SAUHY vs. URTH
SAUHY (Straumann Holding AG ADR) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 5 years, SAUHY returned -30.77%/yr vs 11.54%/yr for URTH. At a 0.41 correlation, their price movements are largely independent.
Performance
SAUHY vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, SAUHY achieves a 13.11% return, which is significantly higher than URTH's 10.89% return.
SAUHY
- 1D
- 1.42%
- 1M
- 10.08%
- 6M
- 6.62%
- YTD
- 13.11%
- 1Y
- 0.59%
- 3Y*
- -5.64%
- 5Y*
- -30.77%
- 10Y*
- —
URTH
- 1D
- 0.44%
- 1M
- 1.82%
- 6M
- 8.69%
- YTD
- 10.89%
- 1Y
- 22.08%
- 3Y*
- 19.92%
- 5Y*
- 11.54%
- 10Y*
- 13.15%
SAUHY vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAUHY Straumann Holding AG ADR | 13.11% | -5.91% | -22.01% | 43.22% | -89.47% | 79.03% | 21.76% | 58.49% | -10.24% | 8.83% |
URTH iShares MSCI World ETF | 10.89% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 6.08% |
Correlation
The correlation between SAUHY and URTH is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2017 | 0.41 |
The correlation between SAUHY and URTH shifts across timeframes, from 0.41 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SAUHY vs. URTH — Risk / Return Rank
SAUHY
URTH
SAUHY vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Straumann Holding AG ADR (SAUHY) and iShares MSCI World ETF (URTH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAUHY | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.30 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 2.37 | -2.48 |
| Martin ratioReturn relative to average drawdown | -0.21 | 10.32 | -10.53 |
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Drawdowns
SAUHY vs. URTH - Drawdown Comparison
The maximum SAUHY drawdown since its inception was -92.19%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for SAUHY and URTH.
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Drawdown Indicators
| SAUHY | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.19% | -34.01% | -58.18% |
Max Drawdown (1Y)Largest decline over 1 year | -31.50% | -9.06% | -22.44% |
Max Drawdown (3Y)Largest decline over 3 years | -43.87% | -16.94% | -26.93% |
Max Drawdown (5Y)Largest decline over 5 years | -92.19% | -26.05% | -66.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.01% | — |
Current DrawdownCurrent decline from peak | -88.08% | -0.09% | -87.99% |
Average DrawdownAverage peak-to-trough decline | -48.31% | -4.35% | -43.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.98% | 2.08% | +13.90% |
Volatility
SAUHY vs. URTH - Volatility Comparison
Straumann Holding AG ADR (SAUHY) has a higher volatility of 12.53% compared to iShares MSCI World ETF (URTH) at 4.52%. This indicates that SAUHY's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAUHY | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.53% | 4.52% | +8.01% |
Volatility (6M)Calculated over the trailing 6-month period | 25.58% | 10.47% | +15.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.50% | 12.77% | +22.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.80% | 16.29% | +36.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.52% | 17.17% | +30.35% |
Dividends
SAUHY vs. URTH - Dividend Comparison
SAUHY's dividend yield for the trailing twelve months is around 0.96%, less than URTH's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAUHY Straumann Holding AG ADR | 0.96% | 0.56% | 1.06% | 0.54% | 3.22% | 0.28% | 0.28% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.39% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
SAUHY and URTH have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAUHY has higher volatility (12.53%) compared to URTH (4.52%). In terms of maximum drawdown, SAUHY dropped -92.19% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (1.69 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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