WUTI.AS vs. ^STOXX
WUTI.AS (SPDR MSCI World Utilities UCITS ETF) is Utilities Equities fund tracking the MSCI World/Utilities NR USD, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, WUTI.AS returned 8.29%/yr vs 6.19%/yr for ^STOXX. At a 0.49 correlation, their price movements are largely independent.
Performance
WUTI.AS vs. ^STOXX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with WUTI.AS having a 5.41% return and ^STOXX slightly higher at 5.45%. Over the past 10 years, WUTI.AS has outperformed ^STOXX with an annualized return of 8.29%, while ^STOXX has yielded a comparatively lower 6.19% annualized return.
WUTI.AS
- 1D
- -1.57%
- 1M
- -5.07%
- YTD
- 5.41%
- 6M
- 4.50%
- 1Y
- 12.22%
- 3Y*
- 11.62%
- 5Y*
- 9.79%
- 10Y*
- 8.29%
^STOXX
- 1D
- 0.52%
- 1M
- 2.42%
- YTD
- 5.45%
- 6M
- 7.88%
- 1Y
- 13.33%
- 3Y*
- 10.73%
- 5Y*
- 6.65%
- 10Y*
- 6.19%
WUTI.AS vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WUTI.AS SPDR MSCI World Utilities UCITS ETF | 5.41% | 11.17% | 20.70% | -3.59% | 2.39% | 19.69% | -4.50% | 24.65% | 7.03% | -0.04% |
^STOXX STOXX Europe 600 Index | 5.45% | 16.66% | 5.98% | 12.73% | -12.90% | 22.25% | -4.04% | 23.16% | -13.24% | 7.68% |
Correlation
The correlation between WUTI.AS and ^STOXX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2009 | 0.49 |
The correlation between WUTI.AS and ^STOXX shifts across timeframes, from 0.30 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WUTI.AS vs. ^STOXX — Risk / Return Rank
WUTI.AS
^STOXX
WUTI.AS vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Utilities UCITS ETF (WUTI.AS) and STOXX Europe 600 Index (^STOXX). 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.
| WUTI.AS | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.37 | +0.30 |
| Martin ratioReturn relative to average drawdown | 4.58 | 4.91 | -0.33 |
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
| WUTI.AS | ^STOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.07 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.47 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.40 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.31 | +0.12 |
Drawdowns
WUTI.AS vs. ^STOXX - Drawdown Comparison
The maximum WUTI.AS drawdown since its inception was -33.51%, smaller than the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for WUTI.AS and ^STOXX.
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Drawdown Indicators
| WUTI.AS | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -61.04% | +27.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -9.56% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -16.56% | +3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.99% | -22.55% | -0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -33.51% | -35.55% | +2.04% |
Current DrawdownCurrent decline from peak | -7.14% | -1.48% | -5.66% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -16.77% | +9.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.67% | -0.02% |
Volatility
WUTI.AS vs. ^STOXX - Volatility Comparison
SPDR MSCI World Utilities UCITS ETF (WUTI.AS) has a higher volatility of 4.31% compared to STOXX Europe 600 Index (^STOXX) at 3.63%. This indicates that WUTI.AS's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WUTI.AS | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 3.63% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 10.21% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 12.22% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 13.98% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 15.31% | +1.11% |
Frequently Asked Questions
WUTI.AS and ^STOXX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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