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LUTL.DE vs. 6AQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LUTL.DE vs. 6AQQ.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 Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.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 lower than 6AQQ.DE's 20.65% return. Over the past 10 years, LUTL.DE has underperformed 6AQQ.DE with an annualized return of 10.19%, while 6AQQ.DE has yielded a comparatively higher 21.42% annualized 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%

6AQQ.DE

1D
-0.84%
1M
9.27%
YTD
20.65%
6M
19.52%
1Y
37.91%
3Y*
24.68%
5Y*
18.87%
10Y*
21.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUTL.DE vs. 6AQQ.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%9.63%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
20.65%7.08%33.77%51.54%-29.96%39.62%34.72%42.90%3.22%15.90%

Correlation

The correlation between LUTL.DE and 6AQQ.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.03

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.34

Over the past year, the correlation between LUTL.DE and 6AQQ.DE has dropped to 0.05 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

LUTL.DE vs. 6AQQ.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

6AQQ.DE
6AQQ.DE Risk / Return Rank: 7272
Overall Rank
6AQQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
6AQQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
6AQQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
6AQQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
6AQQ.DE Martin Ratio Rank: 6363
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. 6AQQ.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 Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.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.DE6AQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.32

1.42

-0.11

Calmar ratioReturn relative to maximum drawdown

3.57

3.77

-0.20

Martin ratioReturn relative to average drawdown

9.96

11.17

-1.21

LUTL.DE vs. 6AQQ.DE - Sharpe Ratio Comparison

The current LUTL.DE Sharpe Ratio is 1.75, which is comparable to the 6AQQ.DE Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of LUTL.DE and 6AQQ.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.DE6AQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.41

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.94

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

1.08

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.08

-0.78

Drawdowns

LUTL.DE vs. 6AQQ.DE - Drawdown Comparison

The maximum LUTL.DE drawdown since its inception was -36.55%, which is greater than 6AQQ.DE's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for LUTL.DE and 6AQQ.DE.


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Drawdown Indicators


LUTL.DE6AQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-31.19%

-5.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-10.01%

+2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-26.73%

+12.89%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-31.19%

+8.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

-31.19%

-1.84%

Current Drawdown

Current decline from peak

-5.26%

-0.84%

-4.42%

Average Drawdown

Average peak-to-trough decline

-9.76%

-5.36%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

3.39%

-0.77%

Volatility

LUTL.DE vs. 6AQQ.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) has a higher volatility of 5.83% compared to Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) at 4.40%. This indicates that LUTL.DE's price experiences larger fluctuations and is considered to be riskier than 6AQQ.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.DE6AQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

4.40%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

10.96%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

15.66%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

19.83%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

19.63%

-2.50%

LUTL.DE vs. 6AQQ.DE - Expense Ratio Comparison

LUTL.DE has a 0.30% expense ratio, which is higher than 6AQQ.DE's 0.23% expense ratio.


Dividends

LUTL.DE vs. 6AQQ.DE - Dividend Comparison

LUTL.DE's dividend yield for the trailing twelve months is around 3.42%, while 6AQQ.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
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 6AQQ.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 6AQQ.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6AQQ.DE is cheaper with a 0.23% expense ratio, compared with 0.30% for LUTL.DE.

LUTL.DE is categorized as Utilities Equities, while 6AQQ.DE is Nasdaq-100. LUTL.DE tracks STOXX® Europe 600 Utilities, while 6AQQ.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for LUTL.DE and 0.23% for 6AQQ.DE.

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