LIRU.DE vs. GTT.PA

Last updated Jun 5, 2026

LIRU.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Acc) is Financials Equities fund tracking the STOXX® Europe 600 Insurance, while GTT.PA (Gaztransport & Technigaz SAS) is a stock. Over the past 10 years, LIRU.DE returned 11.13%/yr vs 26.32%/yr for GTT.PA. At a 0.29 correlation, their price movements are largely independent.

Performance

LIRU.DE vs. GTT.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) and Gaztransport & Technigaz SAS (GTT.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LIRU.DE achieves a -2.62% return, which is significantly lower than GTT.PA's 29.12% return. Over the past 10 years, LIRU.DE has underperformed GTT.PA with an annualized return of 11.13%, while GTT.PA has yielded a comparatively higher 26.32% annualized return.

LIRU.DE

• 1D: 0.30%
• 1M: -3.83%
• YTD: -2.62%
• 6M: 3.01%
• 1Y: 2.58%
• 3Y*: 18.15%
• 5Y*: 13.94%
• 10Y*: 11.13%

GTT.PA

• 1D: 2.33%
• 1M: -3.99%
• YTD: 29.12%
• 6M: 22.00%
• 1Y: 25.09%
• 3Y*: 33.74%
• 5Y*: 27.90%
• 10Y*: 26.32%

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

LIRU.DE vs. GTT.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc	-2.62%	29.68%	22.67%	12.60%	3.50%	19.60%	-9.93%	20.86%	0.44%	11.09%
GTT.PA Gaztransport & Technigaz SAS	29.12%	27.61%	12.66%	23.96%	24.90%	8.77%	-2.16%	32.38%	40.52%	30.24%

Correlation

The correlation between LIRU.DE and GTT.PA is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Feb 28, 2014	0.29

Over the past year, the correlation between LIRU.DE and GTT.PA has dropped to 0.09 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Return for Risk

LIRU.DE vs. GTT.PA — Risk / Return Rank

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

LIRU.DE

LIRU.DE Risk / Return Rank: 12
LIRU.DE Sharpe Ratio Rank: 12
LIRU.DE Sortino Ratio Rank: 11
LIRU.DE Omega Ratio Rank: 11
LIRU.DE Calmar Ratio Rank: 14
LIRU.DE Martin Ratio Rank: 13

GTT.PA

GTT.PA Risk / Return Rank: 70
GTT.PA Sharpe Ratio Rank: 73
GTT.PA Sortino Ratio Rank: 69
GTT.PA Omega Ratio Rank: 66
GTT.PA Calmar Ratio Rank: 71
GTT.PA Martin Ratio Rank: 72

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.

LIRU.DE vs. GTT.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) and Gaztransport & Technigaz SAS (GTT.PA). 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.

	LIRU.DE	GTT.PA	Difference
Sharpe ratio: Return per unit of total volatility	0.18	1.06	-0.88
Sortino ratio: Return per unit of downside risk	0.35	1.67	-1.32
Omega ratio: Gain probability vs. loss probability	1.04	1.20	-0.15
Calmar ratio: Return relative to maximum drawdown	0.37	1.70	-1.33
Martin ratio: Return relative to average drawdown	0.77	4.12	-3.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIRU.DE vs. GTT.PA - Sharpe Ratio Comparison

The current LIRU.DE Sharpe Ratio is 0.18, which is lower than the GTT.PA Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of LIRU.DE and GTT.PA, 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

	LIRU.DE	GTT.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	1.06	-0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.97	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.83	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.58	-0.30

Drawdowns

LIRU.DE vs. GTT.PA - Drawdown Comparison

The maximum LIRU.DE drawdown since its inception was -72.58%, which is greater than GTT.PA's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for LIRU.DE and GTT.PA.

Drawdown Indicators

	LIRU.DE	GTT.PA	Difference
Max Drawdown Largest peak-to-trough decline	-72.58%	-62.40%	-10.18%
Max Drawdown (1Y) Largest decline over 1 year	-7.52%	-15.00%	+7.48%
Max Drawdown (3Y) Largest decline over 3 years	-12.41%	-22.67%	+10.26%
Max Drawdown (5Y) Largest decline over 5 years	-18.42%	-33.31%	+14.89%
Max Drawdown (10Y) Largest decline over 10 years	-46.87%	-51.63%	+4.76%
Current Drawdown Current decline from peak	-5.24%	-4.71%	-0.53%
Average Drawdown Average peak-to-trough decline	-15.54%	-15.31%	-0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	6.21%	-2.64%

Volatility

LIRU.DE vs. GTT.PA - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Acc (LIRU.DE) is 4.69%, while Gaztransport & Technigaz SAS (GTT.PA) has a volatility of 7.17%. This indicates that LIRU.DE experiences smaller price fluctuations and is considered to be less risky than GTT.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIRU.DE	GTT.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	7.17%	-2.48%
Volatility (6M) Calculated over the trailing 6-month period	11.56%	16.99%	-5.43%
Volatility (1Y) Calculated over the trailing 1-year period	15.06%	24.01%	-8.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.58%	28.20%	-11.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.97%	31.28%	-11.31%

Dividends

LIRU.DE vs. GTT.PA - Dividend Comparison

LIRU.DE has not paid dividends to shareholders, while GTT.PA's dividend yield for the trailing twelve months is around 3.87%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTT.PA Gaztransport & Technigaz SAS	3.87%	5.00%	4.81%	2.84%	3.31%	3.82%	5.37%	3.85%	3.96%	5.31%	6.55%	6.31%
LIRU.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Acc	0.00%	0.00%	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 LIRU.DE and GTT.PA in my portfolio?

LIRU.DE and GTT.PA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.