WTM vs. SCHG
Compare and contrast key facts about White Mountains Insurance Group, Ltd. (WTM) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
WTM vs. SCHG - Performance Comparison
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WTM vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTM White Mountains Insurance Group, Ltd. | 4.88% | 6.89% | 29.31% | 6.49% | 39.63% | 1.41% | -10.19% | 30.20% | 0.88% | 1.93% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, WTM achieves a 4.88% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, WTM has underperformed SCHG with an annualized return of 10.54%, while SCHG has yielded a comparatively higher 16.95% annualized return.
WTM
- 1D
- -0.84%
- 1M
- -2.88%
- YTD
- 4.88%
- 6M
- 32.05%
- 1Y
- 14.59%
- 3Y*
- 16.57%
- 5Y*
- 14.16%
- 10Y*
- 10.54%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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Return for Risk
WTM vs. SCHG — Risk / Return Rank
WTM
SCHG
WTM vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for White Mountains Insurance Group, Ltd. (WTM) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.76 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.24 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.09 | -0.10 |
Martin ratioReturn relative to average drawdown | 2.64 | 3.71 | -1.07 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.76 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.57 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.79 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.79 | -0.36 |
Correlation
The correlation between WTM and SCHG is 0.27, 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. SCHG - Dividend Comparison
WTM's dividend yield for the trailing twelve months is around 0.05%, less than SCHG's 0.43% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
WTM vs. SCHG - Drawdown Comparison
The maximum WTM drawdown since its inception was -77.47%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for WTM and SCHG.
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Drawdown Indicators
| WTM | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.47% | -34.59% | -42.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -16.41% | +4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -34.59% | +14.36% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -34.59% | -5.57% |
Current DrawdownCurrent decline from peak | -2.88% | -12.51% | +9.63% |
Average DrawdownAverage peak-to-trough decline | -14.19% | -5.22% | -8.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 4.84% | +0.15% |
Volatility
WTM vs. SCHG - Volatility Comparison
White Mountains Insurance Group, Ltd. (WTM) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 6.50% and 6.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTM | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 6.77% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 17.63% | 12.54% | +5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.70% | 22.45% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.46% | 22.31% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.22% | 21.51% | +1.71% |