ZPDU.DE vs. LUTI.DE
ZPDU.DE (SPDR S&P US Utilities Select Sector UCITS ETF) and LUTI.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Acc) are both Utilities Equities funds - ZPDU.DE tracks the S&P Utilities Select Sector while LUTI.DE tracks the STOXX® Europe 600 Utilities. Both are passively managed. Over the past 10 years, ZPDU.DE returned 8.25%/yr vs 10.69%/yr for LUTI.DE. At a 0.45 correlation, their price movements are largely independent. ZPDU.DE charges 0.15%/yr vs 0.30%/yr for LUTI.DE.
Performance
ZPDU.DE vs. LUTI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDU.DE achieves a 2.85% return, which is significantly lower than LUTI.DE's 12.41% return. Over the past 10 years, ZPDU.DE has underperformed LUTI.DE with an annualized return of 8.25%, while LUTI.DE has yielded a comparatively higher 10.69% annualized return.
ZPDU.DE
- 1D
- -2.27%
- 1M
- -6.18%
- YTD
- 2.85%
- 6M
- 0.22%
- 1Y
- 6.67%
- 3Y*
- 9.55%
- 5Y*
- 9.42%
- 10Y*
- 8.25%
LUTI.DE
- 1D
- -0.18%
- 1M
- -3.00%
- YTD
- 12.41%
- 6M
- 13.73%
- 1Y
- 26.06%
- 3Y*
- 16.38%
- 5Y*
- 11.68%
- 10Y*
- 10.69%
ZPDU.DE vs. LUTI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPDU.DE SPDR S&P US Utilities Select Sector UCITS ETF | 2.85% | 2.83% | 29.87% | -11.25% | 8.44% | 28.37% | -10.02% | 27.11% | 8.38% | -2.63% |
LUTI.DE Lyxor STOXX Europe 600 Utilities UCITS ETF Acc | 12.41% | 33.68% | 1.33% | 13.47% | -7.98% | 9.01% | 11.12% | 31.06% | 2.08% | 10.01% |
Correlation
The correlation between ZPDU.DE and LUTI.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.45 |
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Return for Risk
ZPDU.DE vs. LUTI.DE — Risk / Return Rank
ZPDU.DE
LUTI.DE
ZPDU.DE vs. LUTI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Utilities Select Sector UCITS ETF (ZPDU.DE) and Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.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.
| ZPDU.DE | LUTI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.32 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.58 | -2.86 |
| Martin ratioReturn relative to average drawdown | 1.49 | 9.74 | -8.25 |
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
| ZPDU.DE | LUTI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.76 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.72 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.64 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.29 | +0.19 |
Drawdowns
ZPDU.DE vs. LUTI.DE - Drawdown Comparison
The maximum ZPDU.DE drawdown since its inception was -35.80%, smaller than the maximum LUTI.DE drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for ZPDU.DE and LUTI.DE.
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Drawdown Indicators
| ZPDU.DE | LUTI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.80% | -51.94% | +16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -7.25% | -1.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.75% | -13.76% | -2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -29.76% | -22.66% | -7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | -32.97% | -2.83% |
Current DrawdownCurrent decline from peak | -8.80% | -5.35% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -19.17% | +10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 2.67% | +1.79% |
Volatility
ZPDU.DE vs. LUTI.DE - Volatility Comparison
The current volatility for SPDR S&P US Utilities Select Sector UCITS ETF (ZPDU.DE) is 5.03%, while Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) has a volatility of 5.80%. This indicates that ZPDU.DE experiences smaller price fluctuations and is considered to be less risky than LUTI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDU.DE | LUTI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 5.80% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 12.86% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 14.71% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 16.05% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.92% | +1.39% |
ZPDU.DE vs. LUTI.DE - Expense Ratio Comparison
ZPDU.DE has a 0.15% expense ratio, which is lower than LUTI.DE's 0.30% expense ratio.
Dividends
ZPDU.DE vs. LUTI.DE - Dividend Comparison
Neither ZPDU.DE nor LUTI.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDU.DE and LUTI.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDU.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for LUTI.DE.
ZPDU.DE tracks S&P Utilities Select Sector, while LUTI.DE tracks STOXX® Europe 600 Utilities. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.15% for ZPDU.DE and 0.30% for LUTI.DE.
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