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LOGS.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOGS.DE vs. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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 higher than LYP6.DE's 7.48% 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%

LYP6.DE

1D
0.57%
1M
3.11%
YTD
7.48%
6M
10.06%
1Y
16.54%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. LYP6.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%7.82%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%

Correlation

The correlation between LOGS.DE and LYP6.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.45

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

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.55

Over the past year, the correlation between LOGS.DE and LYP6.DE has dropped to 0.22 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

LOGS.DE vs. LYP6.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

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+2.65

Omega ratioGain probability vs. loss probability

1.62

1.24

+0.38

Calmar ratioReturn relative to maximum drawdown

9.83

1.74

+8.09

Martin ratioReturn relative to average drawdown

34.29

6.63

+27.66

LOGS.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.73, which is higher than the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of LOGS.DE and LYP6.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.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

1.28

+2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.67

+0.31

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

0.56

-0.31

Drawdowns

LOGS.DE vs. LYP6.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, which is greater than LYP6.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and LYP6.DE.


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Drawdown Indicators


LOGS.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.42%

-35.51%

-20.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-9.45%

+2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-16.26%

-4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-20.71%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-56.42%

Current Drawdown

Current decline from peak

-4.69%

-1.62%

-3.07%

Average Drawdown

Average peak-to-trough decline

-15.22%

-4.84%

-10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.49%

-0.62%

Volatility

LOGS.DE vs. LYP6.DE - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a higher volatility of 6.06% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.35%. This indicates that LOGS.DE's price experiences larger fluctuations and is considered to be riskier than LYP6.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.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

4.35%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

10.65%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

12.90%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

14.41%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

15.86%

+8.23%

LOGS.DE vs. LYP6.DE - Expense Ratio Comparison

LOGS.DE has a 0.30% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Dividends

LOGS.DE vs. LYP6.DE - Dividend Comparison

Neither LOGS.DE nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LOGS.DE and LYP6.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for LOGS.DE.

LOGS.DE is categorized as Energy Equities, while LYP6.DE is Europe Equities. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.30% for LOGS.DE and 0.07% for LYP6.DE.

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