SC0Z.DE vs. LUTI.DE
Compare and contrast key facts about Invesco European Utilities Sector UCITS ETF (SC0Z.DE) and Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE).
SC0Z.DE and LUTI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SC0Z.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Utilities. It was launched on Jul 8, 2009. LUTI.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Utilities. It was launched on Aug 25, 2006. Both SC0Z.DE and LUTI.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SC0Z.DE vs. LUTI.DE - Performance Comparison
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SC0Z.DE vs. LUTI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0Z.DE Invesco European Utilities Sector UCITS ETF | 16.16% | 32.73% | 0.20% | 13.45% | -9.07% | 8.96% | 9.52% | 29.64% | 0.81% | 8.10% |
LUTI.DE Lyxor STOXX Europe 600 Utilities UCITS ETF Acc | 15.56% | 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 SC0Z.DE having a 16.16% return and LUTI.DE slightly lower at 15.56%. Over the past 10 years, SC0Z.DE has underperformed LUTI.DE with an annualized return of 10.55%, while LUTI.DE has yielded a comparatively higher 11.45% annualized return.
SC0Z.DE
- 1D
- 2.06%
- 1M
- -0.76%
- YTD
- 16.16%
- 6M
- 27.26%
- 1Y
- 38.88%
- 3Y*
- 17.79%
- 5Y*
- 11.65%
- 10Y*
- 10.55%
LUTI.DE
- 1D
- 2.05%
- 1M
- -0.80%
- YTD
- 15.56%
- 6M
- 26.66%
- 1Y
- 38.60%
- 3Y*
- 18.34%
- 5Y*
- 12.28%
- 10Y*
- 11.45%
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SC0Z.DE vs. LUTI.DE - Expense Ratio Comparison
SC0Z.DE has a 0.20% expense ratio, which is lower than LUTI.DE's 0.30% expense ratio.
Return for Risk
SC0Z.DE vs. LUTI.DE — Risk / Return Rank
SC0Z.DE
LUTI.DE
SC0Z.DE vs. LUTI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Utilities Sector UCITS ETF (SC0Z.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.
| SC0Z.DE | LUTI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 2.36 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.92 | 2.90 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.45 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.83 | 3.80 | +0.03 |
Martin ratioReturn relative to average drawdown | 14.11 | 14.65 | -0.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SC0Z.DE | LUTI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.36 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.76 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.69 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.30 | +0.09 |
Correlation
The correlation between SC0Z.DE and LUTI.DE is 0.95, 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
SC0Z.DE vs. LUTI.DE - Dividend Comparison
Neither SC0Z.DE nor LUTI.DE has paid dividends to shareholders.
Drawdowns
SC0Z.DE vs. LUTI.DE - Drawdown Comparison
The maximum SC0Z.DE drawdown since its inception was -33.41%, smaller than the maximum LUTI.DE drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for SC0Z.DE and LUTI.DE.
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Drawdown Indicators
| SC0Z.DE | LUTI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.41% | -51.94% | +18.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -10.05% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -22.66% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -32.97% | -0.44% |
Current DrawdownCurrent decline from peak | -1.64% | -1.45% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -19.33% | +11.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.61% | +0.11% |
Volatility
SC0Z.DE vs. LUTI.DE - Volatility Comparison
Invesco European Utilities Sector UCITS ETF (SC0Z.DE) and Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) have volatilities of 7.05% and 7.04%, 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
| SC0Z.DE | LUTI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 7.04% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 10.94% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 16.31% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 15.91% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 16.85% | +0.21% |