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

Performance

SPYU.DE vs. LUTL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPYU.DE having a 13.06% return and LUTL.DE slightly lower at 12.51%. Both investments have delivered pretty close results over the past 10 years, with SPYU.DE having a 10.70% annualized return and LUTL.DE not far behind at 10.19%.


SPYU.DE

1D
-0.28%
1M
-3.02%
YTD
13.06%
6M
14.07%
1Y
26.75%
3Y*
16.61%
5Y*
11.82%
10Y*
10.70%

LUTL.DE

1D
-0.22%
1M
-3.04%
YTD
12.51%
6M
13.83%
1Y
26.12%
3Y*
15.07%
5Y*
10.91%
10Y*
10.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPYU.DE
SPDR MSCI Europe Utilities UCITS ETF
13.06%34.39%0.99%13.57%-7.97%8.80%11.01%31.91%2.41%9.05%
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%

Correlation

The correlation between SPYU.DE and LUTL.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.98

The correlation between SPYU.DE and LUTL.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

SPYU.DE vs. LUTL.DE — Risk / Return Rank

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

SPYU.DE
SPYU.DE Risk / Return Rank: 5757
Overall Rank
SPYU.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPYU.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPYU.DE Omega Ratio Rank: 5353
Omega Ratio Rank
SPYU.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
SPYU.DE Martin Ratio Rank: 5858
Martin Ratio Rank

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
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.

SPYU.DE vs. LUTL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.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.


SPYU.DELUTL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

3.59

3.57

+0.02

Martin ratioReturn relative to average drawdown

10.13

9.96

+0.17

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

The current SPYU.DE Sharpe Ratio is 1.79, which is comparable to the LUTL.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SPYU.DE and LUTL.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


SPYU.DELUTL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.75

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.67

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.60

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.30

+0.27

Drawdowns

SPYU.DE vs. LUTL.DE - Drawdown Comparison

The maximum SPYU.DE drawdown since its inception was -32.98%, smaller than the maximum LUTL.DE drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for SPYU.DE and LUTL.DE.


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Drawdown Indicators


SPYU.DELUTL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-36.55%

+3.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-7.29%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

-13.84%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

-22.70%

+0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

-33.03%

+0.05%

Current Drawdown

Current decline from peak

-5.24%

-5.26%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.63%

-9.76%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.62%

+0.01%

Volatility

SPYU.DE vs. LUTL.DE - Volatility Comparison

SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) and Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) have volatilities of 5.85% and 5.83%, 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


SPYU.DELUTL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

5.83%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

12.85%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

14.86%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

16.19%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

17.13%

-0.08%

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

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


Dividends

SPYU.DE vs. LUTL.DE - Dividend Comparison

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


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%
SPYU.DE
SPDR MSCI Europe Utilities UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, SPYU.DE and LUTL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYU.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LUTL.DE.

SPYU.DE tracks MSCI Europe Utilities 20/35 Capped, while LUTL.DE tracks STOXX® Europe 600 Utilities. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYU.DE and 0.30% for LUTL.DE.

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