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

Performance

LOGS.DE vs. WDNR.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 Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE). The values are adjusted to include any dividend payments, if applicable.

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LOGS.DE vs. WDNR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LOGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc
34.48%44.49%-2.07%2.19%28.95%21.06%-21.75%4.34%5.49%2.29%
WDNR.DE
Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc
29.90%10.93%-16.29%-1.60%53.34%50.49%-37.73%13.17%-12.36%-8.17%

Returns By Period

In the year-to-date period, LOGS.DE achieves a 34.48% return, which is significantly higher than WDNR.DE's 29.90% return. Over the past 10 years, LOGS.DE has outperformed WDNR.DE with an annualized return of 13.45%, while WDNR.DE has yielded a comparatively lower 7.49% annualized return.


LOGS.DE

1D
1.78%
1M
12.10%
YTD
34.48%
6M
44.44%
1Y
76.89%
3Y*
23.90%
5Y*
22.50%
10Y*
13.45%

WDNR.DE

1D
1.40%
1M
10.81%
YTD
29.90%
6M
34.71%
1Y
49.42%
3Y*
6.07%
5Y*
16.66%
10Y*
7.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LOGS.DE has a 0.30% expense ratio, which is lower than WDNR.DE's 0.35% expense ratio.


Return for Risk

LOGS.DE vs. WDNR.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: 9898
Overall Rank
LOGS.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LOGS.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
LOGS.DE Omega Ratio Rank: 9898
Omega Ratio Rank
LOGS.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
LOGS.DE Martin Ratio Rank: 9999
Martin Ratio Rank

WDNR.DE
WDNR.DE Risk / Return Rank: 9797
Overall Rank
WDNR.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
WDNR.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
WDNR.DE Omega Ratio Rank: 9595
Omega Ratio Rank
WDNR.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
WDNR.DE Martin Ratio Rank: 9898
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. WDNR.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 Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.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.DEWDNR.DEDifference

Sharpe ratio

Return per unit of total volatility

3.79

2.70

+1.09

Sortino ratio

Return per unit of downside risk

4.07

3.51

+0.57

Omega ratio

Gain probability vs. loss probability

1.67

1.49

+0.19

Calmar ratio

Return relative to maximum drawdown

12.56

7.89

+4.67

Martin ratio

Return relative to average drawdown

57.26

31.68

+25.59

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

The current LOGS.DE Sharpe Ratio is 3.79, which is higher than the WDNR.DE Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of LOGS.DE and WDNR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LOGS.DEWDNR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.79

2.70

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.76

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.32

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.25

0.00

Correlation

The correlation between LOGS.DE and WDNR.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LOGS.DE vs. WDNR.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

LOGS.DE vs. WDNR.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, smaller than the maximum WDNR.DE drawdown of -62.27%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and WDNR.DE.


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Drawdown Indicators


LOGS.DEWDNR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.42%

-62.27%

+5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-11.53%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-40.22%

+19.06%

Max Drawdown (10Y)

Largest decline over 10 years

-56.42%

-61.84%

+5.42%

Current Drawdown

Current decline from peak

-0.30%

-1.24%

+0.94%

Average Drawdown

Average peak-to-trough decline

-15.34%

-16.88%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.76%

-0.24%

Volatility

LOGS.DE vs. WDNR.DE - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) is 5.38%, while Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE) has a volatility of 7.27%. This indicates that LOGS.DE experiences smaller price fluctuations and is considered to be less risky than WDNR.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.DEWDNR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

7.27%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

12.17%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

18.19%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.69%

22.73%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.12%

27.07%

-2.95%