WPM vs. SCHX
Compare and contrast key facts about Wheaton Precious Metals Corp. (WPM) and Schwab U.S. Large-Cap ETF (SCHX).
SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WPM or SCHX.
Key characteristics
WPM | SCHX | |
---|---|---|
YTD Return | 13.52% | 11.51% |
1Y Return | 14.84% | 29.91% |
3Y Return (Ann) | 6.97% | 9.31% |
5Y Return (Ann) | 24.40% | 14.80% |
10Y Return (Ann) | 11.42% | 12.85% |
Sharpe Ratio | 0.48 | 2.67 |
Daily Std Dev | 29.13% | 11.81% |
Max Drawdown | -86.74% | -34.33% |
Current Drawdown | -0.16% | -0.24% |
Correlation
The correlation between WPM and SCHX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
WPM vs. SCHX - Performance Comparison
In the year-to-date period, WPM achieves a 13.52% return, which is significantly higher than SCHX's 11.51% return. Over the past 10 years, WPM has underperformed SCHX with an annualized return of 11.42%, while SCHX has yielded a comparatively higher 12.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WPM vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) and Schwab U.S. Large-Cap ETF (SCHX). 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.
Dividends
WPM vs. SCHX - Dividend Comparison
WPM's dividend yield for the trailing twelve months is around 1.08%, less than SCHX's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Wheaton Precious Metals Corp. | 1.08% | 1.22% | 1.54% | 1.33% | 1.01% | 1.21% | 1.84% | 1.49% | 1.09% | 1.61% | 1.28% | 2.23% |
Schwab U.S. Large-Cap ETF | 1.28% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
Drawdowns
WPM vs. SCHX - Drawdown Comparison
The maximum WPM drawdown since its inception was -86.74%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for WPM and SCHX. For additional features, visit the drawdowns tool.
Volatility
WPM vs. SCHX - Volatility Comparison
Wheaton Precious Metals Corp. (WPM) has a higher volatility of 6.48% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.42%. This indicates that WPM's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.