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

LUTI.DE vs. VGWL.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE).

LUTI.DE and VGWL.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. VGWL.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World. It was launched on May 22, 2012. Both LUTI.DE and VGWL.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. VGWL.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 UCITS ETF Distributing (VGWL.DE). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc		15.56%33.68%1.33%13.47%-7.98%9.01%11.12%31.06%2.08%-3.46%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing		-0.53%9.18%24.40%18.17%-13.48%28.60%5.38%30.12%-6.03%2.20%

Returns By Period

In the year-to-date period, LUTI.DE achieves a 15.56% return, which is significantly higher than VGWL.DE's -0.53% 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%

VGWL.DE

1D
-0.13%
1M
-2.03%
YTD
-0.53%
6M
2.52%
1Y
13.66%
3Y*
14.84%
5Y*
9.97%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Lyxor STOXX Europe 600 Utilities UCITS ETF Acc

Vanguard FTSE All-World UCITS ETF Distributing

Often compared with LUTI.DE:
LUTI.DE vs. QQQILUTI.DE vs. GLDLUTI.DE vs. VJPU.LLUTI.DE vs. EXH9.DELUTI.DE vs. LUTL.DELUTI.DE vs. SC0Z.DELUTI.DE vs. WELQ.DE
Often compared with VGWL.DE:
VGWL.DE vs. VWRL.ASVGWL.DE vs. VOOVGWL.DE vs. VWRL.LVGWL.DE vs. VTVGWL.DE vs. JEPIVGWL.DE vs. V3AL.DEVGWL.DE vs. V3AM.L

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

LUTI.DE has a 0.30% expense ratio, which is higher than VGWL.DE's 0.22% expense ratio.

LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing

Return for Risk

LUTI.DE vs. VGWL.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: 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
VGWL.DE
VGWL.DE Risk / Return Rank: 6060
Overall Rank
VGWL.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 4444
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8686
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. VGWL.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 UCITS ETF Distributing (VGWL.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.DEVGWL.DEDifference

Sharpe ratio

Return per unit of total volatility

2.36

0.86

+1.50

Sortino ratio

Return per unit of downside risk

2.90

1.23

+1.67

Omega ratio

Gain probability vs. loss probability

1.45

1.19

+0.26

Calmar ratio

Return relative to maximum drawdown

3.80

2.92

+0.88

Martin ratio

Return relative to average drawdown

14.65

11.56

+3.09

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. VGWL.DE - Sharpe Ratio Comparison

The current LUTI.DE Sharpe Ratio is 2.36, which is higher than the VGWL.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of LUTI.DE and VGWL.DE, 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.DEVGWL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

0.86

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.72

+0.05

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

0.68

-0.38

Correlation

The correlation between LUTI.DE and VGWL.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LUTI.DE vs. VGWL.DE - Dividend Comparison

LUTI.DE has not paid dividends to shareholders, while VGWL.DE's dividend yield for the trailing twelve months is around 1.41%.

TTM202520242023202220212020201920182017
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%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing		1.41%1.42%1.48%1.73%2.09%1.43%1.56%1.87%2.26%0.37%

Drawdowns

LUTI.DE vs. VGWL.DE - Drawdown Comparison

The maximum LUTI.DE drawdown since its inception was -51.94%, which is greater than VGWL.DE's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and VGWL.DE.

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Drawdown Indicators

LUTI.DEVGWL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-33.40%

-18.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-8.91%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.66%

-21.04%

-1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-32.97%

—

—

Current Drawdown

Current decline from peak

-1.45%

-4.13%

+2.68%

Average Drawdown

Average peak-to-trough decline

-19.33%

-4.42%

-14.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

1.66%

+0.95%

Volatility

LUTI.DE vs. VGWL.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) has a higher volatility of 7.04% compared to Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) at 4.40%. This indicates that LUTI.DE's price experiences larger fluctuations and is considered to be riskier than VGWL.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.DEVGWL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

4.40%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

8.44%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

15.81%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

13.73%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

15.57%

+1.28%