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LOGS.DE vs. SJPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOGS.DE vs. SJPA.L - 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 iShares Core MSCI Japan IMI UCITS ETF (SJPA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LOGS.DE is traded in EUR, while SJPA.L is traded in GBp. To make them comparable, the SJPA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LOGS.DE achieves a 30.23% return, which is significantly higher than SJPA.L's 16.71% return. Over the past 10 years, LOGS.DE has outperformed SJPA.L with an annualized return of 12.53%, while SJPA.L has yielded a comparatively lower 9.34% annualized return.


LOGS.DE

1D
-0.74%
1M
-2.27%
YTD
30.23%
6M
32.47%
1Y
58.37%
3Y*
23.89%
5Y*
21.16%
10Y*
12.53%

SJPA.L

1D
2.18%
1M
0.83%
YTD
16.71%
6M
16.62%
1Y
30.82%
3Y*
14.20%
5Y*
9.71%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. SJPA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LOGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc
30.23%44.49%-2.07%2.19%28.95%21.07%-21.75%11.25%-0.78%1.96%
SJPA.L
iShares Core MSCI Japan IMI UCITS ETF
16.71%12.02%13.59%15.15%-11.05%8.23%5.00%21.98%-10.27%10.17%

Correlation

The correlation between LOGS.DE and SJPA.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.30

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

0.27

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

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.38

Over the past year, the correlation between LOGS.DE and SJPA.L has dropped to 0.16 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

LOGS.DE vs. SJPA.L — 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: 9595
Martin Ratio Rank

SJPA.L
SJPA.L Risk / Return Rank: 6565
Overall Rank
SJPA.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SJPA.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
SJPA.L Omega Ratio Rank: 6767
Omega Ratio Rank
SJPA.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
SJPA.L Martin Ratio Rank: 6363
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. SJPA.L - 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 iShares Core MSCI Japan IMI UCITS ETF (SJPA.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LOGS.DESJPA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+1.59

Omega ratioGain probability vs. loss probability

1.56

1.32

+0.24

Calmar ratioReturn relative to maximum drawdown

8.57

3.12

+5.45

Martin ratioReturn relative to average drawdown

28.33

10.45

+17.88

LOGS.DE vs. SJPA.L - Sharpe Ratio Comparison

The current LOGS.DE Sharpe Ratio is 3.34, which is higher than the SJPA.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of LOGS.DE and SJPA.L, 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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Drawdowns

LOGS.DE vs. SJPA.L - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.41%, which is greater than SJPA.L's maximum drawdown of -43.90%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and SJPA.L.


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Drawdown Indicators


LOGS.DESJPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.41%

-43.90%

-12.51%

Max Drawdown (1Y)

Largest decline over 1 year

-6.78%

-9.83%

+3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-19.25%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-19.25%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-56.41%

-28.76%

-27.65%

Current Drawdown

Current decline from peak

-5.47%

-0.73%

-4.74%

Average Drawdown

Average peak-to-trough decline

-18.96%

-14.38%

-4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.94%

-0.89%

Volatility

LOGS.DE vs. SJPA.L - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a higher volatility of 6.21% compared to iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) at 4.22%. This indicates that LOGS.DE's price experiences larger fluctuations and is considered to be riskier than SJPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOGS.DESJPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

4.22%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

14.82%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

18.20%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.75%

21.35%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

18.97%

+5.09%

LOGS.DE vs. SJPA.L - Expense Ratio Comparison

LOGS.DE has a 0.30% expense ratio, which is higher than SJPA.L's 0.15% expense ratio.


Dividends

LOGS.DE vs. SJPA.L - Dividend Comparison

Neither LOGS.DE nor SJPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LOGS.DE and SJPA.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SJPA.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SJPA.L is cheaper with a 0.15% expense ratio, compared with 0.30% for LOGS.DE.

LOGS.DE is categorized as Energy Equities, while SJPA.L is Japan Equities. LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while SJPA.L tracks TOPIX TR JPY. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LOGS.DE and 0.15% for SJPA.L.

Portfolio Optimizer

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