UTIL.L vs. META

Last updated Jun 14, 2026

UTIL.L (SPDR MSCI Europe Utilities UCITS ETF) is Utilities Equities fund tracking the MSCI World/Utilities NR USD, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, UTIL.L returned 11.43%/yr vs 17.02%/yr for META. At a 0.14 correlation, their price movements are largely independent.

Performance

UTIL.L vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) and Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

UTIL.L is traded in EUR, while META is traded in USD. To make them comparable, the META values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UTIL.L achieves a 15.57% return, which is significantly higher than META's -12.71% return. Over the past 10 years, UTIL.L has underperformed META with an annualized return of 11.43%, while META has yielded a comparatively higher 17.02% annualized return.

UTIL.L

• 1D: 0.23%
• 1M: 0.63%
• YTD: 15.57%
• 6M: 18.50%
• 1Y: 28.14%
• 3Y*: 17.37%
• 5Y*: 12.16%
• 10Y*: 11.43%

META

• 1D: -0.17%
• 1M: -7.22%
• YTD: -12.71%
• 6M: -10.54%
• 1Y: -16.84%
• 3Y*: 25.24%
• 5Y*: 12.54%
• 10Y*: 17.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UTIL.L vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UTIL.L SPDR MSCI Europe Utilities UCITS ETF	15.57%	33.98%	1.33%	13.09%	-6.77%	8.27%	11.82%	29.32%	3.36%	9.29%
META Meta Platforms, Inc.	-12.71%	-0.33%	77.01%	185.31%	-62.00%	32.34%	22.12%	60.11%	-22.22%	34.53%

Correlation

The correlation between UTIL.L and META is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.11
Correlation (All Time) Calculated using the full available price history since Dec 9, 2014	0.14

The correlation between UTIL.L and META shifts across timeframes, from -0.06 (3 years) to 0.14 (all time), reflecting how their relationship changes across market environments.

Return for Risk

UTIL.L vs. META — Risk / Return Rank

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

UTIL.L

UTIL.L Risk / Return Rank: 67
UTIL.L Sharpe Ratio Rank: 65
UTIL.L Sortino Ratio Rank: 59
UTIL.L Omega Ratio Rank: 64
UTIL.L Calmar Ratio Rank: 82
UTIL.L Martin Ratio Rank: 65

META

META Risk / Return Rank: 21
META Sharpe Ratio Rank: 20
META Sortino Ratio Rank: 20
META Omega Ratio Rank: 20
META Calmar Ratio Rank: 24
META Martin Ratio Rank: 18

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.

UTIL.L vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) and Meta Platforms, Inc. (META). 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.

	UTIL.L	META	Difference
Sharpe ratio: Return per unit of total volatility	1.88	-0.51	+2.39
Sortino ratio: Return per unit of downside risk	2.46	-0.54	+3.00
Omega ratio: Gain probability vs. loss probability	1.34	0.93	+0.41
Calmar ratio: Return relative to maximum drawdown	3.84	-0.55	+4.39
Martin ratio: Return relative to average drawdown	10.51	-1.11	+11.62

UTIL.L vs. META - Sharpe Ratio Comparison

The current UTIL.L Sharpe Ratio is 1.88, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of UTIL.L and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

UTIL.L vs. META - Drawdown Comparison

The maximum UTIL.L drawdown since its inception was -34.59%, smaller than the maximum META drawdown of -71.76%. Use the drawdown chart below to compare losses from any high point for UTIL.L and META.

Drawdown Indicators

	UTIL.L	META	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-71.76%	+37.17%
Max Drawdown (1Y) Largest decline over 1 year	-7.30%	-32.44%	+25.14%
Max Drawdown (3Y) Largest decline over 3 years	-13.48%	-39.99%	+26.51%
Max Drawdown (5Y) Largest decline over 5 years	-22.12%	-71.76%	+49.64%
Max Drawdown (10Y) Largest decline over 10 years	-34.59%	-71.76%	+37.17%
Current Drawdown Current decline from peak	-2.96%	-29.92%	+26.96%
Average Drawdown Average peak-to-trough decline	-6.01%	-15.11%	+9.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	16.10%	-13.43%

Volatility

UTIL.L vs. META - Volatility Comparison

The current volatility for SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) is 5.50%, while Meta Platforms, Inc. (META) has a volatility of 9.80%. This indicates that UTIL.L experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UTIL.L	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.50%	9.80%	-4.30%
Volatility (6M) Calculated over the trailing 6-month period	12.98%	26.24%	-13.26%
Volatility (1Y) Calculated over the trailing 1-year period	14.87%	35.08%	-20.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	43.86%	-27.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.65%	38.90%	-21.25%

Dividends

UTIL.L vs. META - Dividend Comparison

UTIL.L has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.37%.

Position	TTM	2025	2024
META Meta Platforms, Inc.	0.37%	0.32%	0.34%
UTIL.L SPDR MSCI Europe Utilities UCITS ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UTIL.L and META in my portfolio?

UTIL.L and META have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.