PortfoliosLab logoPortfoliosLab logo
SELD.DE vs. LUTI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. LUTI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SELD.DE achieves a 14.08% return, which is significantly higher than LUTI.DE's 12.41% return. Over the past 10 years, SELD.DE has underperformed LUTI.DE with an annualized return of 9.59%, while LUTI.DE has yielded a comparatively higher 10.69% annualized return.


SELD.DE

1D
0.52%
1M
2.18%
YTD
14.08%
6M
19.21%
1Y
31.99%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%

LUTI.DE

1D
-0.18%
1M
-3.28%
YTD
12.41%
6M
14.43%
1Y
26.32%
3Y*
16.38%
5Y*
11.68%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. LUTI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%
LUTI.DE
Lyxor STOXX Europe 600 Utilities UCITS ETF Acc
12.41%33.68%1.33%13.47%-7.98%9.01%11.12%31.06%2.08%10.01%

Correlation

The correlation between SELD.DE and LUTI.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.44

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

0.52

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

0.57

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2007

0.61

Over the past year, the correlation between SELD.DE and LUTI.DE has dropped to 0.36 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

SELD.DE vs. LUTI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

LUTI.DE
LUTI.DE Risk / Return Rank: 5656
Overall Rank
LUTI.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LUTI.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
LUTI.DE Omega Ratio Rank: 5353
Omega Ratio Rank
LUTI.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LUTI.DE Martin Ratio Rank: 5757
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.

SELD.DE vs. LUTI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.


SELD.DELUTI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.49

1.32

+0.16

Calmar ratioReturn relative to maximum drawdown

4.79

3.58

+1.21

Martin ratioReturn relative to average drawdown

16.20

9.74

+6.46

SELD.DE vs. LUTI.DE - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is higher than the LUTI.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SELD.DE 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.


Loading charts...

Sharpe Ratios by Period


SELD.DELUTI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

1.76

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.72

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.64

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.29

-0.11

Drawdowns

SELD.DE vs. LUTI.DE - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than LUTI.DE's maximum drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for SELD.DE and LUTI.DE.


Loading charts...

Drawdown Indicators


SELD.DELUTI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-51.94%

-18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-7.25%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-13.76%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-22.66%

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-32.97%

-7.68%

Current Drawdown

Current decline from peak

-1.80%

-5.35%

+3.55%

Average Drawdown

Average peak-to-trough decline

-25.32%

-19.17%

-6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.67%

-0.68%

Volatility

SELD.DE vs. LUTI.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) is 3.83%, while Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) has a volatility of 5.80%. This indicates that SELD.DE experiences smaller price fluctuations and is considered to be less risky than LUTI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SELD.DELUTI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

5.80%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

12.86%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

14.71%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

16.05%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

16.92%

+0.50%

SELD.DE vs. LUTI.DE - Expense Ratio Comparison

Both SELD.DE and LUTI.DE have an expense ratio of 0.30%.


Dividends

SELD.DE vs. LUTI.DE - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, 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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


SELD.DE and LUTI.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SELD.DE and LUTI.DE have the same expense ratio: 0.30% per year.

SELD.DE is categorized as Europe Equities, while LUTI.DE is Utilities Equities. SELD.DE tracks STOXX® Europe Select Dividend 30, while LUTI.DE tracks STOXX® Europe 600 Utilities.

Portfolio Optimizer

Find the right allocation for SELD.DE and LUTI.DE

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

Open Portfolio Optimizer