PortfoliosLab logoPortfoliosLab logo
ZURN.SW vs. QDV5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZURN.SW vs. QDV5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Zurich Insurance Group AG (ZURN.SW) and iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ZURN.SW is traded in CHF, while QDV5.DE is traded in EUR. To make them comparable, the QDV5.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 higher than QDV5.DE's -12.96% 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%

QDV5.DE

1D
1.00%
1M
-2.66%
YTD
-12.96%
6M
-13.67%
1Y
-17.47%
3Y*
0.56%
5Y*
0.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZURN.SW vs. QDV5.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZURN.SW
Zurich Insurance Group AG
-3.81%17.58%29.76%4.89%16.11%12.78%0.06%43.68%-0.78%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
-12.96%-8.97%17.00%7.93%-6.05%28.86%3.26%6.73%-1.17%

Correlation

The correlation between ZURN.SW and QDV5.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.30

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZURN.SW vs. QDV5.DE — Risk / Return Rank

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

ZURN.SW
ZURN.SW Risk / Return Rank: 3737
Overall Rank
ZURN.SW Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ZURN.SW Sortino Ratio Rank: 3232
Sortino Ratio Rank
ZURN.SW Omega Ratio Rank: 3232
Omega Ratio Rank
ZURN.SW Calmar Ratio Rank: 4040
Calmar Ratio Rank
ZURN.SW Martin Ratio Rank: 3939
Martin Ratio Rank

QDV5.DE
QDV5.DE Risk / Return Rank: 22
Overall Rank
QDV5.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
QDV5.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
QDV5.DE Omega Ratio Rank: 33
Omega Ratio Rank
QDV5.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
QDV5.DE Martin Ratio Rank: 11
Martin Ratio Rank
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.

ZURN.SW vs. QDV5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and iShares MSCI India UCITS ETF USD (Acc) (QDV5.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.SWQDV5.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.01

0.86

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.04

-0.70

+0.66

Martin ratioReturn relative to average drawdown

-0.09

-1.48

+1.40

ZURN.SW vs. QDV5.DE - Sharpe Ratio Comparison

The current ZURN.SW Sharpe Ratio is -0.03, which is higher than the QDV5.DE Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of ZURN.SW and QDV5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ZURN.SWQDV5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

-0.95

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.04

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.16

+0.09

Drawdowns

ZURN.SW vs. QDV5.DE - Drawdown Comparison

The maximum ZURN.SW drawdown since its inception was -88.78%, which is greater than QDV5.DE's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and QDV5.DE.


Loading charts...

Drawdown Indicators


ZURN.SWQDV5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-88.78%

-43.43%

-45.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-21.96%

+9.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

-30.69%

+16.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-30.69%

+15.38%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

Current Drawdown

Current decline from peak

-4.42%

-27.28%

+22.86%

Average Drawdown

Average peak-to-trough decline

-36.77%

-9.82%

-26.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

10.33%

-4.89%

Volatility

ZURN.SW vs. QDV5.DE - Volatility Comparison

Zurich Insurance Group AG (ZURN.SW) has a higher volatility of 6.15% compared to iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) at 5.52%. This indicates that ZURN.SW's price experiences larger fluctuations and is considered to be riskier than QDV5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZURN.SWQDV5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

5.52%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

13.37%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

16.21%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

17.31%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.46%

22.28%

-2.82%

Dividends

ZURN.SW vs. QDV5.DE - Dividend Comparison

ZURN.SW's dividend yield for the trailing twelve months is around 5.47%, while QDV5.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
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 QDV5.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ZURN.SW and QDV5.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer