WTM vs. DVYA
WTM (White Mountains Insurance Group, Ltd.) is a stock, while DVYA (iShares Asia/Pacific Dividend ETF) is Asia Pacific Equities fund tracking the Dow Jones Asia/Pacific Select Dividend 30 Index. Over the past 10 years, WTM returned 9.66%/yr vs 7.30%/yr for DVYA. At a 0.21 correlation, their price movements are largely independent.
Performance
WTM vs. DVYA - Performance Comparison
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Returns By Period
In the year-to-date period, WTM achieves a -2.07% return, which is significantly lower than DVYA's 13.35% return. Over the past 10 years, WTM has outperformed DVYA with an annualized return of 9.66%, while DVYA has yielded a comparatively lower 7.30% annualized return.
WTM
- 1D
- -0.82%
- 1M
- -6.15%
- YTD
- -2.07%
- 6M
- 0.46%
- 1Y
- 12.18%
- 3Y*
- 12.55%
- 5Y*
- 12.27%
- 10Y*
- 9.66%
DVYA
- 1D
- -0.86%
- 1M
- 0.51%
- YTD
- 13.35%
- 6M
- 13.63%
- 1Y
- 39.49%
- 3Y*
- 21.73%
- 5Y*
- 9.88%
- 10Y*
- 7.30%
WTM vs. DVYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTM White Mountains Insurance Group, Ltd. | -2.07% | 6.89% | 29.31% | 6.49% | 39.63% | 1.41% | -10.19% | 30.20% | 0.88% | 1.93% |
DVYA iShares Asia/Pacific Dividend ETF | 13.35% | 30.22% | 6.05% | 13.75% | -2.17% | 3.41% | -9.61% | 14.70% | -14.87% | 16.99% |
Correlation
The correlation between WTM and DVYA is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2012 | 0.21 |
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Return for Risk
WTM vs. DVYA — Risk / Return Rank
WTM
DVYA
WTM vs. DVYA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for White Mountains Insurance Group, Ltd. (WTM) and iShares Asia/Pacific Dividend ETF (DVYA). 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.
| WTM | DVYA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.53 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 4.59 | -3.60 |
| Martin ratioReturn relative to average drawdown | 3.12 | 16.66 | -13.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTM | DVYA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 3.05 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.66 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.42 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.30 | +0.13 |
Drawdowns
WTM vs. DVYA - Drawdown Comparison
The maximum WTM drawdown since its inception was -77.47%, which is greater than DVYA's maximum drawdown of -45.61%. Use the drawdown chart below to compare losses from any high point for WTM and DVYA.
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Drawdown Indicators
| WTM | DVYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.47% | -45.61% | -31.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -8.64% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -18.05% | -19.15% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -25.37% | +7.32% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -45.61% | +5.45% |
Current DrawdownCurrent decline from peak | -12.30% | -3.11% | -9.19% |
Average DrawdownAverage peak-to-trough decline | -14.15% | -10.06% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.38% | +1.54% |
Volatility
WTM vs. DVYA - Volatility Comparison
White Mountains Insurance Group, Ltd. (WTM) has a higher volatility of 4.76% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 3.94%. This indicates that WTM's price experiences larger fluctuations and is considered to be riskier than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTM | DVYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 3.94% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 10.44% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.66% | 13.00% | +10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.41% | 15.08% | +8.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 17.55% | +5.75% |
Dividends
WTM vs. DVYA - Dividend Comparison
WTM's dividend yield for the trailing twelve months is around 0.05%, less than DVYA's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYA iShares Asia/Pacific Dividend ETF | 4.33% | 4.71% | 5.97% | 6.48% | 7.29% | 5.81% | 3.66% | 5.52% | 6.24% | 4.74% | 4.79% | 5.33% |
WTM White Mountains Insurance Group, Ltd. | 0.05% | 0.05% | 0.05% | 0.07% | 0.07% | 0.10% | 0.10% | 0.09% | 0.12% | 0.12% | 0.12% | 0.14% |
Frequently Asked Questions
WTM and DVYA have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTM has higher volatility (4.76%) compared to DVYA (3.94%). In terms of maximum drawdown, WTM dropped -77.47% vs DVYA's -45.61%.
DVYA currently has the higher Sharpe Ratio (3.05 vs 0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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