CDIG vs. WBIF
CDIG (City Different Investments Global Equity ETF) and WBIF (WBI BullBear Value 3000 ETF) are both Global Equities funds. Both are actively managed. Their 0.60 correlation means they have sometimes moved together and sometimes differently. CDIG charges 0.75%/yr vs 1.25%/yr for WBIF.
Performance
CDIG vs. WBIF - Performance Comparison
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Returns By Period
In the year-to-date period, CDIG achieves a -0.17% return, which is significantly lower than WBIF's 15.92% return.
CDIG
- 1D
- 0.87%
- 1M
- -3.00%
- 6M
- -5.09%
- YTD
- -0.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
WBIF
- 1D
- -0.44%
- 1M
- 0.51%
- 6M
- 12.36%
- YTD
- 15.92%
- 1Y
- 21.79%
- 3Y*
- 7.83%
- 5Y*
- 3.63%
- 10Y*
- 5.78%
- ALL TIME*
- 3.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $177.13K | $207.07K | $220.02K | |
| $816.70K | $400.09K | $174.75K |
CDIG vs. WBIF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CDIG City Different Investments Global Equity ETF | -0.17% | -0.39% |
WBIF WBI BullBear Value 3000 ETF | 15.92% | 2.32% |
Correlation
The correlation between CDIG and WBIF is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 17, 2025 | 0.60 |
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Return for Risk
CDIG vs. WBIF — Risk / Return Rank
CDIG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WBIF
CDIG vs. WBIF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for City Different Investments Global Equity ETF (CDIG) and WBI BullBear Value 3000 ETF (WBIF). 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.
| CDIG | WBIF | 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 | — | 3.32 | — |
| Martin ratioReturn relative to average drawdown | — | 11.78 | — |
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Drawdowns
CDIG vs. WBIF - Drawdown Comparison
The maximum CDIG drawdown since its inception was -11.35%, smaller than the maximum WBIF drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for CDIG and WBIF.
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Drawdown Indicators
| CDIG | WBIF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.35% | -20.29% | +8.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.60% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.16% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.29% | — |
Current DrawdownCurrent decline from peak | -8.03% | -1.43% | -6.60% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -7.64% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.86% | — |
Volatility
CDIG vs. WBIF - Volatility Comparison
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Volatility by Period
| CDIG | WBIF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.59% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.27% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.96% | 12.70% | +9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.96% | 12.90% | +9.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 12.39% | +9.57% |
CDIG vs. WBIF - Expense Ratio Comparison
CDIG has a 0.75% expense ratio, which is lower than WBIF's 1.25% expense ratio.
Dividends
CDIG vs. WBIF - Dividend Comparison
CDIG has not paid dividends to shareholders, while WBIF's dividend yield for the trailing twelve months is around 0.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDIG City Different Investments Global Equity 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% |
WBIF WBI BullBear Value 3000 ETF | 0.06% | 0.14% | 1.17% | 0.82% | 0.96% | 2.59% | 0.09% | 1.04% | 0.77% | 0.75% | 0.67% | 0.86% |
Frequently Asked Questions
CDIG and WBIF 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, CDIG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CDIG is cheaper with a 0.75% expense ratio, compared with 1.25% for WBIF.
WBIF has the higher dividend yield at 0.06%, compared with 0.00% for CDIG.
They also come from different issuers: City Different and WBI. Their fees differ too: 0.75% for CDIG and 1.25% for WBIF.
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