LOGS.DE vs. LYYA.DE
LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) and LYYA.DE (Amundi MSCI World II UCITS ETF Dist) are both exchange-traded funds - LOGS.DE is a Energy Equities fund tracking the STOXX® Europe 600 Energy ESG+, while LYYA.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, LOGS.DE returned 12.14%/yr vs 12.81%/yr for LYYA.DE. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
LOGS.DE vs. LYYA.DE - Performance Comparison
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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 LYYA.DE's 10.86% return. Over the past 10 years, LOGS.DE has underperformed LYYA.DE with an annualized return of 12.14%, while LYYA.DE has yielded a comparatively higher 12.81% annualized 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%
LYYA.DE
- 1D
- -0.04%
- 1M
- 4.84%
- YTD
- 10.86%
- 6M
- 11.44%
- 1Y
- 23.76%
- 3Y*
- 17.57%
- 5Y*
- 12.92%
- 10Y*
- 12.81%
LOGS.DE vs. LYYA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 10.86% | 7.87% | 26.02% | 20.23% | -13.67% | 32.82% | 5.50% | 31.13% | -5.06% | 7.74% |
Correlation
The correlation between LOGS.DE and LYYA.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2007 | 0.56 |
Over the past year, the correlation between LOGS.DE and LYYA.DE has dropped to 0.23 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
LOGS.DE vs. LYYA.DE — Risk / Return Rank
LOGS.DE
LYYA.DE
LOGS.DE vs. LYYA.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 MSCI World II UCITS ETF Dist (LYYA.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 | LYYA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.40 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 9.83 | 3.60 | +6.23 |
| Martin ratioReturn relative to average drawdown | 34.29 | 14.40 | +19.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LOGS.DE | LYYA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.73 | 2.13 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.90 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.84 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.53 | -0.29 |
Drawdowns
LOGS.DE vs. LYYA.DE - Drawdown Comparison
The maximum LOGS.DE drawdown since its inception was -56.42%, roughly equal to the maximum LYYA.DE drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and LYYA.DE.
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Drawdown Indicators
| LOGS.DE | LYYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.42% | -54.50% | -1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -6.50% | -6.58% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.16% | -21.64% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.16% | -21.64% | +0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -56.42% | -33.90% | -22.52% |
Current DrawdownCurrent decline from peak | -4.69% | -0.36% | -4.33% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -9.82% | -5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.65% | +0.22% |
Volatility
LOGS.DE vs. LYYA.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 MSCI World II UCITS ETF Dist (LYYA.DE) at 2.64%. This indicates that LOGS.DE's price experiences larger fluctuations and is considered to be riskier than LYYA.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.DE | LYYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 2.64% | +3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 7.75% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 11.10% | +6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.72% | 14.17% | +7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.09% | 15.13% | +8.96% |
LOGS.DE vs. LYYA.DE - Expense Ratio Comparison
Both LOGS.DE and LYYA.DE have an expense ratio of 0.30%.
Dividends
LOGS.DE vs. LYYA.DE - Dividend Comparison
LOGS.DE has not paid dividends to shareholders, while LYYA.DE's dividend yield for the trailing twelve months is around 1.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.14% | 1.26% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% |
Frequently Asked Questions
LOGS.DE and LYYA.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LOGS.DE and LYYA.DE have the same expense ratio: 0.30% per year.
LOGS.DE is categorized as Energy Equities, while LYYA.DE is Global Equities. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while LYYA.DE tracks MSCI World.
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