0QP2.L vs. VT

In the year-to-date period, 0QP2.L achieves a 9.00% return, which is significantly higher than VT's 1.30% return. Over the past 10 years, 0QP2.L has underperformed VT with an annualized return of 7.62%, while VT has yielded a comparatively higher 8.82% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (0QP2.L) and Vanguard Total World Stock ETF (VT). 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.

The current 0QP2.L Sharpe Ratio is 1.46, which is higher than the VT Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of 0QP2.L and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

0QP2.L has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.90%.

The maximum 0QP2.L drawdown since its inception was -40.75%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for 0QP2.L and VT. For additional features, visit the drawdowns tool.

Zurich Insurance Group AG (0QP2.L) has a higher volatility of 10.46% compared to Vanguard Total World Stock ETF (VT) at 9.69%. This indicates that 0QP2.L's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.