ACWV vs. WBIG
ACWV (iShares MSCI Global Min Vol Factor ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. ACWV is passively managed, while WBIG is actively managed. Over the past 10 years, ACWV returned 6.98%/yr vs 4.14%/yr for WBIG. A 0.63 correlation means they provide meaningful diversification when combined. ACWV charges 0.20%/yr vs 1.14%/yr for WBIG.
Performance
ACWV vs. WBIG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ACWV achieves a 3.42% return, which is significantly lower than WBIG's 11.38% return. Over the past 10 years, ACWV has outperformed WBIG with an annualized return of 6.98%, while WBIG has yielded a comparatively lower 4.14% annualized return.
ACWV
- 1D
- -0.39%
- 1M
- 0.53%
- 6M
- 2.85%
- YTD
- 3.42%
- 1Y
- 5.53%
- 3Y*
- 9.73%
- 5Y*
- 5.39%
- 10Y*
- 6.98%
WBIG
- 1D
- 0.15%
- 1M
- 1.27%
- 6M
- 10.01%
- YTD
- 11.38%
- 1Y
- 18.35%
- 3Y*
- 5.35%
- 5Y*
- 1.53%
- 10Y*
- 4.14%
ACWV vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 3.42% | 11.04% | 11.38% | 8.23% | -10.36% | 13.97% | 3.04% | 21.04% | -1.42% | 18.57% |
WBIG WBI BullBear Yield 3000 ETF | 11.38% | -0.39% | 5.87% | -2.68% | -7.68% | 16.04% | -3.30% | 6.85% | -8.46% | 25.62% |
Correlation
The correlation between ACWV and WBIG is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2014 | 0.63 |
The correlation between ACWV and WBIG has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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
ACWV vs. WBIG — Risk / Return Rank
ACWV
WBIG
ACWV vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and WBI BullBear Yield 3000 ETF (WBIG). 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.
| ACWV | WBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.34 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 3.64 | -2.77 |
| Martin ratioReturn relative to average drawdown | 2.49 | 11.44 | -8.95 |
Loading charts...
Drawdowns
ACWV vs. WBIG - Drawdown Comparison
The maximum ACWV drawdown since its inception was -28.82%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for ACWV and WBIG.
Loading charts...
Drawdown Indicators
| ACWV | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.82% | -25.32% | -3.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -5.06% | -1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -7.56% | -20.20% | +12.64% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -25.32% | +7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -28.82% | -25.32% | -3.50% |
Current DrawdownCurrent decline from peak | -1.91% | -2.46% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -10.85% | +7.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 1.61% | +0.61% |
Volatility
ACWV vs. WBIG - Volatility Comparison
iShares MSCI Global Min Vol Factor ETF (ACWV) has a higher volatility of 3.15% compared to WBI BullBear Yield 3000 ETF (WBIG) at 2.25%. This indicates that ACWV's price experiences larger fluctuations and is considered to be riskier than WBIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ACWV | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 2.25% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.25% | 6.83% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.06% | 9.96% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.27% | 12.01% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.29% | 11.56% | +0.73% |
ACWV vs. WBIG - Expense Ratio Comparison
ACWV has a 0.20% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
ACWV vs. WBIG - Dividend Comparison
ACWV's dividend yield for the trailing twelve months is around 1.94%, more than WBIG's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 1.94% | 2.09% | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% |
WBIG WBI BullBear Yield 3000 ETF | 1.19% | 1.74% | 2.05% | 1.74% | 1.29% | 2.94% | 0.90% | 1.87% | 1.20% | 1.27% | 0.96% | 1.41% |
Frequently Asked Questions
ACWV and WBIG have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACWV has higher volatility (3.15%) compared to WBIG (2.25%). In terms of maximum drawdown, ACWV dropped -28.82% vs WBIG's -25.32%.
On 10-year performance, ACWV leads with 6.98% vs 4.14% for WBIG. On fees, ACWV is cheaper at 0.20% per year. On volatility, WBIG has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ACWV has performed better with a 6.98% return vs 4.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ACWV is cheaper with a 0.20% expense ratio, compared with 1.14% for WBIG.
ACWV has the higher dividend yield at 1.94%, compared with 1.19% for WBIG.
They also come from different issuers: iShares and WBI. Their fees differ too: 0.20% for ACWV and 1.14% for WBIG.
WBIG currently has the higher Sharpe Ratio (1.85 vs 0.69), 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.
Find the right allocation for ACWV and WBIG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer