WTM vs. SCHG
WTM (White Mountains Insurance Group, Ltd.) is a stock, while SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, WTM returned 9.94%/yr vs 18.33%/yr for SCHG. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
WTM vs. SCHG - 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 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%
Liquidity Comparison
| Position | Avg. 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) | 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% |
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
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.
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 | SCHG | Difference | |
|---|---|---|---|
| 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 |
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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
| WTM | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.56% | -1.15% | -8.41% |
Average DrawdownAverage peak-to-trough decline | -14.13% | -5.19% | -8.94% |
Ulcer IndexDepth 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
| WTM | SCHG | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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