LYBK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-56.42%	-62.22%	+5.80%
Max Drawdown (1Y) Largest decline over 1 year	-6.50%	-17.12%	+10.62%
Max Drawdown (3Y) Largest decline over 3 years	-21.16%	-19.90%	-1.26%
Max Drawdown (5Y) Largest decline over 5 years	-21.16%	-34.32%	+13.16%
Max Drawdown (10Y) Largest decline over 10 years	-56.42%	—	—
Current Drawdown Current decline from peak	-4.69%	-1.83%	-2.86%
Average Drawdown Average peak-to-trough decline	-15.22%	-19.62%	+4.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	5.47%	-3.60%

Volatility

LOGS.DE vs. LYBK.DE - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) have volatilities of 6.06% and 5.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOGS.DE	LYBK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.06%	5.84%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	13.34%	19.19%	-5.85%
Volatility (1Y) Calculated over the trailing 1-year period	17.18%	23.95%	-6.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.72%	25.45%	-3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.09%	28.55%	-4.46%

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

Both LOGS.DE and LYBK.DE have an expense ratio of 0.30%.

Dividends

LOGS.DE vs. LYBK.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

LOGS.DE and LYBK.DE have a correlation of 0.06, 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 LYBK.DE?

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LOGS.DE or LYBK.DE?

LOGS.DE and LYBK.DE have the same expense ratio: 0.30% per year.

What is the main difference between LOGS.DE and LYBK.DE?

LOGS.DE is categorized as Energy Equities, while LYBK.DE is Financials Equities. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while LYBK.DE tracks EURO STOXX® Banks.