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ZURN.SW vs. XUHY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZURN.SW vs. XUHY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Zurich Insurance Group AG (ZURN.SW) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZURN.SW is traded in CHF, while XUHY.DE is traded in EUR. To make them comparable, the XUHY.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 -1.11% return, which is significantly lower than XUHY.DE's 2.11% return.


ZURN.SW

1D
0.61%
1M
0.14%
YTD
-1.11%
6M
1.94%
1Y
5.52%
3Y*
15.97%
5Y*
14.72%
10Y*
16.20%

XUHY.DE

1D
-0.27%
1M
2.03%
YTD
2.11%
6M
2.12%
1Y
5.47%
3Y*
4.06%
5Y*
1.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ZURN.SW
Zurich Insurance Group AG
-1.11%17.58%29.76%4.89%16.11%12.78%0.06%43.68%1.52%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
2.11%-3.83%14.10%2.79%-10.54%7.33%-3.46%14.53%-16.49%

Correlation

The correlation between ZURN.SW and XUHY.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.10

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

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2018

0.24

Over the past year, the correlation between ZURN.SW and XUHY.DE has dropped to 0.02 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

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Return for Risk

ZURN.SW vs. XUHY.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: 5151
Overall Rank
ZURN.SW Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ZURN.SW Sortino Ratio Rank: 4545
Sortino Ratio Rank
ZURN.SW Omega Ratio Rank: 4646
Omega Ratio Rank
ZURN.SW Calmar Ratio Rank: 5454
Calmar Ratio Rank
ZURN.SW Martin Ratio Rank: 5454
Martin Ratio Rank

XUHY.DE
XUHY.DE Risk / Return Rank: 4343
Overall Rank
XUHY.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XUHY.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XUHY.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XUHY.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
XUHY.DE Martin Ratio Rank: 4949
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. XUHY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zurich Insurance Group AG (ZURN.SW) and Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.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.

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.


ZURN.SWXUHY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.07

1.13

-0.06

Calmar ratioReturn relative to maximum drawdown

0.45

1.15

-0.70

Martin ratioReturn relative to average drawdown

1.07

2.87

-1.80

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

The current ZURN.SW Sharpe Ratio is 0.33, which is lower than the XUHY.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ZURN.SW and XUHY.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.


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Drawdowns

ZURN.SW vs. XUHY.DE - Drawdown Comparison

The maximum ZURN.SW drawdown since its inception was -65.97%, which is greater than XUHY.DE's maximum drawdown of -24.46%. Use the drawdown chart below to compare losses from any high point for ZURN.SW and XUHY.DE.


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Drawdown Indicators


ZURN.SWXUHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.97%

-24.46%

-41.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-4.76%

-7.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

-13.79%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-13.79%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

Current Drawdown

Current decline from peak

-1.73%

-5.20%

+3.47%

Average Drawdown

Average peak-to-trough decline

-12.49%

-7.57%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

1.90%

+3.43%

Volatility

ZURN.SW vs. XUHY.DE - Volatility Comparison

Zurich Insurance Group AG (ZURN.SW) has a higher volatility of 5.58% compared to Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) at 1.36%. This indicates that ZURN.SW's price experiences larger fluctuations and is considered to be riskier than XUHY.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.SWXUHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

1.36%

+4.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.28%

5.53%

+8.75%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

7.54%

+9.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

9.08%

+7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

13.15%

+6.28%

Dividends

ZURN.SW vs. XUHY.DE - Dividend Comparison

ZURN.SW's dividend yield for the trailing twelve months is around 5.32%, less than XUHY.DE's 6.60% yield.


PositionTTM20252024202320222021202020192018201720162015
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.60%6.60%7.39%6.02%6.13%9.09%5.94%4.80%0.00%0.00%0.00%0.00%
ZURN.SW
Zurich Insurance Group AG
5.32%4.65%4.83%5.46%4.97%5.00%5.35%4.78%5.66%5.73%6.06%6.58%

Frequently Asked Questions


ZURN.SW and XUHY.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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