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LUTL.DE vs. AUM5.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

LUTL.DE vs. AUM5.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.DE).

LUTL.DE and AUM5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LUTL.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Utilities. It was launched on Jul 2, 2020. AUM5.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 Index. It was launched on Mar 22, 2018. Both LUTL.DE and AUM5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LUTL.DE vs. AUM5.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 S&P 500 UCITS ETF EUR (AUM5.DE). The values are adjusted to include any dividend payments, if applicable.

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LUTL.DE vs. AUM5.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LUTL.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Dist		17.36%28.54%1.46%9.30%-7.79%8.97%11.03%31.22%1.42%9.63%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR		-2.80%4.80%32.39%22.64%-14.14%40.96%7.10%34.94%-1.01%6.82%

Returns By Period

In the year-to-date period, LUTL.DE achieves a 17.36% return, which is significantly higher than AUM5.DE's -2.80% return. Over the past 10 years, LUTL.DE has underperformed AUM5.DE with an annualized return of 10.62%, while AUM5.DE has yielded a comparatively higher 13.82% annualized return.

LUTL.DE

1D
1.44%
1M
5.17%
YTD
17.36%
6M
24.40%
1Y
35.12%
3Y*
16.19%
5Y*
10.99%
10Y*
10.62%

AUM5.DE

1D
0.22%
1M
-2.54%
YTD
-2.80%
6M
-0.11%
1Y
10.46%
3Y*
16.10%
5Y*
12.27%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Lyxor STOXX Europe 600 Utilities UCITS ETF Dist

Amundi S&P 500 UCITS ETF EUR

Often compared with LUTL.DE:
LUTL.DE vs. SPYLUTL.DE vs. LUTI.DELUTL.DE vs. ZPDU.DELUTL.DE vs. EXH9.DELUTL.DE vs. SC0Z.DELUTL.DE vs. WELQ.DELUTL.DE vs. WELD.DE
Often compared with AUM5.DE:
AUM5.DE vs. VUAA.LAUM5.DE vs. VOOAUM5.DE vs. SPYAUM5.DE vs. SXR8.DEAUM5.DE vs. LCUW.DEAUM5.DE vs. AMEW.DEAUM5.DE vs. SPYL.DE

LUTL.DE vs. AUM5.DE - Expense Ratio Comparison

LUTL.DE has a 0.30% expense ratio, which is higher than AUM5.DE's 0.15% expense ratio.

LUTL.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Dist
AUM5.DE
Amundi S&P 500 UCITS ETF EUR

Return for Risk

LUTL.DE vs. AUM5.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: 8989
Overall Rank
LUTL.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
LUTL.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
LUTL.DE Omega Ratio Rank: 8989
Omega Ratio Rank
LUTL.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
LUTL.DE Martin Ratio Rank: 8686
Martin Ratio Rank
AUM5.DE
AUM5.DE Risk / Return Rank: 4646
Overall Rank
AUM5.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 3131
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 6868
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. AUM5.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 S&P 500 UCITS ETF EUR (AUM5.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.DEAUM5.DEDifference

Sharpe ratio

Return per unit of total volatility

2.07

0.60

+1.47

Sortino ratio

Return per unit of downside risk

2.55

0.92

+1.63

Omega ratio

Gain probability vs. loss probability

1.39

1.14

+0.25

Calmar ratio

Return relative to maximum drawdown

4.33

2.36

+1.97

Martin ratio

Return relative to average drawdown

12.01

8.04

+3.97

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LUTL.DE vs. AUM5.DE - Sharpe Ratio Comparison

The current LUTL.DE Sharpe Ratio is 2.07, which is higher than the AUM5.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of LUTL.DE and AUM5.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

LUTL.DEAUM5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

0.60

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.80

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.85

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.91

-0.60

Correlation

The correlation between LUTL.DE and AUM5.DE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LUTL.DE vs. AUM5.DE - Dividend Comparison

Neither LUTL.DE nor AUM5.DE has paid dividends to shareholders.

TTM202520242023202220212020201920182017
LUTL.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Dist		0.00%0.00%5.40%0.00%4.30%3.61%3.16%3.63%4.15%0.52%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LUTL.DE vs. AUM5.DE - Drawdown Comparison

The maximum LUTL.DE drawdown since its inception was -36.55%, which is greater than AUM5.DE's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LUTL.DE and AUM5.DE.

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Drawdown Indicators

LUTL.DEAUM5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-33.66%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-8.45%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-23.30%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

-33.66%

+0.63%

Current Drawdown

Current decline from peak

0.00%

-5.00%

+5.00%

Average Drawdown

Average peak-to-trough decline

-9.83%

-4.03%

-5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.10%

+0.49%

Volatility

LUTL.DE vs. AUM5.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) has a higher volatility of 7.01% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 3.69%. This indicates that LUTL.DE's price experiences larger fluctuations and is considered to be riskier than AUM5.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.DEAUM5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

3.69%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

8.72%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

17.27%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

15.22%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

16.12%

+1.00%