LUTI.DE vs. ZPDU.DE
LUTI.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Acc) and ZPDU.DE (SPDR S&P US Utilities Select Sector UCITS ETF) are both Utilities Equities funds - LUTI.DE tracks the STOXX® Europe 600 Utilities while ZPDU.DE tracks the S&P Utilities Select Sector. Both are passively managed. Over the past 10 years, LUTI.DE returned 10.69%/yr vs 8.25%/yr for ZPDU.DE. At a 0.45 correlation, their price movements are largely independent. LUTI.DE charges 0.30%/yr vs 0.15%/yr for ZPDU.DE.
Performance
LUTI.DE vs. ZPDU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LUTI.DE achieves a 12.41% return, which is significantly higher than ZPDU.DE's 2.85% return. Over the past 10 years, LUTI.DE has outperformed ZPDU.DE with an annualized return of 10.69%, while ZPDU.DE has yielded a comparatively lower 8.25% 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%
ZPDU.DE
- 1D
- -2.27%
- 1M
- -6.18%
- YTD
- 2.85%
- 6M
- 0.22%
- 1Y
- 6.67%
- 3Y*
- 9.55%
- 5Y*
- 9.42%
- 10Y*
- 8.25%
LUTI.DE vs. ZPDU.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% |
ZPDU.DE SPDR S&P US Utilities Select Sector UCITS ETF | 2.85% | 2.83% | 29.87% | -11.25% | 8.44% | 28.37% | -10.02% | 27.11% | 8.38% | -2.63% |
Correlation
The correlation between LUTI.DE and ZPDU.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.45 |
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Return for Risk
LUTI.DE vs. ZPDU.DE — Risk / Return Rank
LUTI.DE
ZPDU.DE
LUTI.DE vs. ZPDU.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 SPDR S&P US Utilities Select Sector UCITS ETF (ZPDU.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 | ZPDU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.08 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 0.72 | +2.86 |
| Martin ratioReturn relative to average drawdown | 9.74 | 1.49 | +8.25 |
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 | ZPDU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.46 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.55 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.45 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.48 | -0.19 |
Drawdowns
LUTI.DE vs. ZPDU.DE - Drawdown Comparison
The maximum LUTI.DE drawdown since its inception was -51.94%, which is greater than ZPDU.DE's maximum drawdown of -35.80%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and ZPDU.DE.
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Drawdown Indicators
| LUTI.DE | ZPDU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.94% | -35.80% | -16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.25% | -9.21% | +1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -13.76% | -16.75% | +2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -29.76% | +7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -35.80% | +2.83% |
Current DrawdownCurrent decline from peak | -5.35% | -8.80% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -19.17% | -8.64% | -10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 4.46% | -1.79% |
Volatility
LUTI.DE vs. ZPDU.DE - Volatility Comparison
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) has a higher volatility of 5.80% compared to SPDR S&P US Utilities Select Sector UCITS ETF (ZPDU.DE) at 5.03%. This indicates that LUTI.DE's price experiences larger fluctuations and is considered to be riskier than ZPDU.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.DE | ZPDU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 5.03% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.86% | 11.92% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.71% | 14.59% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.99% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 18.31% | -1.39% |
LUTI.DE vs. ZPDU.DE - Expense Ratio Comparison
LUTI.DE has a 0.30% expense ratio, which is higher than ZPDU.DE's 0.15% expense ratio.
Dividends
LUTI.DE vs. ZPDU.DE - Dividend Comparison
Neither LUTI.DE nor ZPDU.DE has paid dividends to shareholders.
Frequently Asked Questions
LUTI.DE and ZPDU.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDU.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LUTI.DE.
LUTI.DE tracks STOXX® Europe 600 Utilities, while ZPDU.DE tracks S&P Utilities Select Sector. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for LUTI.DE and 0.15% for ZPDU.DE.
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