LUTI.DE vs. XDWU.DE

Last updated Jun 5, 2026

LUTI.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Acc) and XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) are both Utilities Equities funds - LUTI.DE tracks the STOXX® Europe 600 Utilities while XDWU.DE tracks the MSCI World/Utilities NR USD. Both are passively managed. Over the past 10 years, LUTI.DE returned 10.69%/yr vs 8.32%/yr for XDWU.DE. A 0.67 correlation means they provide meaningful diversification when combined. LUTI.DE charges 0.30%/yr vs 0.25%/yr for XDWU.DE.

Performance

LUTI.DE vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LUTI.DE achieves a 12.41% return, which is significantly higher than XDWU.DE's 5.92% return. Over the past 10 years, LUTI.DE has outperformed XDWU.DE with an annualized return of 10.69%, while XDWU.DE has yielded a comparatively lower 8.32% annualized return.

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%

XDWU.DE

• 1D: -1.48%
• 1M: -3.92%
• YTD: 5.92%
• 6M: 5.19%
• 1Y: 13.84%
• 3Y*: 11.70%
• 5Y*: 9.86%
• 10Y*: 8.32%

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

LUTI.DE vs. XDWU.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%	10.01%
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C	5.92%	11.38%	19.82%	-3.19%	2.23%	19.80%	-4.88%	25.27%	6.79%	-0.21%

Correlation

The correlation between LUTI.DE and XDWU.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016	0.67

The correlation between LUTI.DE and XDWU.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.

Return for Risk

LUTI.DE vs. XDWU.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

XDWU.DE

XDWU.DE Risk / Return Rank: 31
XDWU.DE Sharpe Ratio Rank: 30
XDWU.DE Sortino Ratio Rank: 29
XDWU.DE Omega Ratio Rank: 27
XDWU.DE Calmar Ratio Rank: 36
XDWU.DE Martin Ratio Rank: 32

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. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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	XDWU.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.07	+0.70
Sortino ratio: Return per unit of downside risk	2.34	1.53	+0.80
Omega ratio: Gain probability vs. loss probability	1.32	1.18	+0.14
Calmar ratio: Return relative to maximum drawdown	3.58	1.77	+1.81
Martin ratio: Return relative to average drawdown	9.74	4.77	+4.97
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. XDWU.DE - Sharpe Ratio Comparison

The current LUTI.DE Sharpe Ratio is 1.76, which is higher than the XDWU.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of LUTI.DE and XDWU.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	XDWU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	1.07	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.69	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.55	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.55	-0.26

Drawdowns

LUTI.DE vs. XDWU.DE - Drawdown Comparison

The maximum LUTI.DE drawdown since its inception was -51.94%, which is greater than XDWU.DE's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and XDWU.DE.

Drawdown Indicators

	LUTI.DE	XDWU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-51.94%	-33.61%	-18.33%
Max Drawdown (1Y) Largest decline over 1 year	-7.25%	-7.30%	+0.05%
Max Drawdown (3Y) Largest decline over 3 years	-13.76%	-12.68%	-1.08%
Max Drawdown (5Y) Largest decline over 5 years	-22.66%	-23.26%	+0.60%
Max Drawdown (10Y) Largest decline over 10 years	-32.97%	-33.61%	+0.64%
Current Drawdown Current decline from peak	-5.35%	-7.22%	+1.87%
Average Drawdown Average peak-to-trough decline	-19.17%	-6.99%	-12.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	2.71%	-0.04%

Volatility

LUTI.DE vs. XDWU.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) has a higher volatility of 5.80% compared to Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) at 4.08%. This indicates that LUTI.DE's price experiences larger fluctuations and is considered to be riskier than XDWU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LUTI.DE	XDWU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	4.08%	+1.72%
Volatility (6M) Calculated over the trailing 6-month period	12.86%	10.09%	+2.77%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	12.09%	+2.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	14.12%	+1.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	15.16%	+1.76%

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

LUTI.DE has a 0.30% expense ratio, which is higher than XDWU.DE's 0.25% expense ratio.

Dividends

LUTI.DE vs. XDWU.DE - Dividend Comparison

Neither LUTI.DE nor XDWU.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

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

LUTI.DE and XDWU.DE have a correlation of 0.70, 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 XDWU.DE?

On fees, XDWU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

XDWU.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LUTI.DE.

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

LUTI.DE tracks STOXX® Europe 600 Utilities, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LUTI.DE and 0.25% for XDWU.DE.