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SAF.PA vs. LUTI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SAF.PA vs. LUTI.DE

Last updated Jun 13, 2026

SAF.PA (Safran SA) is a stock, while LUTI.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Acc) is Utilities Equities fund tracking the STOXX® Europe 600 Utilities. Over the past 10 years, SAF.PA returned 19.52%/yr vs 11.40%/yr for LUTI.DE. At a 0.34 correlation, their price movements are largely independent.

Performance

SAF.PA vs. LUTI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Safran SA (SAF.PA) 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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Returns By Period

In the year-to-date period, SAF.PA achieves a 4.08% return, which is significantly lower than LUTI.DE's 14.91% return. Over the past 10 years, SAF.PA has outperformed LUTI.DE with an annualized return of 19.52%, while LUTI.DE has yielded a comparatively lower 11.40% annualized return.

SAF.PA

1D
3.66%
1M
9.30%
YTD
4.08%
6M
6.26%
1Y
22.25%
3Y*
31.43%
5Y*
21.02%
10Y*
19.52%

LUTI.DE

1D
0.27%
1M
0.41%
YTD
14.91%
6M
18.14%
1Y
27.19%
3Y*
17.12%
5Y*
11.99%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAF.PA vs. LUTI.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SAF.PA
Safran SA		4.08%41.80%34.36%37.72%9.15%-6.83%-15.76%32.58%24.66%26.88%
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc		14.91%33.68%1.33%13.47%-7.98%9.01%11.12%31.97%1.53%9.76%

Correlation

The correlation between SAF.PA and LUTI.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.17

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

0.28

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.34

The correlation between SAF.PA and LUTI.DE shifts across timeframes, from 0.17 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Safran SA

Lyxor STOXX Europe 600 Utilities UCITS ETF Acc

Often compared with SAF.PA:
SAF.PA vs. SAFRYSAF.PA vs. RTXSAF.PA vs. SWBISAF.PA vs. HWMSAF.PA vs. GDSAF.PA vs. GESAF.PA vs. voo
Often compared with LUTI.DE:
LUTI.DE vs. QQQILUTI.DE vs. GLDLUTI.DE vs. EXH9.DELUTI.DE vs. SC0Z.DELUTI.DE vs. WELQ.DELUTI.DE vs. LUTL.DELUTI.DE vs. VGWL.DE

Return for Risk

SAF.PA vs. LUTI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAF.PA
SAF.PA Risk / Return Rank: 6161
Overall Rank
SAF.PA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SAF.PA Sortino Ratio Rank: 6060
Sortino Ratio Rank
SAF.PA Omega Ratio Rank: 5858
Omega Ratio Rank
SAF.PA Calmar Ratio Rank: 6161
Calmar Ratio Rank
SAF.PA Martin Ratio Rank: 6464
Martin Ratio Rank
LUTI.DE
LUTI.DE Risk / Return Rank: 6565
Overall Rank
LUTI.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LUTI.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
LUTI.DE Omega Ratio Rank: 6262
Omega Ratio Rank
LUTI.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
LUTI.DE Martin Ratio Rank: 6262
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.

SAF.PA vs. LUTI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) 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.

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.

SAF.PALUTI.DEDifference
Sharpe ratioReturn per unit of total volatility
0.62
1.83

-1.20

Sortino ratioReturn per unit of downside risk
1.15
2.42

-1.27

Omega ratioGain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratioReturn relative to maximum drawdown

0.83

3.73

-2.89

Martin ratioReturn relative to average drawdown

2.22

9.85

-7.62

SAF.PA vs. LUTI.DE - Sharpe Ratio Comparison

The current SAF.PA Sharpe Ratio is 0.62, which is lower than the LUTI.DE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SAF.PA and LUTI.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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Drawdowns

SAF.PA vs. LUTI.DE - Drawdown Comparison

The maximum SAF.PA drawdown since its inception was -64.89%, which is greater than LUTI.DE's maximum drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for SAF.PA and LUTI.DE.

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Drawdown Indicators

SAF.PALUTI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.89%

-57.23%

-7.66%

Max Drawdown (1Y)

Largest decline over 1 year

-23.62%

-7.25%

-16.37%

Max Drawdown (3Y)

Largest decline over 3 years

-23.62%

-13.76%

-9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-29.84%

-22.66%

-7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-64.63%

-32.96%

-31.67%

Current Drawdown

Current decline from peak

-10.85%

-3.25%

-7.60%

Average Drawdown

Average peak-to-trough decline

-13.50%

-25.74%

+12.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

2.75%

+6.15%

Volatility

SAF.PA vs. LUTI.DE - Volatility Comparison

Safran SA (SAF.PA) has a higher volatility of 10.23% compared to Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) at 5.62%. This indicates that SAF.PA's price experiences larger fluctuations and is considered to be riskier than LUTI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SAF.PALUTI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.23%

5.62%

+4.61%

Volatility (6M)

Calculated over the trailing 6-month period

27.80%

12.92%

+14.88%

Volatility (1Y)

Calculated over the trailing 1-year period

31.51%

14.80%

+16.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.37%

16.06%

+12.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.13%

16.85%

+16.28%

Dividends

SAF.PA vs. LUTI.DE - Dividend Comparison

SAF.PA's dividend yield for the trailing twelve months is around 1.09%, while LUTI.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
SAF.PA
Safran SA		1.09%0.98%1.04%0.85%0.43%0.40%0.00%1.32%1.52%0.97%2.15%1.96%

Frequently Asked Questions

SAF.PA and LUTI.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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