DFAI vs. WBIG
DFAI (Dimensional International Core Equity Market ETF) and WBIG (WBI BullBear Yield 3000 ETF) are both exchange-traded funds - DFAI is a Foreign Large Cap Equities fund actively managed by Dimensional, while WBIG is a Global Equities fund actively managed by WBI. Both are actively managed. Over the past 5 years, DFAI returned 9.55%/yr vs 0.69%/yr for WBIG. A 0.62 correlation means they provide meaningful diversification when combined. DFAI charges 0.18%/yr vs 1.14%/yr for WBIG.
Performance
DFAI vs. WBIG - Performance Comparison
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Returns By Period
In the year-to-date period, DFAI achieves a 10.08% return, which is significantly higher than WBIG's 9.05% return.
DFAI
- 1D
- 0.84%
- 1M
- 2.35%
- YTD
- 10.08%
- 6M
- 12.41%
- 1Y
- 25.22%
- 3Y*
- 18.70%
- 5Y*
- 9.55%
- 10Y*
- —
WBIG
- 1D
- 0.36%
- 1M
- 3.86%
- YTD
- 9.05%
- 6M
- 8.24%
- 1Y
- 20.44%
- 3Y*
- 6.44%
- 5Y*
- 0.69%
- 10Y*
- 3.86%
DFAI vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 10.08% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
WBIG WBI BullBear Yield 3000 ETF | 9.05% | -0.39% | 5.87% | -2.68% | -7.68% | 16.04% | 4.11% |
Correlation
The correlation between DFAI 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 (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2020 | 0.62 |
The correlation between DFAI and WBIG has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.
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Return for Risk
DFAI vs. WBIG — Risk / Return Rank
DFAI
WBIG
DFAI vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) 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.
| DFAI | WBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 4.05 | -1.74 |
| Martin ratioReturn relative to average drawdown | 9.08 | 12.76 | -3.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFAI | WBIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.08 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.06 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.15 | +0.64 |
Drawdowns
DFAI vs. WBIG - Drawdown Comparison
The maximum DFAI drawdown since its inception was -27.44%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for DFAI and WBIG.
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Drawdown Indicators
| DFAI | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -25.32% | -2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -5.06% | -5.89% |
Max Drawdown (3Y)Largest decline over 3 years | -13.25% | -20.20% | +6.95% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -25.32% | -2.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.32% | — |
Current DrawdownCurrent decline from peak | -0.78% | -4.50% | +3.72% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -10.92% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 1.61% | +1.18% |
Volatility
DFAI vs. WBIG - Volatility Comparison
Dimensional International Core Equity Market ETF (DFAI) has a higher volatility of 4.39% compared to WBI BullBear Yield 3000 ETF (WBIG) at 3.42%. This indicates that DFAI'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.
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Volatility by Period
| DFAI | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.42% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 6.58% | +5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 9.87% | +4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 12.05% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.70% | 11.55% | +4.15% |
DFAI vs. WBIG - Expense Ratio Comparison
DFAI has a 0.18% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
DFAI vs. WBIG - Dividend Comparison
DFAI's dividend yield for the trailing twelve months is around 2.24%, more than WBIG's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.24% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WBIG WBI BullBear Yield 3000 ETF | 1.21% | 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
DFAI 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.
DFAI has higher volatility (4.39%) compared to WBIG (3.42%). In terms of maximum drawdown, DFAI dropped -27.44% vs WBIG's -25.32%.
On 5-year performance, DFAI leads with 9.55% vs 0.69% for WBIG. On fees, DFAI is cheaper at 0.18% per year. On volatility, WBIG has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DFAI has performed better with a 9.55% return vs 0.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFAI is cheaper with a 0.18% expense ratio, compared with 1.14% for WBIG.
DFAI has the higher dividend yield at 2.24%, compared with 1.21% for WBIG.
DFAI is categorized as Foreign Large Cap Equities, while WBIG is Global Equities. They also come from different issuers: Dimensional and WBI. Their fees differ too: 0.18% for DFAI and 1.14% for WBIG.
WBIG currently has the higher Sharpe Ratio (2.08 vs 1.80), 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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