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

Performance

LUTL.DE vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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 higher than XDWU.DE's 5.92% return. Over the past 10 years, LUTL.DE has outperformed XDWU.DE with an annualized return of 10.19%, while XDWU.DE has yielded a comparatively lower 8.32% annualized return.


LUTL.DE

1D
-0.22%
1M
-3.24%
YTD
12.51%
6M
14.48%
1Y
25.90%
3Y*
15.07%
5Y*
10.91%
10Y*
10.19%

XDWU.DE

1D
-1.48%
1M
-3.92%
YTD
5.92%
6M
5.19%
1Y
13.84%
3Y*
11.70%
5Y*
9.86%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUTL.DE vs. XDWU.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%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
5.92%11.38%19.82%-3.19%2.23%19.80%-4.88%25.27%6.79%-0.21%

Correlation

The correlation between LUTL.DE and XDWU.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.65

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

0.66

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

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.67

The correlation between LUTL.DE and XDWU.DE has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

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Return for Risk

LUTL.DE vs. XDWU.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

XDWU.DE
XDWU.DE Risk / Return Rank: 3131
Overall Rank
XDWU.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 3232
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. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.DEXDWU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.32

1.18

+0.13

Calmar ratioReturn relative to maximum drawdown

3.57

1.77

+1.80

Martin ratioReturn relative to average drawdown

9.96

4.77

+5.19

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

The current LUTL.DE Sharpe Ratio is 1.75, which is higher than the XDWU.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of LUTL.DE and XDWU.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.DEXDWU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.07

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.69

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.55

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.55

-0.25

Drawdowns

LUTL.DE vs. XDWU.DE - Drawdown Comparison

The maximum LUTL.DE drawdown since its inception was -36.55%, which is greater than XDWU.DE's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for LUTL.DE and XDWU.DE.


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Drawdown Indicators


LUTL.DEXDWU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.55%

-33.61%

-2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-7.30%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-12.68%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-23.26%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

-33.61%

+0.58%

Current Drawdown

Current decline from peak

-5.26%

-7.22%

+1.96%

Average Drawdown

Average peak-to-trough decline

-9.76%

-6.99%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.71%

-0.09%

Volatility

LUTL.DE vs. XDWU.DE - Volatility Comparison

Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) has a higher volatility of 5.83% compared to Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) at 4.08%. This indicates that LUTL.DE's price experiences larger fluctuations and is considered to be riskier than XDWU.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.DEXDWU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

4.08%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

10.09%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

12.09%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

14.12%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

15.16%

+1.97%

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

LUTL.DE has a 0.30% expense ratio, which is higher than XDWU.DE's 0.25% expense ratio.


Dividends

LUTL.DE vs. XDWU.DE - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
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%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LUTL.DE and XDWU.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWU.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LUTL.DE.

LUTL.DE tracks STOXX® Europe 600 Utilities, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LUTL.DE and 0.25% for XDWU.DE.

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