WNDY.DE vs. LOGS.DE
WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) and LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) are both Energy Equities funds - WNDY.DE tracks the Solactive Wind Energy while LOGS.DE tracks the STOXX® Europe 600 Energy ESG+. Both are passively managed. Over the past 3 years, WNDY.DE returned -0.54%/yr vs 24.55%/yr for LOGS.DE. At a 0.41 correlation, their price movements are largely independent. WNDY.DE charges 0.50%/yr vs 0.30%/yr for LOGS.DE.
Performance
WNDY.DE vs. LOGS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WNDY.DE achieves a 17.83% return, which is significantly lower than LOGS.DE's 31.31% return.
WNDY.DE
- 1D
- -2.17%
- 1M
- -7.39%
- YTD
- 17.83%
- 6M
- 17.94%
- 1Y
- 39.82%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
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%
WNDY.DE vs. LOGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 17.83% | 17.05% | -14.98% | -22.01% | -8.38% |
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc | 31.31% | 44.49% | -2.07% | 2.19% | 15.00% |
Correlation
The correlation between WNDY.DE and LOGS.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.41 |
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Return for Risk
WNDY.DE vs. LOGS.DE — Risk / Return Rank
WNDY.DE
LOGS.DE
WNDY.DE vs. LOGS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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.
| WNDY.DE | LOGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.62 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 9.83 | -5.16 |
| Martin ratioReturn relative to average drawdown | 14.81 | 34.29 | -19.48 |
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
| WNDY.DE | LOGS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 3.73 | -1.76 |
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 | -0.19 | 0.24 | -0.43 |
Drawdowns
WNDY.DE vs. LOGS.DE - Drawdown Comparison
The maximum WNDY.DE drawdown since its inception was -52.12%, smaller than the maximum LOGS.DE drawdown of -56.42%. Use the drawdown chart below to compare losses from any high point for WNDY.DE and LOGS.DE.
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Drawdown Indicators
| WNDY.DE | LOGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.12% | -56.42% | +4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -6.50% | -1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -37.87% | -21.16% | -16.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.16% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.42% | — |
Current DrawdownCurrent decline from peak | -23.24% | -4.69% | -18.55% |
Average DrawdownAverage peak-to-trough decline | -30.02% | -15.22% | -14.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 1.87% | +0.80% |
Volatility
WNDY.DE vs. LOGS.DE - Volatility Comparison
The current volatility for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) is 5.39%, while Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a volatility of 6.06%. This indicates that WNDY.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
| WNDY.DE | LOGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.06% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 13.34% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 17.18% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 21.72% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 24.09% | -3.05% |
WNDY.DE vs. LOGS.DE - Expense Ratio Comparison
WNDY.DE has a 0.50% expense ratio, which is higher than LOGS.DE's 0.30% expense ratio.
Dividends
WNDY.DE vs. LOGS.DE - Dividend Comparison
Neither WNDY.DE nor LOGS.DE has paid dividends to shareholders.
Frequently Asked Questions
WNDY.DE and LOGS.DE have a correlation of 0.37, 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 0.50% for WNDY.DE.
WNDY.DE tracks Solactive Wind Energy, while LOGS.DE tracks STOXX® Europe 600 Energy ESG+. They also come from different issuers: Global X and Amundi. Their fees differ too: 0.50% for WNDY.DE and 0.30% for LOGS.DE.
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