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Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (L...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2082999215
WKNLYX04T
IssuerAmundi
Inception DateJul 2, 2020
CategoryUtilities Equities
Index TrackedSTOXX® Europe 600 Utilities
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Expense Ratio

The Lyxor STOXX Europe 600 Utilities UCITS ETF Dist has a high expense ratio of 0.30%, indicating higher-than-average management fees.


Expense ratio chart for LUTL.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Lyxor STOXX Europe 600 Utilities UCITS ETF Dist

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Lyxor STOXX Europe 600 Utilities UCITS ETF Dist, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
2.22%
19.62%
LUTL.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Dist)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor STOXX Europe 600 Utilities UCITS ETF Dist had a return of -4.81% year-to-date (YTD) and -6.04% in the last 12 months. Over the past 10 years, Lyxor STOXX Europe 600 Utilities UCITS ETF Dist had an annualized return of 5.80%, while the S&P 500 had an annualized return of 10.55%, indicating that Lyxor STOXX Europe 600 Utilities UCITS ETF Dist did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-4.81%6.33%
1 month0.54%-2.81%
6 months2.22%21.13%
1 year-6.04%24.56%
5 years (annualized)6.63%11.55%
10 years (annualized)5.80%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.04%-5.70%4.03%
2023-4.34%0.53%7.25%-1.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LUTL.DE is 5, indicating that it is in the bottom 5% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of LUTL.DE is 55
Lyxor STOXX Europe 600 Utilities UCITS ETF Dist(LUTL.DE)
The Sharpe Ratio Rank of LUTL.DE is 66Sharpe Ratio Rank
The Sortino Ratio Rank of LUTL.DE is 77Sortino Ratio Rank
The Omega Ratio Rank of LUTL.DE is 66Omega Ratio Rank
The Calmar Ratio Rank of LUTL.DE is 22Calmar Ratio Rank
The Martin Ratio Rank of LUTL.DE is 55Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LUTL.DE
Sharpe ratio
The chart of Sharpe ratio for LUTL.DE, currently valued at -0.48, compared to the broader market-1.000.001.002.003.004.00-0.48
Sortino ratio
The chart of Sortino ratio for LUTL.DE, currently valued at -0.56, compared to the broader market-2.000.002.004.006.008.00-0.56
Omega ratio
The chart of Omega ratio for LUTL.DE, currently valued at 0.93, compared to the broader market1.001.502.000.93
Calmar ratio
The chart of Calmar ratio for LUTL.DE, currently valued at -0.48, compared to the broader market0.002.004.006.008.0010.00-0.48
Martin ratio
The chart of Martin ratio for LUTL.DE, currently valued at -0.94, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current Lyxor STOXX Europe 600 Utilities UCITS ETF Dist Sharpe ratio is -0.48. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.48
2.33
LUTL.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Dist)
Benchmark (^GSPC)

Dividends

Dividend History

Lyxor STOXX Europe 600 Utilities UCITS ETF Dist granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.


PeriodTTM2023202220212020201920182017
Dividend€0.00€0.00€4.27€4.06€3.39€3.62€3.29€0.42

Dividend yield

0.00%0.00%4.30%3.61%3.16%3.63%4.15%0.52%

Monthly Dividends

The table displays the monthly dividend distributions for Lyxor STOXX Europe 600 Utilities UCITS ETF Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.00€3.14€0.00€0.00€0.00€0.00€1.13
2021€0.00€0.00€0.00€0.00€0.00€0.00€2.87€0.00€0.00€0.00€0.00€1.19
2020€0.00€0.00€0.00€0.00€0.00€0.00€2.65€0.00€0.00€0.00€0.00€0.74
2019€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.62€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.00€0.00€0.00€0.00€3.29€0.00€0.00€0.00€0.00
2017€0.42€0.00€0.00€0.00€0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.63%
-2.88%
LUTL.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor STOXX Europe 600 Utilities UCITS ETF Dist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lyxor STOXX Europe 600 Utilities UCITS ETF Dist was 36.55%, occurring on Mar 10, 2009. Recovery took 1254 trading sessions.

The current Lyxor STOXX Europe 600 Utilities UCITS ETF Dist drawdown is 8.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.55%Oct 7, 200890Mar 10, 20091254May 9, 20141344
-33.03%Feb 20, 202023Mar 23, 2020163Jan 8, 2021186
-22.7%May 24, 2022102Oct 12, 2022125Apr 6, 2023227
-20.5%May 22, 2015381Nov 18, 2016244Nov 6, 2017625
-14.84%Nov 9, 201766Feb 13, 201899Jul 6, 2018165

Volatility

Volatility Chart

The current Lyxor STOXX Europe 600 Utilities UCITS ETF Dist volatility is 4.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.42%
3.38%
LUTL.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Dist)
Benchmark (^GSPC)