FGD vs. WBIG
FGD (First Trust Dow Jones Global Select Dividend Index Fund) and WBIG (WBI BullBear Yield 3000 ETF) are both Global Equities funds. FGD is passively managed, while WBIG is actively managed. Over the past 10 years, FGD returned 9.69%/yr vs 4.13%/yr for WBIG. A 0.62 correlation means they provide meaningful diversification when combined. FGD charges 0.59%/yr vs 1.14%/yr for WBIG.
Performance
FGD vs. WBIG - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FGD having a 11.27% return and WBIG slightly lower at 11.22%. Over the past 10 years, FGD has outperformed WBIG with an annualized return of 9.69%, while WBIG has yielded a comparatively lower 4.13% annualized return.
FGD
- 1D
- 0.39%
- 1M
- -1.46%
- 6M
- 9.73%
- YTD
- 11.27%
- 1Y
- 24.35%
- 3Y*
- 20.79%
- 5Y*
- 11.45%
- 10Y*
- 9.69%
WBIG
- 1D
- -0.12%
- 1M
- 1.12%
- 6M
- 9.52%
- YTD
- 11.22%
- 1Y
- 17.71%
- 3Y*
- 5.30%
- 5Y*
- 1.41%
- 10Y*
- 4.13%
FGD vs. WBIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGD First Trust Dow Jones Global Select Dividend Index Fund | 11.27% | 44.42% | 5.71% | 8.20% | -7.25% | 20.83% | -5.23% | 20.64% | -12.49% | 17.87% |
WBIG WBI BullBear Yield 3000 ETF | 11.22% | -0.39% | 5.87% | -2.68% | -7.68% | 16.04% | -3.30% | 6.85% | -8.46% | 25.62% |
Correlation
The correlation between FGD and WBIG is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2014 | 0.62 |
The correlation between FGD and WBIG has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.
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Return for Risk
FGD vs. WBIG — Risk / Return Rank
FGD
WBIG
FGD vs. WBIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Global Select Dividend Index Fund (FGD) 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.
| FGD | WBIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.51 | -1.02 |
| Martin ratioReturn relative to average drawdown | 8.25 | 11.01 | -2.75 |
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Drawdowns
FGD vs. WBIG - Drawdown Comparison
The maximum FGD drawdown since its inception was -68.05%, which is greater than WBIG's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for FGD and WBIG.
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Drawdown Indicators
| FGD | WBIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.05% | -25.32% | -42.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -5.06% | -4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -11.50% | -20.20% | +8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.68% | -25.32% | -3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -44.84% | -25.32% | -19.52% |
Current DrawdownCurrent decline from peak | -1.89% | -2.60% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -12.52% | -10.86% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 1.62% | +1.34% |
Volatility
FGD vs. WBIG - Volatility Comparison
First Trust Dow Jones Global Select Dividend Index Fund (FGD) has a higher volatility of 3.63% compared to WBI BullBear Yield 3000 ETF (WBIG) at 2.55%. This indicates that FGD'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
| FGD | WBIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 2.55% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 6.83% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 9.98% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 12.01% | +2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 11.56% | +6.36% |
FGD vs. WBIG - Expense Ratio Comparison
FGD has a 0.59% expense ratio, which is lower than WBIG's 1.14% expense ratio.
Dividends
FGD vs. WBIG - Dividend Comparison
FGD's dividend yield for the trailing twelve months is around 5.25%, more than WBIG's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGD First Trust Dow Jones Global Select Dividend Index Fund | 5.25% | 5.62% | 5.87% | 6.44% | 5.74% | 5.35% | 6.17% | 5.19% | 5.88% | 4.01% | 4.36% | 5.07% |
WBIG WBI BullBear Yield 3000 ETF | 1.19% | 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
FGD and WBIG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGD has higher volatility (3.63%) compared to WBIG (2.55%). In terms of maximum drawdown, FGD dropped -68.05% vs WBIG's -25.32%.
On 10-year performance, FGD leads with 9.69% vs 4.13% for WBIG. On fees, FGD is cheaper at 0.59% per year. On volatility, WBIG has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FGD has performed better with a 9.69% return vs 4.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FGD is cheaper with a 0.59% expense ratio, compared with 1.14% for WBIG.
FGD has the higher dividend yield at 5.25%, compared with 1.19% for WBIG.
They also come from different issuers: First Trust and WBI. Their fees differ too: 0.59% for FGD and 1.14% for WBIG.
FGD currently has the higher Sharpe Ratio (1.92 vs 1.79), 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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