LOGS.DE vs. WELP.DE

Last updated Jun 5, 2026

LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) and WELP.DE (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) are both Energy Equities funds from Amundi - LOGS.DE tracks the STOXX® Europe 600 Energy ESG+ while WELP.DE tracks the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, LOGS.DE returned 24.55%/yr vs 14.42%/yr for WELP.DE. A 0.71 correlation means they provide meaningful diversification when combined. LOGS.DE charges 0.30%/yr vs 0.59%/yr for WELP.DE.

Performance

LOGS.DE vs. WELP.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 HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOGS.DE achieves a 31.31% return, which is significantly lower than WELP.DE's 34.22% 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%

WELP.DE

• 1D: -0.43%
• 1M: -0.84%
• YTD: 34.22%
• 6M: 30.47%
• 1Y: 42.64%
• 3Y*: 14.42%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc	31.31%	44.49%	-2.07%	2.19%	9.47%
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF	34.22%	-1.54%	7.90%	0.25%	6.11%

Correlation

The correlation between LOGS.DE and WELP.DE is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.71

The correlation between LOGS.DE and WELP.DE has been stable across timeframes, ranging from 0.61 to 0.71 - a consistent structural relationship.

Return for Risk

LOGS.DE vs. WELP.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: 94
LOGS.DE Sharpe Ratio Rank: 95
LOGS.DE Sortino Ratio Rank: 93
LOGS.DE Omega Ratio Rank: 92
LOGS.DE Calmar Ratio Rank: 96
LOGS.DE Martin Ratio Rank: 96

WELP.DE

WELP.DE Risk / Return Rank: 66
WELP.DE Sharpe Ratio Rank: 68
WELP.DE Sortino Ratio Rank: 60
WELP.DE Omega Ratio Rank: 64
WELP.DE Calmar Ratio Rank: 71
WELP.DE Martin Ratio Rank: 66

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. WELP.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 HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.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.DE	WELP.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.73	2.21	+1.51
Sortino ratio: Return per unit of downside risk	4.53	2.80	+1.74
Omega ratio: Gain probability vs. loss probability	1.62	1.38	+0.24
Calmar ratio: Return relative to maximum drawdown	9.83	3.47	+6.36
Martin ratio: Return relative to average drawdown	34.29	11.93	+22.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LOGS.DE Sharpe Ratio is 3.73, which is higher than the WELP.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LOGS.DE and WELP.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.

Sharpe Ratios by Period

	LOGS.DE	WELP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.73	2.21	+1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.61	-0.37

Drawdowns

LOGS.DE vs. WELP.DE - Drawdown Comparison

The maximum LOGS.DE drawdown since its inception was -56.42%, which is greater than WELP.DE's maximum drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for LOGS.DE and WELP.DE.

Drawdown Indicators

	LOGS.DE	WELP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-56.42%	-23.55%	-32.87%
Max Drawdown (1Y) Largest decline over 1 year	-6.50%	-12.22%	+5.72%
Max Drawdown (3Y) Largest decline over 3 years	-21.16%	-23.55%	+2.39%
Max Drawdown (5Y) Largest decline over 5 years	-21.16%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.42%	—	—
Current Drawdown Current decline from peak	-4.69%	-4.77%	+0.08%
Average Drawdown Average peak-to-trough decline	-15.22%	-7.88%	-7.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	3.56%	-1.69%

Volatility

LOGS.DE vs. WELP.DE - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) and HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.DE) have volatilities of 6.06% and 6.37%, 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.

Volatility by Period

	LOGS.DE	WELP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.06%	6.37%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	13.34%	16.27%	-2.93%
Volatility (1Y) Calculated over the trailing 1-year period	17.18%	19.25%	-2.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.72%	19.61%	+2.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.09%	19.61%	+4.48%

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

LOGS.DE has a 0.30% expense ratio, which is lower than WELP.DE's 0.59% expense ratio.

Dividends

LOGS.DE vs. WELP.DE - Dividend Comparison

LOGS.DE has not paid dividends to shareholders, while WELP.DE's dividend yield for the trailing twelve months is around 2.85%.

Position	TTM	2025	2024	2023
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%
WELP.DE HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF	2.85%	3.78%	3.64%	0.79%

Frequently Asked Questions

Can I hold both LOGS.DE and WELP.DE in my portfolio?

LOGS.DE and WELP.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LOGS.DE or WELP.DE?

On fees, LOGS.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LOGS.DE or WELP.DE?

LOGS.DE is cheaper with a 0.30% expense ratio, compared with 0.59% for WELP.DE.

What is the main difference between LOGS.DE and WELP.DE?

LOGS.DE tracks STOXX® Europe 600 Energy ESG+, while WELP.DE tracks MSCI World/Energy NR USD. Their fees differ too: 0.30% for LOGS.DE and 0.59% for WELP.DE.