WTM vs. IPAC

In the year-to-date period, WTM achieves a -6.23% return, which is significantly lower than IPAC's 8.22% return. Over the past 10 years, WTM has outperformed IPAC with an annualized return of 10.84%, while IPAC has yielded a comparatively lower 5.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for White Mountains Insurance Group, Ltd. (WTM) and iShares Core MSCI Pacific ETF (IPAC). 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.

The current WTM Sharpe Ratio is -0.05, which is lower than the IPAC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of WTM and IPAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WTM's dividend yield for the trailing twelve months is around 0.05%, less than IPAC's 3.17% yield.

The maximum WTM drawdown since its inception was -77.67%, which is greater than IPAC's maximum drawdown of -30.99%. Use the drawdown chart below to compare losses from any high point for WTM and IPAC. For additional features, visit the drawdowns tool.

White Mountains Insurance Group, Ltd. (WTM) has a higher volatility of 6.11% compared to iShares Core MSCI Pacific ETF (IPAC) at 3.97%. This indicates that WTM's price experiences larger fluctuations and is considered to be riskier than IPAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.