WTM vs. DVYA
Compare and contrast key facts about White Mountains Insurance Group, Ltd. (WTM) and iShares Asia/Pacific Dividend ETF (DVYA).
DVYA is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 30 Index. It was launched on Feb 23, 2012.
Performance
WTM vs. DVYA - Performance Comparison
Loading graphics...
WTM vs. DVYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTM White Mountains Insurance Group, Ltd. | 5.77% | 6.89% | 29.31% | 6.49% | 39.63% | 1.41% | -10.19% | 30.20% | 0.88% | 1.93% |
DVYA iShares Asia/Pacific Dividend ETF | 9.80% | 30.22% | 6.05% | 13.75% | -2.17% | 3.41% | -9.61% | 14.70% | -14.87% | 16.99% |
Returns By Period
In the year-to-date period, WTM achieves a 5.77% return, which is significantly lower than DVYA's 9.80% return. Over the past 10 years, WTM has outperformed DVYA with an annualized return of 10.63%, while DVYA has yielded a comparatively lower 7.47% annualized return.
WTM
- 1D
- 0.14%
- 1M
- -1.02%
- YTD
- 5.77%
- 6M
- 31.49%
- 1Y
- 14.13%
- 3Y*
- 16.90%
- 5Y*
- 14.35%
- 10Y*
- 10.63%
DVYA
- 1D
- 2.21%
- 1M
- -6.15%
- YTD
- 9.80%
- 6M
- 16.60%
- 1Y
- 42.30%
- 3Y*
- 19.30%
- 5Y*
- 9.83%
- 10Y*
- 7.47%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | 0.57 | 2.60 | -2.02 |
Sortino ratioReturn per unit of downside risk | 1.02 | 3.22 | -2.20 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.51 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 3.13 | -2.04 |
Martin ratioReturn relative to average drawdown | 2.70 | 15.73 | -13.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WTM | DVYA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 2.60 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.66 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.43 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.29 | +0.15 |
Correlation
The correlation between WTM and DVYA is 0.21, 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.
Dividends
WTM vs. DVYA - Dividend Comparison
WTM's dividend yield for the trailing twelve months is around 0.05%, less than DVYA's 4.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DVYA iShares Asia/Pacific Dividend ETF | 4.47% | 4.71% | 5.97% | 6.48% | 7.29% | 5.81% | 3.66% | 5.52% | 6.24% | 4.74% | 4.79% | 5.33% |
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.
Loading graphics...
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 | -13.22% | -13.34% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -25.59% | +5.36% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -45.61% | +5.45% |
Current DrawdownCurrent decline from peak | -2.06% | -6.15% | +4.09% |
Average DrawdownAverage peak-to-trough decline | -14.19% | -10.16% | -4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 2.65% | +3.10% |
Volatility
WTM vs. DVYA - Volatility Comparison
White Mountains Insurance Group, Ltd. (WTM) has a higher volatility of 6.58% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 6.20%. 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.
Loading graphics...
Volatility by Period
| WTM | DVYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 6.20% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 10.04% | +7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.71% | 16.38% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.46% | 15.02% | +8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.23% | 17.58% | +5.65% |