WPM vs. VTI
Compare and contrast key facts about Wheaton Precious Metals Corp. (WPM) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WPM or VTI.
Key characteristics
| WPM | VTI | |
|---|---|---|
| YTD Return | 22.01% | 26.21% |
| 1Y Return | 39.40% | 38.35% |
| 3Y Return (Ann) | 11.76% | 8.70% |
| 5Y Return (Ann) | 19.26% | 15.34% |
| 10Y Return (Ann) | 13.02% | 12.90% |
| Sharpe Ratio | 1.36 | 3.04 |
| Sortino Ratio | 1.88 | 4.05 |
| Omega Ratio | 1.24 | 1.57 |
| Calmar Ratio | 1.50 | 4.46 |
| Martin Ratio | 5.85 | 19.72 |
| Ulcer Index | 6.93% | 1.94% |
| Daily Std Dev | 29.71% | 12.58% |
| Max Drawdown | -86.74% | -55.45% |
| Current Drawdown | -12.90% | -0.39% |
Correlation
The correlation between WPM and VTI is 0.28, 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. VTI - Performance Comparison
In the year-to-date period, WPM achieves a 22.01% return, which is significantly lower than VTI's 26.21% return. Both investments have delivered pretty close results over the past 10 years, with WPM having a 13.02% annualized return and VTI not far behind at 12.90%. 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
WPM's dividend yield for the trailing twelve months is around 1.03%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPM Wheaton Precious Metals Corp. | 1.03% | 1.22% | 1.54% | 1.33% | 1.01% | 1.21% | 1.84% | 1.49% | 1.09% | 1.61% | 1.28% | 2.23% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
WPM vs. VTI - Drawdown Comparison
The maximum WPM drawdown since its inception was -86.74%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WPM and VTI. For additional features, visit the drawdowns tool.
Volatility
WPM vs. VTI - Volatility Comparison
Wheaton Precious Metals Corp. (WPM) has a higher volatility of 11.18% compared to Vanguard Total Stock Market ETF (VTI) at 4.06%. This indicates that WPM's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.