SAUHY vs. URTH

Last updated Jun 6, 2026

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 8.60%/yr vs 11.39%/yr for URTH. At a 0.42 correlation, their price movements are largely independent.

Performance

SAUHY vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Straumann Holding AG ADR (SAUHY) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SAUHY achieves a 1.28% return, which is significantly lower than URTH's 7.86% return.

SAUHY

• 1D: -2.83%
• 1M: 4.27%
• YTD: 1.28%
• 6M: 3.80%
• 1Y: -8.27%
• 3Y*: -7.08%
• 5Y*: 8.60%
• 10Y*: —

URTH

• 1D: -2.57%
• 1M: -0.12%
• YTD: 7.86%
• 6M: 8.27%
• 1Y: 23.79%
• 3Y*: 19.92%
• 5Y*: 11.39%
• 10Y*: 12.87%

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

SAUHY vs. URTH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAUHY Straumann Holding AG ADR	1.28%	-5.91%	-22.01%	43.22%	5.25%	79.03%	21.76%	58.49%	-10.24%	8.83%
URTH iShares MSCI World ETF	7.86%	21.36%	18.66%	23.95%	-17.97%	22.27%	15.78%	28.15%	-8.56%	6.47%

Correlation

The correlation between SAUHY and URTH is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
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 26, 2017	0.42

The correlation between SAUHY and URTH has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

Return for Risk

SAUHY vs. URTH — Risk / Return Rank

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

SAUHY

SAUHY Risk / Return Rank: 31
SAUHY Sharpe Ratio Rank: 32
SAUHY Sortino Ratio Rank: 28
SAUHY Omega Ratio Rank: 28
SAUHY Calmar Ratio Rank: 33
SAUHY Martin Ratio Rank: 32

URTH

URTH Risk / Return Rank: 59
URTH Sharpe Ratio Rank: 59
URTH Sortino Ratio Rank: 57
URTH Omega Ratio Rank: 57
URTH Calmar Ratio Rank: 54
URTH Martin Ratio Rank: 66

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.

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.

	SAUHY	URTH	Difference
Sharpe ratio: Return per unit of total volatility	-0.24	1.94	-2.18
Sortino ratio: Return per unit of downside risk	-0.13	2.66	-2.78
Omega ratio: Gain probability vs. loss probability	0.99	1.35	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.26	2.64	-2.90
Martin ratio: Return relative to average drawdown	-0.52	11.92	-12.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAUHY vs. URTH - Sharpe Ratio Comparison

The current SAUHY Sharpe Ratio is -0.24, which is lower than the URTH Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SAUHY and URTH, 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

	SAUHY	URTH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.24	1.94	-2.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.71	-0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.72	-0.40

Drawdowns

SAUHY vs. URTH - Drawdown Comparison

The maximum SAUHY drawdown since its inception was -49.95%, 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.

Drawdown Indicators

	SAUHY	URTH	Difference
Max Drawdown Largest peak-to-trough decline	-49.95%	-34.01%	-15.94%
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	-49.95%	-26.05%	-23.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.01%	—
Current Drawdown Current decline from peak	-29.92%	-2.81%	-27.11%
Average Drawdown Average peak-to-trough decline	-14.12%	-4.37%	-9.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.80%	2.00%	+13.80%

Volatility

SAUHY vs. URTH - Volatility Comparison

Straumann Holding AG ADR (SAUHY) has a higher volatility of 10.09% compared to iShares MSCI World ETF (URTH) at 3.89%. 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.

Volatility by Period

	SAUHY	URTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.09%	3.89%	+6.20%
Volatility (6M) Calculated over the trailing 6-month period	23.84%	9.80%	+14.04%
Volatility (1Y) Calculated over the trailing 1-year period	33.96%	12.34%	+21.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.81%	16.22%	+46.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.37%	17.29%	+37.08%

Dividends

SAUHY vs. URTH - Dividend Comparison

SAUHY's dividend yield for the trailing twelve months is around 1.07%, less than URTH's 1.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SAUHY Straumann Holding AG ADR	1.07%	0.56%	1.06%	0.54%	0.32%	0.28%	0.28%	0.30%	0.00%	0.00%	0.00%	0.00%
URTH iShares MSCI World ETF	1.38%	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

Can I hold both SAUHY and URTH in my portfolio?

SAUHY and URTH have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAUHY or URTH?

SAUHY has higher volatility (10.09%) compared to URTH (3.89%). In terms of maximum drawdown, SAUHY dropped -49.95% vs URTH's -34.01%.

Which has better risk-adjusted returns?

URTH currently has the higher Sharpe Ratio (1.94 vs -0.24), 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.