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LOGS.DE vs. SC0V.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOGS.DE vs. SC0V.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 Invesco European Oil & Gas Sector UCITS ETF (SC0V.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 lower than SC0V.DE's 34.01% return. Over the past 10 years, LOGS.DE has outperformed SC0V.DE with an annualized return of 12.14%, while SC0V.DE has yielded a comparatively lower 11.36% 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%

SC0V.DE

1D
-0.63%
1M
-5.05%
YTD
34.01%
6M
31.68%
1Y
58.57%
3Y*
21.14%
5Y*
19.52%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. SC0V.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%
SC0V.DE
Invesco European Oil & Gas Sector UCITS ETF
34.01%29.15%-5.65%5.37%30.86%20.64%-20.83%10.41%-0.18%2.31%

Correlation

The correlation between LOGS.DE and SC0V.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.92

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2009

0.95

The correlation between LOGS.DE and SC0V.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

LOGS.DE vs. SC0V.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

SC0V.DE
SC0V.DE Risk / Return Rank: 9191
Overall Rank
SC0V.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SC0V.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
SC0V.DE Omega Ratio Rank: 8888
Omega Ratio Rank
SC0V.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
SC0V.DE Martin Ratio Rank: 9494
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. SC0V.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 Invesco European Oil & Gas Sector UCITS ETF (SC0V.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.DESC0V.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.62

1.54

+0.08

Calmar ratioReturn relative to maximum drawdown

9.83

7.93

+1.91

Martin ratioReturn relative to average drawdown

34.29

28.20

+6.09

LOGS.DE vs. SC0V.DE - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.73, which is comparable to the SC0V.DE Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of LOGS.DE and SC0V.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.DESC0V.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

3.19

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.89

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.47

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.34

-0.10

Drawdowns

LOGS.DE vs. SC0V.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, roughly equal to the maximum SC0V.DE drawdown of -57.15%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and SC0V.DE.


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Drawdown Indicators


LOGS.DESC0V.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.42%

-57.15%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-7.35%

+0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-22.22%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-22.22%

+1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-56.42%

-57.15%

+0.73%

Current Drawdown

Current decline from peak

-4.69%

-5.05%

+0.36%

Average Drawdown

Average peak-to-trough decline

-15.22%

-10.52%

-4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.07%

-0.20%

Volatility

LOGS.DE vs. SC0V.DE - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) and Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) have volatilities of 6.06% and 6.07%, 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.DESC0V.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

6.07%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

14.92%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

18.28%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

21.74%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

23.93%

+0.16%

LOGS.DE vs. SC0V.DE - Expense Ratio Comparison

LOGS.DE has a 0.30% expense ratio, which is higher than SC0V.DE's 0.20% expense ratio.


Dividends

LOGS.DE vs. SC0V.DE - Dividend Comparison

Neither LOGS.DE nor SC0V.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, LOGS.DE and SC0V.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.

On fees, SC0V.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0V.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LOGS.DE.

LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while SC0V.DE tracks STOXX® Europe 600 Optimised Oil & Gas. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LOGS.DE and 0.20% for SC0V.DE.

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