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

Performance

LOGS.DE vs. OIGS.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 STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LOGS.DE having a 31.31% return and OIGS.DE slightly lower at 31.26%. Both investments have delivered pretty close results over the past 10 years, with LOGS.DE having a 12.14% annualized return and OIGS.DE not far behind at 11.77%.


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%

OIGS.DE

1D
-1.01%
1M
-4.67%
YTD
31.26%
6M
30.57%
1Y
64.24%
3Y*
23.41%
5Y*
20.84%
10Y*
11.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. OIGS.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%2.29%
OIGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist
31.26%44.50%-2.05%-0.33%28.77%21.04%-21.67%11.28%-0.73%1.38%

Correlation

The correlation between LOGS.DE and OIGS.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.99

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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2008

0.94

The correlation between LOGS.DE and OIGS.DE has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

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Return for Risk

LOGS.DE vs. OIGS.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

OIGS.DE
OIGS.DE Risk / Return Rank: 9595
Overall Rank
OIGS.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
OIGS.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
OIGS.DE Omega Ratio Rank: 9393
Omega Ratio Rank
OIGS.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
OIGS.DE Martin Ratio Rank: 9696
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. OIGS.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 STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.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.DEOIGS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.62

1.63

-0.01

Calmar ratioReturn relative to maximum drawdown

9.83

9.84

-0.01

Martin ratioReturn relative to average drawdown

34.29

34.28

+0.01

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

The current LOGS.DE Sharpe Ratio is 3.73, which is comparable to the OIGS.DE Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of LOGS.DE and OIGS.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.DEOIGS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

3.79

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.94

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.50

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.27

-0.03

Drawdowns

LOGS.DE vs. OIGS.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, roughly equal to the maximum OIGS.DE drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and OIGS.DE.


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Drawdown Indicators


LOGS.DEOIGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.42%

-55.79%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-6.49%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-21.44%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-21.44%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-56.42%

-55.79%

-0.63%

Current Drawdown

Current decline from peak

-4.69%

-4.67%

-0.02%

Average Drawdown

Average peak-to-trough decline

-15.22%

-10.56%

-4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.87%

0.00%

Volatility

LOGS.DE vs. OIGS.DE - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) and Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) have volatilities of 6.06% and 5.97%, 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.


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Volatility by Period


LOGS.DEOIGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

5.97%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

13.24%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

16.88%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

21.81%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

23.75%

+0.34%

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

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


Dividends

LOGS.DE vs. OIGS.DE - Dividend Comparison

LOGS.DE has not paid dividends to shareholders, while OIGS.DE's dividend yield for the trailing twelve months is around 2.88%.


PositionTTM202520242023202220212020201920182017
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%
OIGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist
2.88%3.78%4.78%0.00%3.66%4.17%7.35%4.04%4.04%1.97%

Frequently Asked Questions


With a correlation of 0.97, LOGS.DE and OIGS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 OIGS.DE have the same expense ratio: 0.30% per year.

Both ETFs track STOXX® Europe 600 Energy ESG+.

Portfolio Optimizer

Find the right allocation for LOGS.DE and OIGS.DE

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