GINX vs. WBIF

Last updated Jun 5, 2026

GINX (SGI Enhanced Global Income ETF) and WBIF (WBI BullBear Value 3000 ETF) are both Global Equities funds. Both are actively managed. Over the past year, GINX returned 29.67% vs 23.76% for WBIF. A 0.67 correlation means they provide meaningful diversification when combined. GINX charges 0.98%/yr vs 1.25%/yr for WBIF.

Performance

GINX vs. WBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Enhanced Global Income ETF (GINX) and WBI BullBear Value 3000 ETF (WBIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with GINX having a 12.39% return and WBIF slightly lower at 12.01%.

GINX

• 1D: 0.81%
• 1M: 3.18%
• YTD: 12.39%
• 6M: 15.33%
• 1Y: 29.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WBIF

• 1D: 0.36%
• 1M: 5.33%
• YTD: 12.01%
• 6M: 11.33%
• 1Y: 23.76%
• 3Y*: 9.09%
• 5Y*: 2.46%
• 10Y*: 5.56%

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

GINX vs. WBIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GINX SGI Enhanced Global Income ETF	12.39%	25.06%	5.69%
WBIF WBI BullBear Value 3000 ETF	12.01%	9.16%	-2.42%

Correlation

The correlation between GINX and WBIF is 0.64, 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	0.64
Correlation (All Time) Calculated using the full available price history since Mar 1, 2024	0.67

The correlation between GINX and WBIF has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.

GINX vs. WBIF - Sectors Allocation Comparison

Sectors	GINX	WBIF
Financial Services	29.3%	31.0%
Technology	10.7%	19.9%
Energy	10.4%	2.9%
Healthcare	9.9%	3.4%
Industrials	9.4%	14.6%
Consumer Defensive	7.9%	3.1%
Utilities	7.0%	10.3%
Consumer Cyclical	4.9%	11.1%
Communication Services	4.8%	2.6%
Basic Materials	4.1%	1.0%
Real Estate	1.7%	-

Return for Risk

GINX vs. WBIF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GINX

GINX Risk / Return Rank: 75
GINX Sharpe Ratio Rank: 79
GINX Sortino Ratio Rank: 80
GINX Omega Ratio Rank: 76
GINX Calmar Ratio Rank: 68
GINX Martin Ratio Rank: 70

WBIF

WBIF Risk / Return Rank: 64
WBIF Sharpe Ratio Rank: 59
WBIF Sortino Ratio Rank: 61
WBIF Omega Ratio Rank: 58
WBIF Calmar Ratio Rank: 73
WBIF Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GINX vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Enhanced Global Income ETF (GINX) 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.

	GINX	WBIF	Difference
Sharpe ratio: Return per unit of total volatility	2.51	1.94	+0.57
Sortino ratio: Return per unit of downside risk	3.52	2.80	+0.72
Omega ratio: Gain probability vs. loss probability	1.44	1.35	+0.09
Calmar ratio: Return relative to maximum drawdown	3.35	3.62	-0.27
Martin ratio: Return relative to average drawdown	12.75	12.94	-0.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GINX vs. WBIF - Sharpe Ratio Comparison

The current GINX Sharpe Ratio is 2.51, which is comparable to the WBIF Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of GINX 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.

Sharpe Ratios by Period

	GINX	WBIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.51	1.94	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.19	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.39	0.31	+1.08

Drawdowns

GINX vs. WBIF - Drawdown Comparison

The maximum GINX drawdown since its inception was -12.53%, smaller than the maximum WBIF drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for GINX and WBIF.

Drawdown Indicators

	GINX	WBIF	Difference
Max Drawdown Largest peak-to-trough decline	-12.53%	-20.29%	+7.76%
Max Drawdown (1Y) Largest decline over 1 year	-8.91%	-6.60%	-2.31%
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%	-0.61%	+0.61%
Average Drawdown Average peak-to-trough decline	-1.80%	-7.73%	+5.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	1.84%	+0.49%

Volatility

GINX vs. WBIF - Volatility Comparison

The current volatility for SGI Enhanced Global Income ETF (GINX) is 3.38%, while WBI BullBear Value 3000 ETF (WBIF) has a volatility of 4.11%. This indicates that GINX experiences smaller price fluctuations and is considered to be less risky than WBIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GINX	WBIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.38%	4.11%	-0.73%
Volatility (6M) Calculated over the trailing 6-month period	9.26%	8.63%	+0.63%
Volatility (1Y) Calculated over the trailing 1-year period	11.86%	12.29%	-0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.84%	12.86%	+0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.84%	12.34%	+1.50%

GINX vs. WBIF - Expense Ratio Comparison

GINX has a 0.98% expense ratio, which is lower than WBIF's 1.25% expense ratio.

Dividends

GINX vs. WBIF - Dividend Comparison

GINX's dividend yield for the trailing twelve months is around 2.17%, more than WBIF's 0.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GINX SGI Enhanced Global Income ETF	2.17%	2.81%	2.97%	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 GINX and WBIF in my portfolio?

GINX and WBIF have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GINX or WBIF?

WBIF has higher volatility (4.11%) compared to GINX (3.38%). In terms of maximum drawdown, GINX dropped -12.53% vs WBIF's -20.29%.

Which ETF is better, GINX or WBIF?

On 1-year performance, GINX leads with 29.67% vs 23.76% for WBIF. On fees, GINX is cheaper at 0.98% per year. On volatility, GINX has been the lower-risk option at 3.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GINX or WBIF?

Over the 1-year period, GINX has performed better with a 29.67% return vs 23.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GINX or WBIF?

GINX is cheaper with a 0.98% expense ratio, compared with 1.25% for WBIF.

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

GINX has the higher dividend yield at 2.17%, compared with 0.06% for WBIF.

What is the main difference between GINX and WBIF?

They also come from different issuers: Summit Global Investments and WBI. Their fees differ too: 0.98% for GINX and 1.25% for WBIF.

Which has better risk-adjusted returns?

GINX currently has the higher Sharpe Ratio (2.51 vs 1.94), 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.