ZURN.SW vs. 4GLD.DE
ZURN.SW (Zurich Insurance Group AG) is a stock, while 4GLD.DE (Xetra-Gold) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, ZURN.SW returned 15.17%/yr vs 11.30%/yr for 4GLD.DE. At a correlation of -0.00, they often move in opposite directions.
Performance
ZURN.SW vs. 4GLD.DE - Performance Comparison
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Different Trading Currencies
ZURN.SW is traded in CHF, while 4GLD.DE is traded in EUR. To make them comparable, the 4GLD.DE values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZURN.SW achieves a -3.81% return, which is significantly lower than 4GLD.DE's 1.35% return. Over the past 10 years, ZURN.SW has outperformed 4GLD.DE with an annualized return of 15.17%, while 4GLD.DE has yielded a comparatively lower 11.30% annualized return.
ZURN.SW
- 1D
- 0.48%
- 1M
- 1.48%
- YTD
- -3.81%
- 6M
- 0.60%
- 1Y
- -0.40%
- 3Y*
- 14.33%
- 5Y*
- 13.64%
- 10Y*
- 15.17%
4GLD.DE
- 1D
- 0.36%
- 1M
- -3.58%
- YTD
- 1.35%
- 6M
- 4.02%
- 1Y
- 28.78%
- 3Y*
- 25.77%
- 5Y*
- 15.69%
- 10Y*
- 11.30%
ZURN.SW vs. 4GLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZURN.SW Zurich Insurance Group AG | -3.81% | 17.58% | 29.76% | 4.89% | 16.11% | 12.78% | 0.06% | 43.68% | 4.89% | 12.59% |
4GLD.DE Xetra-Gold | 1.35% | 47.68% | 36.25% | 2.67% | 2.42% | -0.70% | 12.83% | 16.98% | -0.73% | 7.47% |
Correlation
The correlation between ZURN.SW and 4GLD.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2008 | -0.00 |
The correlation between ZURN.SW and 4GLD.DE shifts across timeframes, from -0.02 (10 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ZURN.SW vs. 4GLD.DE — Risk / Return Rank
ZURN.SW
4GLD.DE
ZURN.SW vs. 4GLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and Xetra-Gold (4GLD.DE). 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.
| ZURN.SW | 4GLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.24 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.70 | -1.74 |
| Martin ratioReturn relative to average drawdown | -0.09 | 4.44 | -4.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZURN.SW | 4GLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 1.23 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.98 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.79 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.43 | -0.18 |
Drawdowns
ZURN.SW vs. 4GLD.DE - Drawdown Comparison
The maximum ZURN.SW drawdown since its inception was -88.78%, which is greater than 4GLD.DE's maximum drawdown of -37.40%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and 4GLD.DE.
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Drawdown Indicators
| ZURN.SW | 4GLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.78% | -37.40% | -51.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -16.30% | +3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -14.34% | -16.30% | +1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -15.31% | -16.31% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -16.65% | -22.68% |
Current DrawdownCurrent decline from peak | -4.42% | -14.35% | +9.93% |
Average DrawdownAverage peak-to-trough decline | -36.77% | -14.25% | -22.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 6.25% | -0.81% |
Volatility
ZURN.SW vs. 4GLD.DE - Volatility Comparison
Zurich Insurance Group AG (ZURN.SW) has a higher volatility of 6.15% compared to Xetra-Gold (4GLD.DE) at 4.58%. This indicates that ZURN.SW's price experiences larger fluctuations and is considered to be riskier than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZURN.SW | 4GLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 4.58% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 19.47% | -5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 22.62% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 15.89% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.46% | 14.19% | +5.27% |
Dividends
ZURN.SW vs. 4GLD.DE - Dividend Comparison
ZURN.SW's dividend yield for the trailing twelve months is around 5.47%, while 4GLD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
4GLD.DE Xetra-Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZURN.SW Zurich Insurance Group AG | 5.47% | 4.65% | 4.83% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 5.73% | 6.06% | 6.58% |
Frequently Asked Questions
ZURN.SW and 4GLD.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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