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

Performance

LUTL.DE vs. LUTI.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 Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE). The values are adjusted to include any dividend payments, if applicable.

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LUTL.DE vs. LUTI.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%
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc
17.32%33.68%1.33%13.47%-7.98%9.01%11.12%31.06%2.08%10.01%

Returns By Period

The year-to-date returns for both stocks are quite close, with LUTL.DE having a 17.36% return and LUTI.DE slightly lower at 17.32%. Over the past 10 years, LUTL.DE has underperformed LUTI.DE with an annualized return of 10.62%, while LUTI.DE has yielded a comparatively higher 11.56% 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%

LUTI.DE

1D
1.52%
1M
4.93%
YTD
17.32%
6M
29.17%
1Y
40.29%
3Y*
19.11%
5Y*
12.62%
10Y*
11.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both LUTL.DE and LUTI.DE have an expense ratio of 0.30%.


Return for Risk

LUTL.DE vs. LUTI.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

LUTI.DE
LUTI.DE Risk / Return Rank: 9494
Overall Rank
LUTI.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LUTI.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
LUTI.DE Omega Ratio Rank: 9494
Omega Ratio Rank
LUTI.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
LUTI.DE Martin Ratio Rank: 9393
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. LUTI.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 Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.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.DELUTI.DEDifference

Sharpe ratio

Return per unit of total volatility

2.07

2.45

-0.38

Sortino ratio

Return per unit of downside risk

2.55

3.00

-0.45

Omega ratio

Gain probability vs. loss probability

1.39

1.46

-0.08

Calmar ratio

Return relative to maximum drawdown

4.33

5.00

-0.66

Martin ratio

Return relative to average drawdown

12.01

15.31

-3.30

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

The current LUTL.DE Sharpe Ratio is 2.07, which is comparable to the LUTI.DE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of LUTL.DE and LUTI.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.DELUTI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.45

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.78

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.69

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.30

0.00

Correlation

The correlation between LUTL.DE and LUTI.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LUTL.DE vs. LUTI.DE - Dividend Comparison

Neither LUTL.DE nor LUTI.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%
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LUTL.DE vs. LUTI.DE - Drawdown Comparison

The maximum LUTL.DE drawdown since its inception was -36.55%, smaller than the maximum LUTI.DE drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for LUTL.DE and LUTI.DE.


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Drawdown Indicators


LUTL.DELUTI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-51.94%

+15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-10.05%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-22.66%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

-32.97%

-0.06%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.83%

-19.32%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.37%

+0.22%

Volatility

LUTL.DE vs. LUTI.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) and Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) have volatilities of 7.01% and 7.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUTL.DELUTI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

7.14%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

10.98%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

16.36%

+0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

15.92%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

16.85%

+0.27%