GLBL vs. WBIF

Last updated Jun 3, 2026

GLBL (Pacer MSCI World Industry Advantage ETF) and WBIF (WBI BullBear Value 3000 ETF) are both Global Equities funds. GLBL is passively managed, while WBIF is actively managed. Over the past year, GLBL returned 32.70% vs 23.01% for WBIF. A 0.67 correlation means they provide meaningful diversification when combined. GLBL charges 0.65%/yr vs 1.25%/yr for WBIF.

Performance

GLBL vs. WBIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer MSCI World Industry Advantage ETF (GLBL) 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, GLBL achieves a 13.57% return, which is significantly higher than WBIF's 11.61% return.

GLBL

• 1D: -0.23%
• 1M: 6.32%
• YTD: 13.57%
• 6M: 13.88%
• 1Y: 32.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WBIF

• 1D: -0.97%
• 1M: 5.70%
• YTD: 11.61%
• 6M: 10.57%
• 1Y: 23.01%
• 3Y*: 8.85%
• 5Y*: 2.38%
• 10Y*: 5.52%

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

GLBL vs. WBIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GLBL Pacer MSCI World Industry Advantage ETF	13.57%	20.14%	5.49%
WBIF WBI BullBear Value 3000 ETF	11.61%	9.16%	-1.83%

Correlation

The correlation between GLBL and WBIF is 0.69, 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	0.69
Correlation (All Time) Calculated using the full available price history since Sep 18, 2024	0.67

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

GLBL vs. WBIF - Sectors Allocation Comparison

Sectors	GLBL	WBIF
Technology	38.7%	19.9%
Communication Services	16.2%	2.6%
Consumer Cyclical	12.9%	11.1%
Financial Services	12.6%	31.0%
Healthcare	6.3%	3.4%
Consumer Defensive	3.9%	3.1%
Industrials	3.4%	14.6%
Real Estate	3.1%	-
Energy	1.4%	2.9%
Basic Materials	1.1%	1.0%
Utilities	0.4%	10.3%

Return for Risk

GLBL vs. WBIF — Risk / Return Rank

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

GLBL

GLBL Risk / Return Rank: 68
GLBL Sharpe Ratio Rank: 73
GLBL Sortino Ratio Rank: 70
GLBL Omega Ratio Rank: 70
GLBL Calmar Ratio Rank: 60
GLBL Martin Ratio Rank: 67

WBIF

WBIF Risk / Return Rank: 62
WBIF Sharpe Ratio Rank: 56
WBIF Sortino Ratio Rank: 58
WBIF Omega Ratio Rank: 55
WBIF Calmar Ratio Rank: 71
WBIF Martin Ratio Rank: 68

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.

GLBL vs. WBIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer MSCI World Industry Advantage ETF (GLBL) 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.

	GLBL	WBIF	Difference
Sharpe ratio Return per unit of total volatility	2.45	1.88	+0.57
Sortino ratio Return per unit of downside risk	3.26	2.73	+0.53
Omega ratio Gain probability vs. loss probability	1.43	1.34	+0.10
Calmar ratio Return relative to maximum drawdown	3.04	3.50	-0.46
Martin ratio Return relative to average drawdown	12.53	12.53	0.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLBL vs. WBIF - Sharpe Ratio Comparison

The current GLBL Sharpe Ratio is 2.45, which is higher than the WBIF Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of GLBL 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

	GLBL	WBIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	1.88	+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	1.46	0.30	+1.15

Drawdowns

GLBL vs. WBIF - Drawdown Comparison

The maximum GLBL drawdown since its inception was -19.75%, roughly equal to the maximum WBIF drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for GLBL and WBIF.

Drawdown Indicators

	GLBL	WBIF	Difference
Max Drawdown Largest peak-to-trough decline	-19.75%	-20.29%	+0.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.97%	-6.60%	-4.37%
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	-0.23%	-0.97%	+0.74%
Average Drawdown Average peak-to-trough decline	-2.57%	-7.74%	+5.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	1.84%	+0.82%

Volatility

GLBL vs. WBIF - Volatility Comparison

The current volatility for Pacer MSCI World Industry Advantage ETF (GLBL) is 2.93%, while WBI BullBear Value 3000 ETF (WBIF) has a volatility of 4.13%. This indicates that GLBL 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

	GLBL	WBIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.93%	4.13%	-1.20%
Volatility (6M) Calculated over the trailing 6-month period	10.38%	8.63%	+1.75%
Volatility (1Y) Calculated over the trailing 1-year period	13.44%	12.31%	+1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	12.86%	+3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.50%	12.34%	+4.16%

GLBL vs. WBIF - Expense Ratio Comparison

GLBL has a 0.65% expense ratio, which is lower than WBIF's 1.25% expense ratio.

Dividends

GLBL vs. WBIF - Dividend Comparison

GLBL's dividend yield for the trailing twelve months is around 0.76%, more than WBIF's 0.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLBL Pacer MSCI World Industry Advantage ETF	0.76%	0.86%	0.15%	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 GLBL and WBIF in my portfolio?

GLBL and WBIF have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GLBL or WBIF?

WBIF has higher volatility (4.13%) compared to GLBL (2.93%). In terms of maximum drawdown, GLBL dropped -19.75% vs WBIF's -20.29%.

Which ETF is better, GLBL or WBIF?

On 1-year performance, GLBL leads with 32.70% vs 23.01% for WBIF. On fees, GLBL is cheaper at 0.65% per year. On volatility, GLBL has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GLBL or WBIF?

Over the 1-year period, GLBL has performed better with a 32.70% return vs 23.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GLBL or WBIF?

GLBL is cheaper with a 0.65% expense ratio, compared with 1.25% for WBIF.

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

GLBL has the higher dividend yield at 0.76%, compared with 0.06% for WBIF.

What is the main difference between GLBL and WBIF?

They also come from different issuers: Pacer and WBI. Their fees differ too: 0.65% for GLBL and 1.25% for WBIF.

Which has better risk-adjusted returns?

GLBL currently has the higher Sharpe Ratio (2.45 vs 1.88), 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.