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

Performance

SJPA.L vs. LOGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) and Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SJPA.L achieves a 15.47% return, which is significantly lower than LOGS.DE's 28.83% return. Over the past 10 years, SJPA.L has underperformed LOGS.DE with an annualized return of 10.26%, while LOGS.DE has yielded a comparatively higher 13.47% annualized return.


SJPA.L

1D
2.26%
1M
0.53%
YTD
15.47%
6M
14.66%
1Y
32.71%
3Y*
14.56%
5Y*
9.85%
10Y*
10.26%

LOGS.DE

1D
-0.76%
1M
-2.65%
YTD
28.83%
6M
30.19%
1Y
60.69%
3Y*
24.22%
5Y*
21.30%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SJPA.L
iShares Core MSCI Japan IMI UCITS ETF
15.47%18.19%8.36%12.76%-6.21%1.62%11.03%14.68%-9.15%14.69%
LOGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc
28.83%52.01%-6.34%0.15%36.02%12.53%-17.33%5.46%0.62%6.32%

Correlation

The correlation between SJPA.L and LOGS.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.27

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

0.25

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

0.39

Over the past year, the correlation between SJPA.L and LOGS.DE has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

SJPA.L vs. LOGS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

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
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.

SJPA.L vs. LOGS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) 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.

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.


SJPA.LLOGS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.35

1.60

-0.25

Calmar ratioReturn relative to maximum drawdown

3.04

8.79

-5.75

Martin ratioReturn relative to average drawdown

9.86

29.00

-19.14

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

The current SJPA.L Sharpe Ratio is 1.82, which is lower than the LOGS.DE Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of SJPA.L and LOGS.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.


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Drawdowns

SJPA.L vs. LOGS.DE - Drawdown Comparison

The maximum SJPA.L drawdown since its inception was -45.53%, smaller than the maximum LOGS.DE drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for SJPA.L and LOGS.DE.


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Drawdown Indicators


SJPA.LLOGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.53%

-53.78%

+8.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-6.87%

-3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-19.72%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

-19.72%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-24.73%

-53.78%

+29.05%

Current Drawdown

Current decline from peak

-0.82%

-5.53%

+4.71%

Average Drawdown

Average peak-to-trough decline

-15.72%

-17.58%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.09%

+1.22%

Volatility

SJPA.L vs. LOGS.DE - Volatility Comparison

The current volatility for iShares Core MSCI Japan IMI UCITS ETF (SJPA.L) is 4.41%, while Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a volatility of 6.05%. This indicates that SJPA.L 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


SJPA.LLOGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

6.05%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

13.40%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

17.33%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

21.36%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.47%

23.53%

-5.06%

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

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


Dividends

SJPA.L vs. LOGS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SJPA.L and LOGS.DE have a correlation of 0.15, 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.

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

Portfolio Optimizer

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