GSWO vs. WBIF
Compare and contrast key facts about Goldman Sachs ActiveBeta World Equity ETF (GSWO) and WBI BullBear Value 3000 ETF (WBIF).
GSWO and WBIF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSWO is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. It was launched on Mar 15, 2022. WBIF is an actively managed fund by WBI. It was launched on Aug 27, 2014.
Performance
GSWO vs. WBIF - Performance Comparison
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GSWO vs. WBIF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | -1.23% | 18.97% | 15.29% | 16.28% | -6.15% |
WBIF WBI BullBear Value 3000 ETF | 1.40% | 9.16% | 3.43% | 0.49% | -10.20% |
Returns By Period
In the year-to-date period, GSWO achieves a -1.23% return, which is significantly lower than WBIF's 1.40% return.
GSWO
- 1D
- 0.96%
- 1M
- -4.41%
- YTD
- -1.23%
- 6M
- 0.51%
- 1Y
- 11.88%
- 3Y*
- 14.90%
- 5Y*
- —
- 10Y*
- —
WBIF
- 1D
- 0.47%
- 1M
- -4.81%
- YTD
- 1.40%
- 6M
- 0.39%
- 1Y
- 8.81%
- 3Y*
- 6.18%
- 5Y*
- 1.67%
- 10Y*
- 4.53%
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GSWO vs. WBIF - Expense Ratio Comparison
GSWO has a 0.25% expense ratio, which is lower than WBIF's 1.25% expense ratio.
Return for Risk
GSWO vs. WBIF — Risk / Return Rank
GSWO
WBIF
GSWO vs. WBIF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta World Equity ETF (GSWO) 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.
| GSWO | WBIF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.62 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.88 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 0.74 | +0.57 |
Martin ratioReturn relative to average drawdown | 5.82 | 2.67 | +3.15 |
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
| GSWO | WBIF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.62 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.13 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.24 | +0.55 |
Correlation
The correlation between GSWO and WBIF is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GSWO vs. WBIF - Dividend Comparison
GSWO's dividend yield for the trailing twelve months is around 1.81%, more than WBIF's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.81% | 1.74% | 1.75% | 2.06% | 1.73% | 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% |
Drawdowns
GSWO vs. WBIF - Drawdown Comparison
The maximum GSWO drawdown since its inception was -17.77%, smaller than the maximum WBIF drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for GSWO and WBIF.
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Drawdown Indicators
| GSWO | WBIF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.77% | -20.29% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -12.51% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.29% | — |
Current DrawdownCurrent decline from peak | -5.41% | -4.81% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -7.83% | +4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.46% | -1.33% |
Volatility
GSWO vs. WBIF - Volatility Comparison
Goldman Sachs ActiveBeta World Equity ETF (GSWO) has a higher volatility of 5.67% compared to WBI BullBear Value 3000 ETF (WBIF) at 3.36%. This indicates that GSWO'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.
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Volatility by Period
| GSWO | WBIF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 3.36% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 9.03% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.63% | 14.34% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 12.82% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.98% | 12.24% | +0.74% |