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LUTL.DE vs. 2B7A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LUTL.DE vs. 2B7A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) and iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LUTL.DE achieves a 12.51% return, which is significantly higher than 2B7A.DE's 3.01% return.


LUTL.DE

1D
-0.22%
1M
-3.04%
YTD
12.51%
6M
13.83%
1Y
26.12%
3Y*
15.07%
5Y*
10.91%
10Y*
10.19%

2B7A.DE

1D
-2.24%
1M
-4.22%
YTD
3.01%
6M
1.01%
1Y
8.20%
3Y*
9.59%
5Y*
9.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUTL.DE vs. 2B7A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUTL.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Dist
12.51%33.57%1.46%9.30%-7.79%8.97%11.03%31.22%1.42%3.40%
2B7A.DE
iShares S&P 500 Utilities Sector UCITS ETF USD Acc
3.01%2.79%29.83%-11.29%8.44%28.42%-10.08%27.08%8.53%-7.26%

Correlation

The correlation between LUTL.DE and 2B7A.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2017

0.42

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Return for Risk

LUTL.DE vs. 2B7A.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LUTL.DE
LUTL.DE Risk / Return Rank: 5656
Overall Rank
LUTL.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LUTL.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LUTL.DE Omega Ratio Rank: 5151
Omega Ratio Rank
LUTL.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
LUTL.DE Martin Ratio Rank: 5858
Martin Ratio Rank

2B7A.DE
2B7A.DE Risk / Return Rank: 1616
Overall Rank
2B7A.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
2B7A.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
2B7A.DE Omega Ratio Rank: 1515
Omega Ratio Rank
2B7A.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
2B7A.DE Martin Ratio Rank: 1616
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.

LUTL.DE vs. 2B7A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) and iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.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.


LUTL.DE2B7A.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.32

1.08

+0.23

Calmar ratioReturn relative to maximum drawdown

3.57

0.72

+2.84

Martin ratioReturn relative to average drawdown

9.96

1.49

+8.47

LUTL.DE vs. 2B7A.DE - Sharpe Ratio Comparison

The current LUTL.DE Sharpe Ratio is 1.75, which is higher than the 2B7A.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of LUTL.DE and 2B7A.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.


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Sharpe Ratios by Period


LUTL.DE2B7A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.45

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.55

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.43

-0.13

Drawdowns

LUTL.DE vs. 2B7A.DE - Drawdown Comparison

The maximum LUTL.DE drawdown since its inception was -36.55%, roughly equal to the maximum 2B7A.DE drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for LUTL.DE and 2B7A.DE.


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Drawdown Indicators


LUTL.DE2B7A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-35.70%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-9.22%

+1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-16.84%

+3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-29.81%

+7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

Current Drawdown

Current decline from peak

-5.26%

-8.77%

+3.51%

Average Drawdown

Average peak-to-trough decline

-9.76%

-10.03%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

4.48%

-1.86%

Volatility

LUTL.DE vs. 2B7A.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) has a higher volatility of 5.83% compared to iShares S&P 500 Utilities Sector UCITS ETF USD Acc (2B7A.DE) at 5.01%. This indicates that LUTL.DE's price experiences larger fluctuations and is considered to be riskier than 2B7A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUTL.DE2B7A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

5.01%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

12.01%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

14.74%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

17.01%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

19.65%

-2.52%

LUTL.DE vs. 2B7A.DE - Expense Ratio Comparison

LUTL.DE has a 0.30% expense ratio, which is higher than 2B7A.DE's 0.15% expense ratio.


Dividends

LUTL.DE vs. 2B7A.DE - Dividend Comparison

LUTL.DE's dividend yield for the trailing twelve months is around 3.42%, while 2B7A.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
2B7A.DE
iShares S&P 500 Utilities Sector UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LUTL.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Dist
3.42%3.85%5.40%0.00%4.30%3.61%3.16%3.63%4.15%0.52%

Frequently Asked Questions


LUTL.DE and 2B7A.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7A.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7A.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LUTL.DE.

LUTL.DE tracks STOXX® Europe 600 Utilities, while 2B7A.DE tracks S&P 500 Capped 35/20 Utilities. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LUTL.DE and 0.15% for 2B7A.DE.

Portfolio Optimizer

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