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WUTI.L vs. IBE.MC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WUTI.L vs. IBE.MC

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR MSCI World Utilits UCITS ETF (WUTI.L) and Iberdrola S.A. (IBE.MC).

WUTI.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Utilities NR USD. It was launched on Apr 29, 2016.

Performance

WUTI.L vs. IBE.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World Utilits UCITS ETF (WUTI.L) and Iberdrola S.A. (IBE.MC). The values are adjusted to include any dividend payments, if applicable.

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WUTI.L vs. IBE.MC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WUTI.L
SPDR MSCI World Utilits UCITS ETF		9.42%25.37%13.26%0.13%-3.55%10.54%4.43%22.22%1.82%13.96%
IBE.MC
Iberdrola S.A.		8.76%64.34%10.16%17.10%3.68%-14.36%44.47%34.03%8.74%24.11%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, WUTI.L achieves a 9.42% return, which is significantly higher than IBE.MC's 8.76% return.

WUTI.L

1D
1.45%
1M
-1.90%
YTD
9.42%
6M
11.39%
1Y
27.67%
3Y*
15.99%
5Y*
10.37%
10Y*
—

IBE.MC

1D
2.02%
1M
0.57%
YTD
8.76%
6M
24.31%
1Y
48.50%
3Y*
28.66%
5Y*
17.30%
10Y*
18.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SPDR MSCI World Utilits UCITS ETF

Iberdrola S.A.

Often compared with WUTI.L:
WUTI.L vs. JXIWUTI.L vs. SWDA.LWUTI.L vs. VTWUTI.L vs. IDUWUTI.L vs. EQQS.LWUTI.L vs. IUSU.LWUTI.L vs. SXLU.L
Often compared with IBE.MC:
IBE.MC vs. DFNS.LIBE.MC vs. NGIBE.MC vs. TDCIBE.MC vs. ENGI.PAIBE.MC vs. OIBE.MC vs. RED.MCIBE.MC vs. SPY

Return for Risk

WUTI.L vs. IBE.MC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WUTI.L
WUTI.L Risk / Return Rank: 8686
Overall Rank
WUTI.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
WUTI.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
WUTI.L Omega Ratio Rank: 8484
Omega Ratio Rank
WUTI.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
WUTI.L Martin Ratio Rank: 8989
Martin Ratio Rank
IBE.MC
IBE.MC Risk / Return Rank: 9292
Overall Rank
IBE.MC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IBE.MC Sortino Ratio Rank: 8989
Sortino Ratio Rank
IBE.MC Omega Ratio Rank: 9191
Omega Ratio Rank
IBE.MC Calmar Ratio Rank: 9494
Calmar Ratio Rank
IBE.MC Martin Ratio Rank: 9292
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.

WUTI.L vs. IBE.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Utilits UCITS ETF (WUTI.L) and Iberdrola S.A. (IBE.MC). 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.LIBE.MCDifference

Sharpe ratio

Return per unit of total volatility

1.80

2.34

-0.54

Sortino ratio

Return per unit of downside risk

2.37

2.88

-0.51

Omega ratio

Gain probability vs. loss probability

1.35

1.43

-0.09

Calmar ratio

Return relative to maximum drawdown

2.79

5.48

-2.69

Martin ratio

Return relative to average drawdown

12.20

14.24

-2.04

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WUTI.L vs. IBE.MC - Sharpe Ratio Comparison

The current WUTI.L Sharpe Ratio is 1.80, which is comparable to the IBE.MC Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of WUTI.L and IBE.MC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

WUTI.LIBE.MCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.34

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.81

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.32

+0.28

Correlation

The correlation between WUTI.L and IBE.MC is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WUTI.L vs. IBE.MC - Dividend Comparison

WUTI.L has not paid dividends to shareholders, while IBE.MC's dividend yield for the trailing twelve months is around 3.34%.

TTM20252024202320222021202020192018201720162015
WUTI.L
SPDR MSCI World Utilits UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBE.MC
Iberdrola S.A.		3.34%3.49%4.23%4.22%4.11%4.05%3.42%3.82%4.65%4.83%2.52%2.20%

Drawdowns

WUTI.L vs. IBE.MC - Drawdown Comparison

The maximum WUTI.L drawdown since its inception was -33.85%, smaller than the maximum IBE.MC drawdown of -76.26%. Use the drawdown chart below to compare losses from any high point for WUTI.L and IBE.MC.

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Drawdown Indicators

WUTI.LIBE.MCDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-71.23%

+37.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-9.92%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-24.34%

+2.48%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.27%

—

Current Drawdown

Current decline from peak

-2.90%

-1.38%

-1.52%

Average Drawdown

Average peak-to-trough decline

-5.00%

-16.83%

+11.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.90%

-0.68%

Volatility

WUTI.L vs. IBE.MC - Volatility Comparison

The current volatility for SPDR MSCI World Utilits UCITS ETF (WUTI.L) is 5.14%, while Iberdrola S.A. (IBE.MC) has a volatility of 6.23%. This indicates that WUTI.L experiences smaller price fluctuations and is considered to be less risky than IBE.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WUTI.LIBE.MCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

6.23%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

12.17%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

20.43%

-5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

21.09%

-6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

21.63%

-6.03%