WELD.DE vs. LUTL.DE

Last updated Jun 5, 2026

WELD.DE (Amundi S&P Global Utilities ESG UCITS ETF EUR Acc) and LUTL.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Dist) are both Utilities Equities funds from Amundi - WELD.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Utilities while LUTL.DE tracks the STOXX® Europe 600 Utilities. Both are passively managed. Over the past 3 years, WELD.DE returned 11.09%/yr vs 15.07%/yr for LUTL.DE. A 0.77 correlation means they provide meaningful diversification when combined. WELD.DE charges 0.18%/yr vs 0.30%/yr for LUTL.DE.

Performance

WELD.DE vs. LUTL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.DE) and Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WELD.DE achieves a 6.78% return, which is significantly lower than LUTL.DE's 12.51% return.

WELD.DE

• 1D: -1.00%
• 1M: -5.21%
• YTD: 6.78%
• 6M: 5.30%
• 1Y: 15.75%
• 3Y*: 11.09%
• 5Y*: —
• 10Y*: —

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)

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

	2026 (YTD)	2025	2024	2023	2022
WELD.DE Amundi S&P Global Utilities ESG UCITS ETF EUR Acc	6.78%	18.60%	10.09%	1.57%	9.15%
LUTL.DE Lyxor STOXX Europe 600 Utilities UCITS ETF Dist	12.51%	33.57%	1.46%	9.30%	15.90%

Correlation

The correlation between WELD.DE and LUTL.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.77

The correlation between WELD.DE and LUTL.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

Return for Risk

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

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

WELD.DE

WELD.DE Risk / Return Rank: 39
WELD.DE Sharpe Ratio Rank: 36
WELD.DE Sortino Ratio Rank: 36
WELD.DE Omega Ratio Rank: 32
WELD.DE Calmar Ratio Rank: 49
WELD.DE Martin Ratio Rank: 41

LUTL.DE

LUTL.DE Risk / Return Rank: 56
LUTL.DE Sharpe Ratio Rank: 52
LUTL.DE Sortino Ratio Rank: 47
LUTL.DE Omega Ratio Rank: 51
LUTL.DE Calmar Ratio Rank: 72
LUTL.DE Martin Ratio Rank: 58

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.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.

	WELD.DE	LUTL.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.27	1.75	-0.48
Sortino ratio: Return per unit of downside risk	1.83	2.30	-0.47
Omega ratio: Gain probability vs. loss probability	1.21	1.32	-0.10
Calmar ratio: Return relative to maximum drawdown	2.35	3.57	-1.22
Martin ratio: Return relative to average drawdown	6.47	9.96	-3.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WELD.DE Sharpe Ratio is 1.27, which is comparable to the LUTL.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of WELD.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.

Sharpe Ratios by Period

	WELD.DE	LUTL.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.27	1.75	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.30	+0.64

Drawdowns

WELD.DE vs. LUTL.DE - Drawdown Comparison

The maximum WELD.DE drawdown since its inception was -14.07%, smaller than the maximum LUTL.DE drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for WELD.DE and LUTL.DE.

Drawdown Indicators

	WELD.DE	LUTL.DE	Difference
Max Drawdown Largest peak-to-trough decline	-14.07%	-36.55%	+22.48%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-7.29%	+0.61%
Max Drawdown (3Y) Largest decline over 3 years	-12.61%	-13.84%	+1.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.70%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.03%	—
Current Drawdown Current decline from peak	-6.55%	-5.26%	-1.29%
Average Drawdown Average peak-to-trough decline	-3.20%	-9.76%	+6.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	2.62%	-0.19%

Volatility

WELD.DE vs. LUTL.DE - Volatility Comparison

The current volatility for Amundi S&P Global Utilities ESG UCITS ETF EUR Acc (WELD.DE) is 4.02%, while Lyxor STOXX Europe 600 Utilities UCITS ETF Dist (LUTL.DE) has a volatility of 5.83%. This indicates that WELD.DE experiences smaller price fluctuations and is considered to be less risky than LUTL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELD.DE	LUTL.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.02%	5.83%	-1.81%
Volatility (6M) Calculated over the trailing 6-month period	9.94%	12.85%	-2.91%
Volatility (1Y) Calculated over the trailing 1-year period	12.34%	14.86%	-2.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.35%	16.19%	-2.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.35%	17.13%	-3.78%

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

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

Dividends

WELD.DE vs. LUTL.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
WELD.DE Amundi S&P Global Utilities ESG UCITS ETF EUR Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WELD.DE and LUTL.DE in my portfolio?

WELD.DE and LUTL.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WELD.DE or LUTL.DE?

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

Which ETF is cheaper, WELD.DE or LUTL.DE?

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

What is the main difference between WELD.DE and LUTL.DE?

WELD.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Utilities, while LUTL.DE tracks STOXX® Europe 600 Utilities. Their fees differ too: 0.18% for WELD.DE and 0.30% for LUTL.DE.