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 9.94%/yr vs 6.79%/yr for DVYA. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
WTM vs. DVYA - Performance Comparison
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Returns By Period
In the year-to-date period, WTM achieves a 0.99% return, which is significantly lower than DVYA's 18.30% return. Over the past 10 years, WTM has outperformed DVYA with an annualized return of 9.94%, while DVYA has yielded a comparatively lower 6.79% annualized return.
WTM
- 1D
- -0.99%
- 1M
- -3.50%
- 6M
- 2.63%
- YTD
- 0.99%
- 1Y
- 18.24%
- 3Y*
- 9.88%
- 5Y*
- 13.21%
- 10Y*
- 9.94%
- ALL TIME*
- 11.12%
DVYA
- 1D
- -1.13%
- 1M
- 7.37%
- 6M
- 8.64%
- YTD
- 18.30%
- 1Y
- 34.49%
- 3Y*
- 21.13%
- 5Y*
- 11.74%
- 10Y*
- 6.79%
- ALL TIME*
- 5.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $212.36K | $337.83K | $289.89K | |
| $34.51M | $37.52M | $43.82M |
WTM vs. DVYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTM White Mountains Insurance Group, Ltd. | 0.99% | 6.89% | 29.31% | 6.49% | 39.63% | 1.41% | -10.19% | 30.20% | 0.88% | 1.93% |
DVYA iShares Asia/Pacific Dividend ETF | 18.30% | 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 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012 | 0.20 |
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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.
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.
| WTM | DVYA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.46 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 4.05 | -2.82 |
| Martin ratioReturn relative to average drawdown | 3.22 | 12.02 | -8.80 |
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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 | -14.22% | -8.64% | -5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -18.05% | -19.15% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -25.18% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -45.61% | +5.45% |
Current DrawdownCurrent decline from peak | -9.56% | -1.13% | -8.43% |
Average DrawdownAverage peak-to-trough decline | -14.13% | -9.99% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 2.91% | +2.50% |
Volatility
WTM vs. DVYA - Volatility Comparison
White Mountains Insurance Group, Ltd. (WTM) has a higher volatility of 7.19% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 3.28%. 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 | 7.19% | 3.28% | +3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 15.44% | 10.89% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.25% | 13.32% | +10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.60% | 15.14% | +8.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 17.40% | +6.01% |
Dividends
WTM vs. DVYA - Dividend Comparison
WTM's dividend yield for the trailing twelve months is around 0.05%, less than DVYA's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYA iShares Asia/Pacific Dividend ETF | 4.38% | 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 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTM has higher volatility (7.19%) compared to DVYA (3.28%). In terms of maximum drawdown, WTM dropped -77.47% vs DVYA's -45.61%.
DVYA currently has the higher Sharpe Ratio (2.64 vs 0.72), 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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