AQLT vs. WBIG

Last updated Jun 24, 2026

AQLT (iShares MSCI Global Quality Factor ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. AQLT is passively managed, while WBIG is actively managed. Over the past year, AQLT returned 25.81% vs 19.97% for WBIG. A 0.70 correlation means they provide meaningful diversification when combined. AQLT charges 0.20%/yr vs 1.14%/yr for WBIG.

Performance

AQLT vs. WBIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Quality Factor ETF (AQLT) and WBI BullBear Yield 3000 ETF (WBIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AQLT having a 9.98% return and WBIG slightly lower at 9.67%.

AQLT

• 1D: -1.93%
• 1M: -1.43%
• YTD: 9.98%
• 6M: 9.31%
• 1Y: 25.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WBIG

• 1D: -0.58%
• 1M: 3.64%
• YTD: 9.67%
• 6M: 8.81%
• 1Y: 19.97%
• 3Y*: 5.76%
• 5Y*: 1.17%
• 10Y*: 4.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AQLT vs. WBIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AQLT iShares MSCI Global Quality Factor ETF	9.98%	17.65%	-3.38%
WBIG WBI BullBear Yield 3000 ETF	9.67%	-0.39%	-3.24%

Correlation

The correlation between AQLT and WBIG is 0.65, 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	0.65
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024	0.70

The correlation between AQLT and WBIG has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

Return for Risk

AQLT vs. WBIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AQLT

AQLT Risk / Return Rank: 59
AQLT Sharpe Ratio Rank: 60
AQLT Sortino Ratio Rank: 60
AQLT Omega Ratio Rank: 59
AQLT Calmar Ratio Rank: 53
AQLT Martin Ratio Rank: 64

WBIG

WBIG Risk / Return Rank: 71
WBIG Sharpe Ratio Rank: 67
WBIG Sortino Ratio Rank: 69
WBIG Omega Ratio Rank: 66
WBIG Calmar Ratio Rank: 82
WBIG Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AQLT vs. WBIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) 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.

	AQLT	WBIG	Difference
Sharpe ratio: Return per unit of total volatility	1.84	1.98	-0.14
Sortino ratio: Return per unit of downside risk	2.60	2.85	-0.25
Omega ratio: Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	2.43	3.96	-1.53
Martin ratio: Return relative to average drawdown	10.79	12.33	-1.55

AQLT vs. WBIG - Sharpe Ratio Comparison

The current AQLT Sharpe Ratio is 1.84, which is comparable to the WBIG Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of AQLT and WBIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AQLT vs. WBIG - Drawdown Comparison

The maximum AQLT drawdown since its inception was -16.84%, smaller than the maximum WBIG drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for AQLT and WBIG.

Drawdown Indicators

	AQLT	WBIG	Difference
Max Drawdown Largest peak-to-trough decline	-16.84%	-25.32%	+8.48%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-5.06%	-5.62%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.20%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.32%	—
Current Drawdown Current decline from peak	-2.57%	-3.95%	+1.38%
Average Drawdown Average peak-to-trough decline	-2.31%	-10.89%	+8.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	1.62%	+0.78%

Volatility

AQLT vs. WBIG - Volatility Comparison

iShares MSCI Global Quality Factor ETF (AQLT) has a higher volatility of 5.33% compared to WBI BullBear Yield 3000 ETF (WBIG) at 3.77%. This indicates that AQLT'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.

Volatility by Period

	AQLT	WBIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	3.77%	+1.56%
Volatility (6M) Calculated over the trailing 6-month period	11.78%	6.95%	+4.83%
Volatility (1Y) Calculated over the trailing 1-year period	14.09%	10.12%	+3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	12.05%	+5.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.18%	11.57%	+5.61%

AQLT vs. WBIG - Expense Ratio Comparison

AQLT has a 0.20% expense ratio, which is lower than WBIG's 1.14% expense ratio.

Dividends

AQLT vs. WBIG - Dividend Comparison

AQLT's dividend yield for the trailing twelve months is around 1.01%, less than WBIG's 1.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AQLT iShares MSCI Global Quality Factor ETF	1.01%	1.05%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WBIG WBI BullBear Yield 3000 ETF	1.20%	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

Can I hold both AQLT and WBIG in my portfolio?

AQLT and WBIG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AQLT or WBIG?

AQLT has higher volatility (5.33%) compared to WBIG (3.77%). In terms of maximum drawdown, AQLT dropped -16.84% vs WBIG's -25.32%.

Which ETF is better, AQLT or WBIG?

On 1-year performance, AQLT leads with 25.81% vs 19.97% for WBIG. On fees, AQLT is cheaper at 0.20% per year. On volatility, WBIG has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AQLT or WBIG?

Over the 1-year period, AQLT has performed better with a 25.81% return vs 19.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AQLT or WBIG?

AQLT is cheaper with a 0.20% expense ratio, compared with 1.14% for WBIG.

Which ETF pays a higher dividend yield, AQLT or WBIG?

WBIG has the higher dividend yield at 1.20%, compared with 1.01% for AQLT.

What is the main difference between AQLT and WBIG?

They also come from different issuers: iShares and WBI. Their fees differ too: 0.20% for AQLT and 1.14% for WBIG.

Which has better risk-adjusted returns?

WBIG currently has the higher Sharpe Ratio (1.98 vs 1.84), 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.