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

Performance

LUTI.DE vs. QQQI - 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 NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

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LUTI.DE vs. QQQI - Yearly Performance Comparison


2026 (YTD)20252024
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc
15.56%33.68%5.67%
QQQI
NEOS Nasdaq-100 High Income ETF
-1.96%4.55%25.53%
Different Trading Currencies

LUTI.DE is traded in EUR, while QQQI is traded in USD. To make them comparable, the QQQI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LUTI.DE achieves a 15.56% return, which is significantly higher than QQQI's -1.96% return.


LUTI.DE

1D
2.05%
1M
-0.80%
YTD
15.56%
6M
26.66%
1Y
38.60%
3Y*
18.34%
5Y*
12.28%
10Y*
11.45%

QQQI

1D
0.90%
1M
-2.18%
YTD
-1.96%
6M
0.44%
1Y
13.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LUTI.DE vs. QQQI - Expense Ratio Comparison

LUTI.DE has a 0.30% expense ratio, which is lower than QQQI's 0.68% expense ratio.


Return for Risk

LUTI.DE vs. QQQI — 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: 9393
Overall Rank
LUTI.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
LUTI.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
LUTI.DE Omega Ratio Rank: 9494
Omega Ratio Rank
LUTI.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
LUTI.DE Martin Ratio Rank: 9393
Martin Ratio Rank

QQQI
QQQI Risk / Return Rank: 6868
Overall Rank
QQQI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 6464
Sortino Ratio Rank
QQQI Omega Ratio Rank: 6767
Omega Ratio Rank
QQQI Calmar Ratio Rank: 7272
Calmar Ratio Rank
QQQI Martin Ratio Rank: 7878
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. QQQI - 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 NEOS Nasdaq-100 High Income ETF (QQQI). 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.DEQQQIDifference

Sharpe ratio

Return per unit of total volatility

2.36

0.60

+1.75

Sortino ratio

Return per unit of downside risk

2.90

0.98

+1.92

Omega ratio

Gain probability vs. loss probability

1.45

1.15

+0.30

Calmar ratio

Return relative to maximum drawdown

3.80

1.07

+2.73

Martin ratio

Return relative to average drawdown

14.65

4.31

+10.34

LUTI.DE vs. QQQI - Sharpe Ratio Comparison

The current LUTI.DE Sharpe Ratio is 2.36, which is higher than the QQQI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of LUTI.DE and QQQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LUTI.DEQQQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

0.60

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.65

-0.35

Correlation

The correlation between LUTI.DE and QQQI is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LUTI.DE vs. QQQI - Dividend Comparison

LUTI.DE has not paid dividends to shareholders, while QQQI's dividend yield for the trailing twelve months is around 14.90%.


TTM20252024
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc
0.00%0.00%0.00%
QQQI
NEOS Nasdaq-100 High Income ETF
14.90%13.82%12.85%

Drawdowns

LUTI.DE vs. QQQI - Drawdown Comparison

The maximum LUTI.DE drawdown since its inception was -51.94%, which is greater than QQQI's maximum drawdown of -24.57%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and QQQI.


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Drawdown Indicators


LUTI.DEQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-20.00%

-31.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-11.46%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.66%

Max Drawdown (10Y)

Largest decline over 10 years

-32.97%

Current Drawdown

Current decline from peak

-1.45%

-5.72%

+4.27%

Average Drawdown

Average peak-to-trough decline

-19.33%

-2.31%

-17.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.54%

+0.07%

Volatility

LUTI.DE vs. QQQI - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) has a higher volatility of 7.04% compared to NEOS Nasdaq-100 High Income ETF (QQQI) at 5.26%. This indicates that LUTI.DE's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUTI.DEQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

5.26%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

11.54%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

22.01%

-5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

19.12%

-3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

19.12%

-2.27%