PortfoliosLab logoPortfoliosLab logo
LOGS.DE vs. SPYN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOGS.DE vs. SPYN.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 SPDR MSCI Europe Energy UCITS ETF (SPYN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LOGS.DE achieves a 31.31% return, which is significantly lower than SPYN.DE's 35.04% return. Over the past 10 years, LOGS.DE has outperformed SPYN.DE with an annualized return of 12.14%, while SPYN.DE has yielded a comparatively lower 11.20% 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%

SPYN.DE

1D
-0.92%
1M
-2.45%
YTD
35.04%
6M
30.84%
1Y
54.32%
3Y*
17.57%
5Y*
19.95%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGS.DE vs. SPYN.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%
SPYN.DE
SPDR MSCI Europe Energy UCITS ETF
35.04%14.83%-5.83%8.31%37.38%35.64%-31.15%10.33%-0.63%5.40%

Correlation

The correlation between LOGS.DE and SPYN.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.78

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

0.88

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2010

0.92

The correlation between LOGS.DE and SPYN.DE shifts across timeframes, from 0.75 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LOGS.DE vs. SPYN.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

SPYN.DE
SPYN.DE Risk / Return Rank: 7575
Overall Rank
SPYN.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPYN.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPYN.DE Omega Ratio Rank: 7373
Omega Ratio Rank
SPYN.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SPYN.DE Martin Ratio Rank: 7777
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. SPYN.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 SPDR MSCI Europe Energy UCITS ETF (SPYN.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.DESPYN.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.59

Omega ratioGain probability vs. loss probability

1.62

1.42

+0.20

Calmar ratioReturn relative to maximum drawdown

9.83

4.55

+5.28

Martin ratioReturn relative to average drawdown

34.29

14.57

+19.73

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

The current LOGS.DE Sharpe Ratio is 3.73, which is higher than the SPYN.DE Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of LOGS.DE and SPYN.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.


Loading charts...

Sharpe Ratios by Period


LOGS.DESPYN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.73

2.44

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.83

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.43

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.30

-0.06

Drawdowns

LOGS.DE vs. SPYN.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, roughly equal to the maximum SPYN.DE drawdown of -58.67%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and SPYN.DE.


Loading charts...

Drawdown Indicators


LOGS.DESPYN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.42%

-58.67%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-11.89%

+5.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.16%

-26.54%

+5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-26.54%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-56.42%

-58.67%

+2.25%

Current Drawdown

Current decline from peak

-4.69%

-6.51%

+1.82%

Average Drawdown

Average peak-to-trough decline

-15.22%

-11.42%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.72%

-1.85%

Volatility

LOGS.DE vs. SPYN.DE - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) is 6.06%, while SPDR MSCI Europe Energy UCITS ETF (SPYN.DE) has a volatility of 7.11%. This indicates that LOGS.DE experiences smaller price fluctuations and is considered to be less risky than SPYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LOGS.DESPYN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

7.11%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

19.17%

-5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

22.25%

-5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.72%

23.69%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

26.06%

-1.97%

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

LOGS.DE has a 0.30% expense ratio, which is higher than SPYN.DE's 0.18% expense ratio.


Dividends

LOGS.DE vs. SPYN.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LOGS.DE and SPYN.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYN.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LOGS.DE.

LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while SPYN.DE tracks MSCI Europe Energy 20/35 Capped. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LOGS.DE and 0.18% for SPYN.DE.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer