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WTM vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTM vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in White Mountains Insurance Group, Ltd. (WTM) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTM achieves a 0.99% return, which is significantly lower than SCHG's 7.11% return. Over the past 10 years, WTM has underperformed SCHG with an annualized return of 9.94%, while SCHG has yielded a comparatively higher 18.33% 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%

SCHG

1D
2.02%
1M
2.17%
6M
8.95%
YTD
7.11%
1Y
18.50%
3Y*
23.37%
5Y*
13.47%
10Y*
18.33%
ALL TIME*
16.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$249.58M$250.01M$339.80M
$34.51M$37.52M$43.82M

WTM vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
7.11%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Correlation

The correlation between WTM and SCHG is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.10

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.14

Correlation (10Y)
Provides a long-term view across more market conditions.

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2009

0.27

The correlation between WTM and SCHG shifts across timeframes, from -0.01 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WTM vs. SCHG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WTM
WTM Risk / Return Rank: 6868
Overall Rank
WTM Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WTM Sortino Ratio Rank: 6666
Sortino Ratio Rank
WTM Omega Ratio Rank: 6464
Omega Ratio Rank
WTM Calmar Ratio Rank: 7070
Calmar Ratio Rank
WTM Martin Ratio Rank: 7272
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 3939
Overall Rank
SCHG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4141
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3434
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


WTMSCHGDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.23

1.13

+0.10

Martin ratioReturn relative to average drawdown

3.22

3.58

-0.35

WTM vs. SCHG - Sharpe Ratio Comparison

The current WTM Sharpe Ratio is 0.72, which is lower than the SCHG Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of WTM and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


WTMSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-77.47%

-34.59%

-42.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-16.41%

+2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.05%

-23.39%

+5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.05%

-34.59%

+16.54%

Max Drawdown (10Y)

Largest decline over 10 years

-40.16%

-34.59%

-5.57%

Current Drawdown

Current decline from peak

-9.56%

-1.15%

-8.41%

Average Drawdown

Average peak-to-trough decline

-14.13%

-5.19%

-8.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

5.19%

+0.22%

Volatility

WTM vs. SCHG - Volatility Comparison

White Mountains Insurance Group, Ltd. (WTM) has a higher volatility of 7.19% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.76%. This indicates that WTM's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTMSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

4.76%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

15.44%

13.02%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

24.25%

16.66%

+7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.60%

22.45%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.41%

21.60%

+1.81%

Dividends

WTM vs. SCHG - Dividend Comparison

WTM's dividend yield for the trailing twelve months is around 0.05%, less than SCHG's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHG
Schwab U.S. Large-Cap Growth ETF
0.38%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%
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 SCHG have a correlation of -0.01, 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 SCHG (4.76%). In terms of maximum drawdown, WTM dropped -77.47% vs SCHG's -34.59%.

SCHG currently has the higher Sharpe Ratio (1.12 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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