LUTI.DE vs. VGWD.DE

Last updated Jun 5, 2026

LUTI.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Acc) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both exchange-traded funds - LUTI.DE is a Utilities Equities fund tracking the STOXX® Europe 600 Utilities, while VGWD.DE is a Global Equities fund tracking the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, LUTI.DE returned 11.68%/yr vs 11.49%/yr for VGWD.DE. At a 0.48 correlation, their price movements are largely independent. LUTI.DE charges 0.30%/yr vs 0.29%/yr for VGWD.DE.

Performance

LUTI.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with LUTI.DE having a 12.41% return and VGWD.DE slightly higher at 12.49%.

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%

VGWD.DE

• 1D: 0.19%
• 1M: 3.35%
• YTD: 12.49%
• 6M: 14.15%
• 1Y: 25.00%
• 3Y*: 15.87%
• 5Y*: 11.49%
• 10Y*: —

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

LUTI.DE vs. VGWD.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	12.41%	33.68%	1.33%	13.47%	-7.98%	9.01%	11.12%	31.06%	2.08%	-3.46%
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	12.49%	13.16%	15.75%	7.29%	0.08%	27.90%	-9.60%	25.03%	-8.03%	1.24%

Correlation

The correlation between LUTI.DE and VGWD.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017	0.48

Return for Risk

LUTI.DE vs. VGWD.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

VGWD.DE

VGWD.DE Risk / Return Rank: 83
VGWD.DE Sharpe Ratio Rank: 84
VGWD.DE Sortino Ratio Rank: 85
VGWD.DE Omega Ratio Rank: 84
VGWD.DE Calmar Ratio Rank: 82
VGWD.DE Martin Ratio Rank: 82

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. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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	VGWD.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.70	-0.94
Sortino ratio: Return per unit of downside risk	2.34	3.78	-1.45
Omega ratio: Gain probability vs. loss probability	1.32	1.50	-0.18
Calmar ratio: Return relative to maximum drawdown	3.58	4.28	-0.70
Martin ratio: Return relative to average drawdown	9.74	16.37	-6.62
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. VGWD.DE - Sharpe Ratio Comparison

The current LUTI.DE Sharpe Ratio is 1.76, which is lower than the VGWD.DE Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of LUTI.DE and VGWD.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	VGWD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	2.70	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.99	-0.27
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	0.64	-0.35

Drawdowns

LUTI.DE vs. VGWD.DE - Drawdown Comparison

The maximum LUTI.DE drawdown since its inception was -51.94%, which is greater than VGWD.DE's maximum drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and VGWD.DE.

Drawdown Indicators

	LUTI.DE	VGWD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-51.94%	-34.57%	-17.37%
Max Drawdown (1Y) Largest decline over 1 year	-7.25%	-5.82%	-1.43%
Max Drawdown (3Y) Largest decline over 3 years	-13.76%	-16.86%	+3.10%
Max Drawdown (5Y) Largest decline over 5 years	-22.66%	-16.86%	-5.80%
Max Drawdown (10Y) Largest decline over 10 years	-32.97%	—	—
Current Drawdown Current decline from peak	-5.35%	-0.32%	-5.03%
Average Drawdown Average peak-to-trough decline	-19.17%	-4.05%	-15.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	1.52%	+1.15%

Volatility

LUTI.DE vs. VGWD.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) has a higher volatility of 5.80% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that LUTI.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LUTI.DE	VGWD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	2.33%	+3.47%
Volatility (6M) Calculated over the trailing 6-month period	12.86%	6.95%	+5.91%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	9.21%	+5.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	11.52%	+4.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	14.23%	+2.69%

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

LUTI.DE has a 0.30% expense ratio, which is higher than VGWD.DE's 0.29% expense ratio.

Dividends

LUTI.DE vs. VGWD.DE - Dividend Comparison

LUTI.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LUTI.DE Lyxor STOXX Europe 600 Utilities UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	2.49%	2.84%	3.05%	3.39%	3.78%	3.03%	3.08%	3.21%	3.70%	0.58%

Frequently Asked Questions

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

LUTI.DE and VGWD.DE have a correlation of 0.40, 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 VGWD.DE?

On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.30% for LUTI.DE.

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

LUTI.DE is categorized as Utilities Equities, while VGWD.DE is Global Equities. LUTI.DE tracks STOXX® Europe 600 Utilities, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for LUTI.DE and 0.29% for VGWD.DE.