0QP2.L vs. VGT

Last updated Jun 6, 2026

0QP2.L (Zurich Insurance Group AG) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, 0QP2.L returned 15.08%/yr vs 25.89%/yr for VGT. At a 0.10 correlation, their price movements are largely independent.

Performance

0QP2.L vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Zurich Insurance Group AG (0QP2.L) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

0QP2.L is traded in GBP, while VGT is traded in USD. To make them comparable, the VGT values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0QP2.L achieves a -3.14% return, which is significantly lower than VGT's 23.71% return. Over the past 10 years, 0QP2.L has underperformed VGT with an annualized return of 15.08%, while VGT has yielded a comparatively higher 25.89% annualized return.

0QP2.L

• 1D: 0.64%
• 1M: -0.52%
• YTD: -3.14%
• 6M: 1.80%
• 1Y: -0.06%
• 3Y*: 14.36%
• 5Y*: 13.73%
• 10Y*: 15.08%

VGT

• 1D: -5.55%
• 1M: 7.22%
• YTD: 23.71%
• 6M: 20.26%
• 1Y: 51.87%
• 3Y*: 27.40%
• 5Y*: 21.92%
• 10Y*: 25.89%

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

0QP2.L vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
0QP2.L Zurich Insurance Group AG	-3.14%	17.29%	29.62%	4.10%	16.41%	13.24%	-0.02%	44.80%	3.48%	12.52%
VGT Vanguard Information Technology ETF	23.71%	13.10%	31.56%	45.03%	-21.34%	31.69%	41.75%	42.97%	8.53%	25.23%

Correlation

The correlation between 0QP2.L and VGT is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since Mar 7, 2014	0.10

Return for Risk

0QP2.L vs. VGT — Risk / Return Rank

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

0QP2.L

0QP2.L Risk / Return Rank: 39
0QP2.L Sharpe Ratio Rank: 43
0QP2.L Sortino Ratio Rank: 33
0QP2.L Omega Ratio Rank: 34
0QP2.L Calmar Ratio Rank: 41
0QP2.L Martin Ratio Rank: 41

VGT

VGT Risk / Return Rank: 63
VGT Sharpe Ratio Rank: 72
VGT Sortino Ratio Rank: 62
VGT Omega Ratio Rank: 65
VGT Calmar Ratio Rank: 62
VGT Martin Ratio Rank: 56

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.

0QP2.L vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (0QP2.L) and Vanguard Information Technology ETF (VGT). 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.

	0QP2.L	VGT	Difference
Sharpe ratio: Return per unit of total volatility	-0.00	2.52	-2.53
Sortino ratio: Return per unit of downside risk	0.11	3.07	-2.96
Omega ratio: Gain probability vs. loss probability	1.02	1.42	-0.41
Calmar ratio: Return relative to maximum drawdown	-0.00	3.19	-3.20
Martin ratio: Return relative to average drawdown	-0.01	8.63	-8.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

0QP2.L vs. VGT - Sharpe Ratio Comparison

The current 0QP2.L Sharpe Ratio is -0.00, which is lower than the VGT Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of 0QP2.L and VGT, 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

	0QP2.L	VGT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.00	2.52	-2.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.92	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	1.06	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.83	-0.20

Drawdowns

0QP2.L vs. VGT - Drawdown Comparison

The maximum 0QP2.L drawdown since its inception was -40.66%, which is greater than VGT's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for 0QP2.L and VGT.

Drawdown Indicators

	0QP2.L	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-40.66%	-36.26%	-4.40%
Max Drawdown (1Y) Largest decline over 1 year	-12.46%	-16.33%	+3.87%
Max Drawdown (3Y) Largest decline over 3 years	-14.20%	-29.76%	+15.56%
Max Drawdown (5Y) Largest decline over 5 years	-14.94%	-29.76%	+14.82%
Max Drawdown (10Y) Largest decline over 10 years	-40.66%	-29.76%	-10.90%
Current Drawdown Current decline from peak	-5.02%	-7.46%	+2.44%
Average Drawdown Average peak-to-trough decline	-6.24%	-5.92%	-0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.06%	6.03%	-0.97%

Volatility

0QP2.L vs. VGT - Volatility Comparison

The current volatility for Zurich Insurance Group AG (0QP2.L) is 6.42%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.65%. This indicates that 0QP2.L experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	0QP2.L	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.42%	8.65%	-2.23%
Volatility (6M) Calculated over the trailing 6-month period	14.81%	16.07%	-1.26%
Volatility (1Y) Calculated over the trailing 1-year period	17.47%	20.66%	-3.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.60%	23.96%	-6.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.54%	24.46%	-4.92%

Dividends

0QP2.L vs. VGT - Dividend Comparison

0QP2.L's dividend yield for the trailing twelve months is around 5.45%, more than VGT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
0QP2.L Zurich Insurance Group AG	5.45%	4.67%	4.83%	5.47%	4.94%	4.98%	5.35%	4.78%	5.71%	5.73%	6.06%	6.58%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both 0QP2.L and VGT in my portfolio?

0QP2.L and VGT have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.