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

Performance

LUTL.DE vs. VOO - Performance Comparison

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

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Different Trading Currencies

LUTL.DE is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LUTL.DE achieves a 19.04% return, which is significantly higher than VOO's 13.89% return.


LUTL.DE

1D
0.00%
1M
4.10%
6M
14.69%
YTD
19.04%
1Y
32.57%
3Y*
5Y*
10Y*

VOO

1D
0.00%
1M
1.25%
6M
11.52%
YTD
13.89%
1Y
24.04%
3Y*
19.57%
5Y*
14.07%
10Y*
14.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUTL.DE vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024
LUTL.DE
Amundi STOXX Europe 600 Utilities UCITS ETF Dist
19.04%33.57%7.18%
VOO
Vanguard S&P 500 ETF
13.97%3.84%18.57%

Correlation

The correlation between LUTL.DE and VOO is 0.00, 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

0.00

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2024

0.03

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Return for Risk

LUTL.DE vs. VOO — 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: 8282
Overall Rank
LUTL.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LUTL.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
LUTL.DE Omega Ratio Rank: 8181
Omega Ratio Rank
LUTL.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
LUTL.DE Martin Ratio Rank: 7878
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6464
Calmar Ratio Rank
VOO Martin Ratio Rank: 7676
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) and Vanguard S&P 500 ETF (VOO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LUTL.DEVOODifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.38

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

4.45

3.28

+1.17

Martin ratioReturn relative to average drawdown

11.76

12.26

-0.49

LUTL.DE vs. VOO - Sharpe Ratio Comparison

The current LUTL.DE Sharpe Ratio is 2.14, which is comparable to the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of LUTL.DE and VOO, 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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Drawdowns

LUTL.DE vs. VOO - Drawdown Comparison

The maximum LUTL.DE drawdown since its inception was -9.99%, smaller than the maximum VOO drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for LUTL.DE and VOO.


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Drawdown Indicators


LUTL.DEVOODifference

Max Drawdown

Largest peak-to-trough decline

-9.99%

-33.49%

+23.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-7.37%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-23.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

Current Drawdown

Current decline from peak

-0.25%

-0.56%

+0.31%

Average Drawdown

Average peak-to-trough decline

-2.74%

-4.02%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

1.97%

+0.79%

Volatility

LUTL.DE vs. VOO - Volatility Comparison

Amundi STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) has a higher volatility of 4.13% compared to Vanguard S&P 500 ETF (VOO) at 3.29%. This indicates that LUTL.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUTL.DEVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

3.29%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

9.18%

+3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

12.57%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

16.77%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

18.54%

-3.27%

LUTL.DE vs. VOO - Expense Ratio Comparison

LUTL.DE has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.


Dividends

LUTL.DE vs. VOO - Dividend Comparison

LUTL.DE's dividend yield for the trailing twelve months is around 3.24%, more than VOO's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
LUTL.DE
Amundi STOXX Europe 600 Utilities UCITS ETF Dist
3.24%3.85%5.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.06%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


LUTL.DE and VOO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.30% for LUTL.DE.

LUTL.DE is categorized as Utilities Equities, while VOO is S&P 500. LUTL.DE tracks STOXX Europe 600 Utilities Index, while VOO tracks S&P 500 Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for LUTL.DE and 0.03% for VOO.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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