LYYA.DE vs. LOGS.DE
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while LOGS.DE is a Energy Equities fund tracking the STOXX® Europe 600 Energy ESG+. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.81%/yr vs 12.14%/yr for LOGS.DE. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
LYYA.DE vs. LOGS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYYA.DE achieves a 10.86% return, which is significantly lower than LOGS.DE's 31.31% return. Over the past 10 years, LYYA.DE has outperformed LOGS.DE with an annualized return of 12.81%, while LOGS.DE has yielded a comparatively lower 12.14% annualized return.
LYYA.DE
- 1D
- -0.04%
- 1M
- 3.66%
- YTD
- 10.86%
- 6M
- 11.02%
- 1Y
- 23.70%
- 3Y*
- 17.57%
- 5Y*
- 12.92%
- 10Y*
- 12.81%
LOGS.DE
- 1D
- -0.93%
- 1M
- -2.45%
- YTD
- 31.31%
- 6M
- 31.45%
- 1Y
- 64.20%
- 3Y*
- 24.55%
- 5Y*
- 21.48%
- 10Y*
- 12.14%
LYYA.DE vs. LOGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 10.86% | 7.87% | 26.02% | 20.23% | -13.67% | 32.82% | 5.50% | 31.13% | -5.06% | 7.74% |
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% |
Correlation
The correlation between LYYA.DE and LOGS.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2007 | 0.56 |
Over the past year, the correlation between LYYA.DE and LOGS.DE has dropped to 0.23 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
LYYA.DE vs. LOGS.DE — Risk / Return Rank
LYYA.DE
LOGS.DE
LYYA.DE vs. LOGS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.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.
| LYYA.DE | LOGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.62 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 9.83 | -6.23 |
| Martin ratioReturn relative to average drawdown | 14.40 | 34.29 | -19.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYYA.DE | LOGS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 3.73 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.98 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.51 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.24 | +0.29 |
Drawdowns
LYYA.DE vs. LOGS.DE - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, roughly equal to the maximum LOGS.DE drawdown of -56.42%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and LOGS.DE.
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Drawdown Indicators
| LYYA.DE | LOGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -56.42% | +1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -6.58% | -6.50% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -21.16% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -21.16% | -0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -56.42% | +22.52% |
Current DrawdownCurrent decline from peak | -0.36% | -4.69% | +4.33% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -15.22% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.87% | -0.22% |
Volatility
LYYA.DE vs. LOGS.DE - Volatility Comparison
The current volatility for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) is 2.64%, while Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a volatility of 6.06%. This indicates that LYYA.DE experiences smaller price fluctuations and is considered to be less risky than LOGS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYYA.DE | LOGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 6.06% | -3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 13.34% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 17.18% | -6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 21.72% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 24.09% | -8.96% |
LYYA.DE vs. LOGS.DE - Expense Ratio Comparison
Both LYYA.DE and LOGS.DE have an expense ratio of 0.30%.
Dividends
LYYA.DE vs. LOGS.DE - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while LOGS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.14% | 1.26% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% |
Frequently Asked Questions
LYYA.DE and LOGS.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LYYA.DE and LOGS.DE have the same expense ratio: 0.30% per year.
LYYA.DE is categorized as Global Equities, while LOGS.DE is Energy Equities. LYYA.DE tracks MSCI World, while LOGS.DE tracks STOXX® Europe 600 Energy ESG+.
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