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

Performance

LUTI.DE vs. WELQ.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 S&P Global Utilities ESG UCITS ETF EUR Dist (WELQ.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc
15.56%33.68%1.33%13.47%15.73%
WELQ.DE
Amundi S&P Global Utilities ESG UCITS ETF EUR Dist
11.69%18.60%9.91%1.75%9.13%

Returns By Period

In the year-to-date period, LUTI.DE achieves a 15.56% return, which is significantly higher than WELQ.DE's 11.69% 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%

WELQ.DE

1D
1.05%
1M
-1.13%
YTD
11.69%
6M
15.97%
1Y
24.75%
3Y*
13.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LUTI.DE has a 0.30% expense ratio, which is higher than WELQ.DE's 0.18% expense ratio.


Return for Risk

LUTI.DE vs. WELQ.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

WELQ.DE
WELQ.DE Risk / Return Rank: 8282
Overall Rank
WELQ.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WELQ.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
WELQ.DE Omega Ratio Rank: 8181
Omega Ratio Rank
WELQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
WELQ.DE Martin Ratio Rank: 8383
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. WELQ.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 S&P Global Utilities ESG UCITS ETF EUR Dist (WELQ.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.DEWELQ.DEDifference

Sharpe ratio

Return per unit of total volatility

2.36

1.76

+0.59

Sortino ratio

Return per unit of downside risk

2.90

2.29

+0.61

Omega ratio

Gain probability vs. loss probability

1.45

1.33

+0.12

Calmar ratio

Return relative to maximum drawdown

3.80

2.52

+1.28

Martin ratio

Return relative to average drawdown

14.65

10.38

+4.27

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

The current LUTI.DE Sharpe Ratio is 2.36, which is higher than the WELQ.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of LUTI.DE and WELQ.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.DEWELQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.76

+0.59

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

1.14

-0.84

Correlation

The correlation between LUTI.DE and WELQ.DE is 0.80, 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. WELQ.DE - Dividend Comparison

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


TTM202520242023
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc
0.00%0.00%0.00%0.00%
WELQ.DE
Amundi S&P Global Utilities ESG UCITS ETF EUR Dist
2.49%2.85%3.42%0.57%

Drawdowns

LUTI.DE vs. WELQ.DE - Drawdown Comparison

The maximum LUTI.DE drawdown since its inception was -51.94%, which is greater than WELQ.DE's maximum drawdown of -13.98%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and WELQ.DE.


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Drawdown Indicators


LUTI.DEWELQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-13.98%

-37.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-9.76%

-0.29%

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%

-2.24%

+0.79%

Average Drawdown

Average peak-to-trough decline

-19.33%

-3.12%

-16.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.37%

+0.24%

Volatility

LUTI.DE vs. WELQ.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) has a higher volatility of 7.04% compared to Amundi S&P Global Utilities ESG UCITS ETF EUR Dist (WELQ.DE) at 5.41%. This indicates that LUTI.DE's price experiences larger fluctuations and is considered to be riskier than WELQ.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.DEWELQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

5.41%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

8.83%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

13.99%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

12.91%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

12.91%

+3.94%