LUTI.DE vs. LYBK.DE

Last updated Jun 5, 2026

LUTI.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Acc) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - LUTI.DE is a Utilities Equities fund tracking the STOXX® Europe 600 Utilities, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, LUTI.DE returned 11.68%/yr vs 29.06%/yr for LYBK.DE. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.

Performance

LUTI.DE vs. LYBK.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 Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LUTI.DE achieves a 12.41% return, which is significantly higher than LYBK.DE's 5.35% 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%

LYBK.DE

• 1D: 0.92%
• 1M: 6.42%
• YTD: 5.35%
• 6M: 12.06%
• 1Y: 41.47%
• 3Y*: 45.91%
• 5Y*: 29.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
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%	2.07%
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc	5.35%	91.46%	30.53%	30.34%	0.78%	39.97%	-22.43%	17.74%	-35.74%

Correlation

The correlation between LUTI.DE and LYBK.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018	0.28

Return for Risk

LUTI.DE vs. LYBK.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: 56
LUTI.DE Sharpe Ratio Rank: 53
LUTI.DE Sortino Ratio Rank: 48
LUTI.DE Omega Ratio Rank: 53
LUTI.DE Calmar Ratio Rank: 73
LUTI.DE Martin Ratio Rank: 57

LYBK.DE

LYBK.DE Risk / Return Rank: 49
LYBK.DE Sharpe Ratio Rank: 51
LYBK.DE Sortino Ratio Rank: 50
LYBK.DE Omega Ratio Rank: 46
LYBK.DE Calmar Ratio Rank: 50
LYBK.DE Martin Ratio Rank: 47

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. LYBK.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 Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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.DE	LYBK.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.72	+0.04
Sortino ratio: Return per unit of downside risk	2.34	2.42	-0.08
Omega ratio: Gain probability vs. loss probability	1.32	1.29	+0.03
Calmar ratio: Return relative to maximum drawdown	3.58	2.41	+1.17
Martin ratio: Return relative to average drawdown	9.74	7.56	+2.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LUTI.DE Sharpe Ratio is 1.76, which is comparable to the LYBK.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of LUTI.DE and LYBK.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.

Sharpe Ratios by Period

	LUTI.DE	LYBK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	1.72	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	1.13	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.46	-0.17

Drawdowns

LUTI.DE vs. LYBK.DE - Drawdown Comparison

The maximum LUTI.DE drawdown since its inception was -51.94%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and LYBK.DE.

Drawdown Indicators

	LUTI.DE	LYBK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-51.94%	-62.22%	+10.28%
Max Drawdown (1Y) Largest decline over 1 year	-7.25%	-17.12%	+9.87%
Max Drawdown (3Y) Largest decline over 3 years	-13.76%	-19.90%	+6.14%
Max Drawdown (5Y) Largest decline over 5 years	-22.66%	-34.32%	+11.66%
Max Drawdown (10Y) Largest decline over 10 years	-32.97%	—	—
Current Drawdown Current decline from peak	-5.35%	-1.83%	-3.52%
Average Drawdown Average peak-to-trough decline	-19.17%	-19.62%	+0.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	5.47%	-2.80%

Volatility

LUTI.DE vs. LYBK.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) have volatilities of 5.80% and 5.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LUTI.DE	LYBK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	5.84%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	12.86%	19.19%	-6.33%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	23.95%	-9.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	25.45%	-9.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	28.55%	-11.63%

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

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

Dividends

LUTI.DE vs. LYBK.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LUTI.DE and LYBK.DE in my portfolio?

LUTI.DE and LYBK.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LUTI.DE or LYBK.DE?

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LUTI.DE or LYBK.DE?

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

What is the main difference between LUTI.DE and LYBK.DE?

LUTI.DE is categorized as Utilities Equities, while LYBK.DE is Financials Equities. LUTI.DE tracks STOXX® Europe 600 Utilities, while LYBK.DE tracks EURO STOXX® Banks.