PortfoliosLab logoPortfoliosLab logo
LUTL.DE vs. WELD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LUTL.DE vs. WELD.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 Global Utilities ESG UCITS ETF EUR Acc (WELD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)2025202420232022
LUTL.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Dist
15.69%28.54%1.46%9.30%15.90%
WELD.DE
Amundi S&P Global Utilities ESG UCITS ETF EUR Acc
11.75%18.60%10.09%1.57%9.15%

Returns By Period

In the year-to-date period, LUTL.DE achieves a 15.69% return, which is significantly higher than WELD.DE's 11.75% return.


LUTL.DE

1D
2.06%
1M
-0.56%
YTD
15.69%
6M
21.62%
1Y
33.80%
3Y*
15.44%
5Y*
10.68%
10Y*
10.53%

WELD.DE

1D
0.87%
1M
-1.12%
YTD
11.75%
6M
15.67%
1Y
24.96%
3Y*
13.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

LUTL.DE has a 0.30% expense ratio, which is higher than WELD.DE's 0.18% expense ratio.


Return for Risk

LUTL.DE vs. WELD.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: 8888
Overall Rank
LUTL.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LUTL.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
LUTL.DE Omega Ratio Rank: 8787
Omega Ratio Rank
LUTL.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
LUTL.DE Martin Ratio Rank: 8787
Martin Ratio Rank

WELD.DE
WELD.DE Risk / Return Rank: 8181
Overall Rank
WELD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WELD.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
WELD.DE Omega Ratio Rank: 7878
Omega Ratio Rank
WELD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
WELD.DE Martin Ratio Rank: 8282
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. WELD.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 Global Utilities ESG UCITS ETF EUR Acc (WELD.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.DEWELD.DEDifference

Sharpe ratio

Return per unit of total volatility

2.00

1.72

+0.28

Sortino ratio

Return per unit of downside risk

2.47

2.23

+0.24

Omega ratio

Gain probability vs. loss probability

1.37

1.31

+0.06

Calmar ratio

Return relative to maximum drawdown

3.38

2.53

+0.85

Martin ratio

Return relative to average drawdown

11.82

10.14

+1.68

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

The current LUTL.DE Sharpe Ratio is 2.00, which is comparable to the WELD.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of LUTL.DE and WELD.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.


Loading graphics...

Sharpe Ratios by Period


LUTL.DEWELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.72

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.11

-0.81

Correlation

The correlation between LUTL.DE and WELD.DE is 0.77, 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. WELD.DE - Dividend Comparison

Neither LUTL.DE nor WELD.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%
WELD.DE
Amundi S&P Global Utilities ESG UCITS ETF EUR 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. WELD.DE - Drawdown Comparison

The maximum LUTL.DE drawdown since its inception was -36.55%, which is greater than WELD.DE's maximum drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for LUTL.DE and WELD.DE.


Loading graphics...

Drawdown Indicators


LUTL.DEWELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-14.07%

-22.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-9.74%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

Current Drawdown

Current decline from peak

-1.41%

-2.20%

+0.79%

Average Drawdown

Average peak-to-trough decline

-9.84%

-3.19%

-6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.43%

+0.38%

Volatility

LUTL.DE vs. WELD.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) has a higher volatility of 6.96% compared to Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.DE) at 5.39%. This indicates that LUTL.DE's price experiences larger fluctuations and is considered to be riskier than WELD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LUTL.DEWELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

5.39%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

8.98%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

14.45%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

13.30%

+2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

13.30%

+3.81%