EAGL vs. WBIF

Last updated Aug 2, 2026

EAGL (Eagle Capital Select Equity ETF) and WBIF (WBI BullBear Value 3000 ETF) are both Global Equities funds. Both are actively managed. Over the past year, EAGL returned 16.44% vs 23.62% for WBIF. Their 0.69 correlation means they have sometimes moved together and sometimes differently. EAGL charges 0.80%/yr vs 1.25%/yr for WBIF.

Performance

EAGL vs. WBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Capital Select Equity ETF (EAGL) and WBI BullBear Value 3000 ETF (WBIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EAGL achieves a 4.53% return, which is significantly lower than WBIF's 15.50% return.

EAGL

• 1D: 1.34%
• 1M: 2.94%
• 6M: 4.63%
• YTD: 4.53%
• 1Y: 16.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.08%

WBIF

• 1D: -0.37%
• 1M: 0.25%
• 6M: 12.52%
• YTD: 15.50%
• 1Y: 23.62%
• 3Y*: 7.72%
• 5Y*: 3.56%
• 10Y*: 5.87%
• ALL TIME*: 3.91%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EAGL Eagle Capital Select Equity ETF	$7.26M	$9.23M	$11.14M
WBIF WBI BullBear Value 3000 ETF	$828.17K	$406.02K	$174.16K

EAGL vs. WBIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EAGL Eagle Capital Select Equity ETF	4.53%	17.19%	11.23%
WBIF WBI BullBear Value 3000 ETF	15.50%	9.16%	-5.37%

Correlation

The correlation between EAGL and WBIF is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.67
Correlation (All Time) Calculated using the full available price history since Mar 25, 2024	0.69

The correlation between EAGL and WBIF has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

EAGL vs. WBIF - Sectors Allocation Comparison

Sectors	EAGL	WBIF
Technology	22.7%	25.6%
Financial Services	22.0%	27.2%
Healthcare	17.8%	3.2%
Consumer Cyclical	17.4%	15.3%
Communication Services	8.1%	1.3%
Energy	7.7%	4.4%
Consumer Defensive	2.0%	2.0%
Basic Materials	1.8%	2.8%
Industrials	0.7%	16.2%
Real Estate	-	-
Utilities	-	2.0%

Return for Risk

EAGL vs. WBIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EAGL

EAGL Risk / Return Rank: 37
EAGL Sharpe Ratio Rank: 42
EAGL Sortino Ratio Rank: 40
EAGL Omega Ratio Rank: 38
EAGL Calmar Ratio Rank: 32
EAGL Martin Ratio Rank: 35

WBIF

WBIF Risk / Return Rank: 80
WBIF Sharpe Ratio Rank: 77
WBIF Sortino Ratio Rank: 79
WBIF Omega Ratio Rank: 75
WBIF Calmar Ratio Rank: 86
WBIF Martin Ratio Rank: 85

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EAGL vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Capital Select Equity ETF (EAGL) 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.

	EAGL	WBIF	Difference
Sharpe ratio: Return per unit of total volatility	1.05	1.76	-0.71
Sortino ratio: Return per unit of downside risk	1.49	2.58	-1.09
Omega ratio: Gain probability vs. loss probability	1.18	1.32	-0.13
Calmar ratio: Return relative to maximum drawdown	1.08	3.38	-2.30
Martin ratio: Return relative to average drawdown	3.47	11.98	-8.51

EAGL vs. WBIF - Sharpe Ratio Comparison

The current EAGL Sharpe Ratio is 1.05, which is lower than the WBIF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of EAGL and WBIF, 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

EAGL vs. WBIF - Drawdown Comparison

The maximum EAGL drawdown since its inception was -15.09%, smaller than the maximum WBIF drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for EAGL and WBIF.

Drawdown Indicators

	EAGL	WBIF	Difference
Max Drawdown Largest peak-to-trough decline	-15.09%	-20.29%	+5.20%
Max Drawdown (1Y) Largest decline over 1 year	-13.54%	-6.60%	-6.94%
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 Drawdown Current decline from peak	0.00%	-1.79%	+1.79%
Average Drawdown Average peak-to-trough decline	-2.63%	-7.64%	+5.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.20%	1.86%	+2.34%

Volatility

EAGL vs. WBIF - Volatility Comparison

Eagle Capital Select Equity ETF (EAGL) has a higher volatility of 4.27% compared to WBI BullBear Value 3000 ETF (WBIF) at 3.61%. This indicates that EAGL's price experiences larger fluctuations and is considered to be riskier than WBIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAGL	WBIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.27%	3.61%	+0.66%
Volatility (6M) Calculated over the trailing 6-month period	10.81%	9.28%	+1.53%
Volatility (1Y) Calculated over the trailing 1-year period	14.02%	12.70%	+1.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.43%	12.90%	+2.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.43%	12.39%	+3.04%

EAGL vs. WBIF - Expense Ratio Comparison

EAGL has a 0.80% expense ratio, which is lower than WBIF's 1.25% expense ratio.

Dividends

EAGL vs. WBIF - Dividend Comparison

EAGL's dividend yield for the trailing twelve months is around 0.53%, more than WBIF's 0.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EAGL Eagle Capital Select Equity ETF	0.53%	0.55%	0.29%	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

Can I hold both EAGL and WBIF in my portfolio?

EAGL and WBIF have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EAGL or WBIF?

EAGL has higher volatility (4.27%) compared to WBIF (3.61%). In terms of maximum drawdown, EAGL dropped -15.09% vs WBIF's -20.29%.

Which ETF is better, EAGL or WBIF?

On 1-year performance, WBIF leads with 23.62% vs 16.44% for EAGL. On fees, EAGL is cheaper at 0.80% per year. On volatility, WBIF has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAGL or WBIF?

Over the 1-year period, WBIF has performed better with a 23.62% return vs 16.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAGL or WBIF?

EAGL is cheaper with a 0.80% expense ratio, compared with 1.25% for WBIF.

Which ETF pays a higher dividend yield, EAGL or WBIF?

EAGL has the higher dividend yield at 0.53%, compared with 0.06% for WBIF.

What is the main difference between EAGL and WBIF?

They also come from different issuers: Eagle Capital and WBI. Their fees differ too: 0.80% for EAGL and 1.25% for WBIF.

Which has better risk-adjusted returns?

WBIF currently has the higher Sharpe Ratio (1.76 vs 1.05), 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.