LUTI.DE vs. SC0Z.DE
Compare and contrast key facts about Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) and Invesco European Utilities Sector UCITS ETF (SC0Z.DE).
LUTI.DE and SC0Z.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LUTI.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Utilities. It was launched on Aug 25, 2006. SC0Z.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Utilities. It was launched on Jul 8, 2009. Both LUTI.DE and SC0Z.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LUTI.DE vs. SC0Z.DE - Performance Comparison
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LUTI.DE vs. SC0Z.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LUTI.DE Lyxor STOXX Europe 600 Utilities UCITS ETF Acc | 17.32% | 33.68% | 1.33% | 13.47% | -7.98% | 9.01% | 11.12% | 31.06% | 2.08% | 10.01% |
SC0Z.DE Invesco European Utilities Sector UCITS ETF | 17.85% | 32.73% | 0.20% | 13.45% | -9.07% | 8.96% | 9.52% | 29.64% | 0.81% | 8.10% |
Returns By Period
The year-to-date returns for both investments are quite close, with LUTI.DE having a 17.32% return and SC0Z.DE slightly higher at 17.85%. Over the past 10 years, LUTI.DE has outperformed SC0Z.DE with an annualized return of 11.56%, while SC0Z.DE has yielded a comparatively lower 10.64% annualized return.
LUTI.DE
- 1D
- 1.52%
- 1M
- 4.93%
- YTD
- 17.32%
- 6M
- 29.17%
- 1Y
- 40.29%
- 3Y*
- 19.11%
- 5Y*
- 12.62%
- 10Y*
- 11.56%
SC0Z.DE
- 1D
- 1.46%
- 1M
- 4.74%
- YTD
- 17.85%
- 6M
- 29.49%
- 1Y
- 40.37%
- 3Y*
- 18.54%
- 5Y*
- 11.97%
- 10Y*
- 10.64%
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LUTI.DE vs. SC0Z.DE - Expense Ratio Comparison
LUTI.DE has a 0.30% expense ratio, which is higher than SC0Z.DE's 0.20% expense ratio.
Return for Risk
LUTI.DE vs. SC0Z.DE — Risk / Return Rank
LUTI.DE
SC0Z.DE
LUTI.DE vs. SC0Z.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 Invesco European Utilities Sector UCITS ETF (SC0Z.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 | SC0Z.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.45 | 2.46 | -0.01 |
Sortino ratioReturn per unit of downside risk | 3.00 | 3.01 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.46 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 5.00 | 4.89 | +0.11 |
Martin ratioReturn relative to average drawdown | 15.31 | 14.71 | +0.60 |
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
| LUTI.DE | SC0Z.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 2.46 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.74 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.62 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.40 | -0.09 |
Correlation
The correlation between LUTI.DE and SC0Z.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LUTI.DE vs. SC0Z.DE - Dividend Comparison
Neither LUTI.DE nor SC0Z.DE has paid dividends to shareholders.
Drawdowns
LUTI.DE vs. SC0Z.DE - Drawdown Comparison
The maximum LUTI.DE drawdown since its inception was -51.94%, which is greater than SC0Z.DE's maximum drawdown of -33.41%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and SC0Z.DE.
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Drawdown Indicators
| LUTI.DE | SC0Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.94% | -33.41% | -18.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -10.01% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -23.25% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -33.41% | +0.44% |
Current DrawdownCurrent decline from peak | 0.00% | -0.21% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -19.32% | -8.32% | -11.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.48% | -0.11% |
Volatility
LUTI.DE vs. SC0Z.DE - Volatility Comparison
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) and Invesco European Utilities Sector UCITS ETF (SC0Z.DE) have volatilities of 7.14% and 7.15%, 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.
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Volatility by Period
| LUTI.DE | SC0Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 7.15% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 11.05% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.36% | 16.35% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 16.07% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 17.07% | -0.22% |