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

Performance

SPGP.L vs. LOGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Gold Producers UCITS ETF (SPGP.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

SPGP.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, SPGP.L achieves a -5.80% return, which is significantly lower than LOGS.DE's 28.83% return. Both investments have delivered pretty close results over the past 10 years, with SPGP.L having a 13.80% annualized return and LOGS.DE not far behind at 13.47%.


SPGP.L

1D
5.49%
1M
-16.05%
YTD
-5.80%
6M
-4.88%
1Y
52.23%
3Y*
36.39%
5Y*
18.46%
10Y*
13.80%

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)

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


2026 (YTD)202520242023202220212020201920182017
SPGP.L
iShares Gold Producers UCITS ETF
-5.80%137.41%12.81%3.72%-0.45%-9.15%19.43%41.00%-4.37%-2.80%
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 SPGP.L and LOGS.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.19

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

0.19

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

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.18

The correlation between SPGP.L and LOGS.DE shifts across timeframes, from 0.07 (1 year) to 0.19 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SPGP.L
SPGP.L Risk / Return Rank: 3737
Overall Rank
SPGP.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPGP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPGP.L Omega Ratio Rank: 3838
Omega Ratio Rank
SPGP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPGP.L Martin Ratio Rank: 3333
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (SPGP.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.


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

-2.23

Sortino ratioReturn per unit of downside risk

-2.54

Omega ratioGain probability vs. loss probability

1.22

1.60

-0.38

Calmar ratioReturn relative to maximum drawdown

1.54

8.79

-7.25

Martin ratioReturn relative to average drawdown

4.40

29.00

-24.60

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

The current SPGP.L Sharpe Ratio is 1.26, which is lower than the LOGS.DE Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of SPGP.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

SPGP.L vs. LOGS.DE - Drawdown Comparison

The maximum SPGP.L drawdown since its inception was -86.56%, which is greater than LOGS.DE's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for SPGP.L and LOGS.DE.


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Drawdown Indicators


SPGP.LLOGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.56%

-53.78%

-32.78%

Max Drawdown (1Y)

Largest decline over 1 year

-33.69%

-6.87%

-26.82%

Max Drawdown (3Y)

Largest decline over 3 years

-33.69%

-19.72%

-13.97%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-19.72%

-15.09%

Max Drawdown (10Y)

Largest decline over 10 years

-43.71%

-53.78%

+10.07%

Current Drawdown

Current decline from peak

-29.46%

-5.53%

-23.93%

Average Drawdown

Average peak-to-trough decline

-60.25%

-17.58%

-42.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.81%

2.09%

+9.72%

Volatility

SPGP.L vs. LOGS.DE - Volatility Comparison

iShares Gold Producers UCITS ETF (SPGP.L) has a higher volatility of 13.22% compared to Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) at 6.05%. This indicates that SPGP.L's price experiences larger fluctuations and is considered to be riskier 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


SPGP.LLOGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.22%

6.05%

+7.17%

Volatility (6M)

Calculated over the trailing 6-month period

33.40%

13.40%

+20.00%

Volatility (1Y)

Calculated over the trailing 1-year period

41.37%

17.33%

+24.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.91%

21.36%

+13.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.95%

23.53%

+10.42%

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

SPGP.L has a 0.55% expense ratio, which is higher than LOGS.DE's 0.30% expense ratio.


Dividends

SPGP.L vs. LOGS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPGP.L and LOGS.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

LOGS.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for SPGP.L.

SPGP.L is categorized as Precious Metals, while LOGS.DE is Energy Equities. SPGP.L tracks EMIX Global Mining Global Gold TR USD, while LOGS.DE tracks STOXX® Europe 600 Energy ESG+. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.55% for SPGP.L and 0.30% for LOGS.DE.

Portfolio Optimizer

Find the right allocation for SPGP.L and LOGS.DE

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

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