BGGG vs. WBIG
BGGG (Baillie Gifford Long Term Global Growth ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. Both are actively managed. A 0.60 correlation means they provide meaningful diversification when combined. BGGG charges 0.70%/yr vs 1.14%/yr for WBIG.
Performance
BGGG vs. WBIG - Performance Comparison
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Returns By Period
BGGG
- 1D
- -1.77%
- 1M
- 0.93%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
WBIG
- 1D
- -0.83%
- 1M
- 0.74%
- 6M
- 7.75%
- YTD
- 10.49%
- 1Y
- 16.46%
- 3Y*
- 4.88%
- 5Y*
- 1.27%
- 10Y*
- 4.07%
- ALL TIME*
- 1.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.34M | $1.75M | $2.63M | |
| $1.06M | $519.86K | $232.71K |
BGGG vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BGGG Baillie Gifford Long Term Global Growth ETF | -6.59% |
WBIG WBI BullBear Yield 3000 ETF | 1.77% |
Correlation
The correlation between BGGG and WBIG is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 1, 2026 | 0.60 |
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Return for Risk
BGGG vs. WBIG — Risk / Return Rank
BGGG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WBIG
BGGG vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Long Term Global Growth ETF (BGGG) 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.
| BGGG | WBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.26 | — |
| Martin ratioReturn relative to average drawdown | — | 10.28 | — |
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Drawdowns
BGGG vs. WBIG - Drawdown Comparison
The maximum BGGG drawdown since its inception was -9.83%, smaller than the maximum WBIG drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for BGGG and WBIG.
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Drawdown Indicators
| BGGG | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.83% | -25.32% | +15.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.06% | — |
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 DrawdownCurrent decline from peak | -7.35% | -3.24% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -10.83% | +6.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.61% | — |
Volatility
BGGG vs. WBIG - Volatility Comparison
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Volatility by Period
| BGGG | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.11% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.72% | 9.96% | +15.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.72% | 11.98% | +13.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.72% | 11.56% | +14.16% |
BGGG vs. WBIG - Expense Ratio Comparison
BGGG has a 0.70% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
BGGG vs. WBIG - Dividend Comparison
BGGG has not paid dividends to shareholders, while WBIG's dividend yield for the trailing twelve months is around 1.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGGG Baillie Gifford Long Term Global Growth ETF | 0.00% | 0.00% | 0.00% | 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
BGGG and WBIG have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BGGG is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BGGG is cheaper with a 0.70% expense ratio, compared with 1.14% for WBIG.
WBIG has the higher dividend yield at 1.20%, compared with 0.00% for BGGG.
They also come from different issuers: Baillie Gifford and WBI. Their fees differ too: 0.70% for BGGG and 1.14% for WBIG.
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