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.
Performance
WPM vs. SCHX - Performance Comparison
Returns By Period
In the year-to-date period, WPM achieves a 30.07% return, which is significantly higher than SCHX's 27.18% return. Over the past 10 years, WPM has underperformed SCHX with an annualized return of 13.22%, while SCHX has yielded a comparatively higher 14.85% annualized return.
WPM
30.07%
-7.14%
14.89%
36.20%
19.98%
13.22%
SCHX
27.18%
2.30%
14.79%
33.93%
17.23%
14.85%
Key characteristics
| WPM | SCHX | |
|---|---|---|
| Sharpe Ratio | 1.25 | 2.79 |
| Sortino Ratio | 1.75 | 3.70 |
| Omega Ratio | 1.22 | 1.52 |
| Calmar Ratio | 1.38 | 4.03 |
| Martin Ratio | 5.16 | 18.05 |
| Ulcer Index | 7.18% | 1.91% |
| Daily Std Dev | 29.71% | 12.37% |
| Max Drawdown | -86.74% | -34.33% |
| Current Drawdown | -7.14% | -0.76% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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 1.21%, more than SCHX's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPM Wheaton Precious Metals Corp. | 1.21% | 1.22% | 1.54% | 1.33% | 1.01% | 1.21% | 1.84% | 1.49% | 1.09% | 1.61% | 1.28% | 2.23% |
SCHX Schwab U.S. Large-Cap ETF | 1.18% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 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 10.66% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.14%. 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.