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LUTI.DE vs. LBRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LUTI.DE vs. LBRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LUTI.DE achieves a 12.41% return, which is significantly lower than LBRE.DE's 32.03% return. Over the past 10 years, LUTI.DE has underperformed LBRE.DE with an annualized return of 10.69%, while LBRE.DE has yielded a comparatively higher 16.21% annualized return.


LUTI.DE

1D
-0.18%
1M
-3.00%
YTD
12.41%
6M
13.73%
1Y
26.06%
3Y*
16.38%
5Y*
11.68%
10Y*
10.69%

LBRE.DE

1D
-0.97%
1M
10.22%
YTD
32.03%
6M
41.45%
1Y
81.06%
3Y*
19.81%
5Y*
11.64%
10Y*
16.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUTI.DE vs. LBRE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc
12.41%33.68%1.33%13.47%-7.98%9.01%11.12%31.06%2.08%10.01%
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
32.03%33.09%-8.87%-2.42%9.41%26.55%13.06%22.34%-12.39%22.13%

Correlation

The correlation between LUTI.DE and LBRE.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.24

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

0.26

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2007

0.32

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Return for Risk

LUTI.DE vs. LBRE.DE — Risk / Return Rank

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

LUTI.DE
LUTI.DE Risk / Return Rank: 5656
Overall Rank
LUTI.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LUTI.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
LUTI.DE Omega Ratio Rank: 5353
Omega Ratio Rank
LUTI.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LUTI.DE Martin Ratio Rank: 5757
Martin Ratio Rank

LBRE.DE
LBRE.DE Risk / Return Rank: 8787
Overall Rank
LBRE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LBRE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
LBRE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
LBRE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 8787
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.

LUTI.DE vs. LBRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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.


LUTI.DELBRE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.32

1.50

-0.18

Calmar ratioReturn relative to maximum drawdown

3.58

4.71

-1.13

Martin ratioReturn relative to average drawdown

9.74

18.65

-8.91

LUTI.DE vs. LBRE.DE - Sharpe Ratio Comparison

The current LUTI.DE Sharpe Ratio is 1.76, which is lower than the LBRE.DE Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of LUTI.DE and LBRE.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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Sharpe Ratios by Period


LUTI.DELBRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

3.15

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.44

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.62

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.17

+0.12

Drawdowns

LUTI.DE vs. LBRE.DE - Drawdown Comparison

The maximum LUTI.DE drawdown since its inception was -51.94%, smaller than the maximum LBRE.DE drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and LBRE.DE.


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Drawdown Indicators


LUTI.DELBRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-74.21%

+22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.25%

-17.12%

+9.87%

Max Drawdown (3Y)

Largest decline over 3 years

-13.76%

-33.23%

+19.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.66%

-37.22%

+14.56%

Max Drawdown (10Y)

Largest decline over 10 years

-32.97%

-45.32%

+12.35%

Current Drawdown

Current decline from peak

-5.35%

-2.86%

-2.49%

Average Drawdown

Average peak-to-trough decline

-19.17%

-31.35%

+12.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

4.26%

-1.59%

Volatility

LUTI.DE vs. LBRE.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) is 5.80%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) has a volatility of 9.86%. This indicates that LUTI.DE experiences smaller price fluctuations and is considered to be less risky than LBRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUTI.DELBRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

9.86%

-4.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

21.55%

-8.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

25.64%

-10.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

26.23%

-10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

28.67%

-11.75%

LUTI.DE vs. LBRE.DE - Expense Ratio Comparison

Both LUTI.DE and LBRE.DE have an expense ratio of 0.30%.


Dividends

LUTI.DE vs. LBRE.DE - Dividend Comparison

Neither LUTI.DE nor LBRE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LUTI.DE and LBRE.DE have a correlation of 0.25, 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.

LUTI.DE and LBRE.DE have the same expense ratio: 0.30% per year.

LUTI.DE is categorized as Utilities Equities, while LBRE.DE is Industrials Equities. LUTI.DE tracks STOXX® Europe 600 Utilities, while LBRE.DE tracks STOXX® Europe 600 Basic Resources.

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